I'm running a loop to download daily tick data for ~200 stocks using the "tick" command in the latest version of RBloomberg. I've run this program 5 times today (for all of the days last week), and on the last run, I started receiving the following message: java.lang.OutOfMemoryError: Java heap space Once this message started appearing on my screen, I also noticed that R was downloading empty data files. I stopped running my script, and then restarted it, beginning the loop at the iteration where I started downloading empty files. It ran through the remaining stocks, and this time it downloaded full data sets. Is it safe to assume, based on this observation, that RBloomberg can only download so much data each time a new connection is opened? If that is the case, how often should I reset the connection in order to avoid missing data?
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