[R-SIG-Finance] RBloomberg :: blpConnect crash.

[Sean Carmody]

The Bloomberg API can be flaky when dealing with large amounts of data
(I've had the problem with Excel as well as R), so I would suggest
breaking your requests into smaller chunks and then combining the data
once it's been retreived.

A similar query arose here (although my response seems to have been
lost from the archives).

https://stat.ethz.ch/pipermail/r-sig-finance/2008q2/002604.html

Regards,
Sean Carmody.

On Wed, Oct 8, 2008 at 7:59 AM, Michael Sankowski
<michael.sankowski at gmail.com> wrote:
>
> Just an FYI.
>
> I've had problems when attempting to get large amount of data through
> RBloomberg, specifically data from large numbers of different symbols at the
> same time.  I've taken to just doing it in excel and letting it run for 10
> minutes or so and then exporting to flat files and importing into R through
> read.table
>
> regards,
>
> Mike
>
> On Fri, Oct 3, 2008 at 8:40 PM, Krishna Kumar <kriskumar at earthlink.net>wrote:
>
> > I had simillar non-standard path on one of work boxes it turns out doing
> > >require(RBloomberg)
> > followed by
> > > .bbfields <- blpReadFields(<path to bloomberg installation>)
> >
> > Fixed the problem.
> >
> > Best
> > Krishna
> >
> >
> >
> > Gopi Goswami wrote:
> >
> >> David,
> >> You guessed it right, on my machine Bloomberg is not installed in the
> >> standard place, I don't know how the installed the way they did. I
> >> couldn't
> >> go beyond the blpConnet command to do anything useful.
> >>
> >>
> >>
> >> Thomas,
> >>
> >> Thanks a lot for the pointer, I'll try to see if the network settings is
> >> the
> >> source of the problem.
> >>
> >>
> >>
> >> Michael,
> >>
> >> I hope that this setup works for me as well.
> >>
> >>
> >>
> >> Regards,
> >> gopi.
> >>
> >>
> >> On Thu, Oct 2, 2008 at 10:50 AM, Michael Sankowski <
> >> michael.sankowski at gmail.com> wrote:
> >>
> >>
> >>
> >>> I have also had success  using this exact setup.
> >>>
> >>> On Thu, Oct 2, 2008 at 8:44 AM, <davidr at rhotrading.com> wrote:
> >>>
> >>>
> >>>
> >>>> Gopi,
> >>>>
> >>>> I'm not sure why you are redefining .bbfields, unless your installation
> >>>> is not in the standard place, which could cause other problems. I'm
> >>>> pretty sure Bloomberg doesn't let you install it anywhere other than
> >>>> C:/blp.
> >>>>
> >>>> I assume you tried just the library and blpConnect commands? What
> >>>> happened? It works for me, and I have the same setup as you.
> >>>>
> >>>> HTH,
> >>>> -- David
> >>>>
> >>>> -----Original Message-----
> >>>> From: r-sig-finance-bounces at stat.math.ethz.ch
> >>>> [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Gopi
> >>>> Goswami
> >>>> Sent: Thursday, October 02, 2008 7:01 AM
> >>>> To: r-sig-finance at stat.math.ethz.ch
> >>>> Subject: [R-SIG-Finance] RBloomberg :: blpConnect crash.
> >>>>
> >>>> Hi there,
> >>>>
> >>>> How are you? I'm having some issues with the following set up:
> >>>>
> >>>> WINDOWS XP
> >>>> R-2.7.2
> >>>> RBloomberg-0.1-10
> >>>> RDCOMClient-0.92-0
> >>>> zoo-1.5-4
> >>>> chron-2.3-24
> >>>>
> >>>>
> >>>> Bloomberg is installed in the machine. The following code crashes R:
> >>>>
> >>>>
> >>>> library(RBloomberg)
> >>>> .bbfields <- blpReadFields('C:\\path\\to\\blp\\API')
> >>>> conn <- blpConnect( )
> >>>>
> >>>>
> >>>> I investigated the problem using debug(blpConnect) and found out that
> >>>> the
> >>>> code dies at the following line of the blpConnect function:
> >>>>
> >>>> conn[["Timeout"]] <<- timeout;
> >>>>
> >>>>
> >>>>
> >>>> The above problem occurs whether Bloomberg is running or not, whether
> >>>> the
> >>>> market is open or not. Any help would be much appreciated.
> >>>>
> >>>>
> >>>>
> >>>> Regards,
> >>>> gopi.
> >>>> PhD, Statistics, 2005
> >>>> http://gopi-goswami.net/index.html
> >>>>
> >>>>       [[alternative HTML version deleted]]
> >>>>
> >>>> _______________________________________________
> >>>> R-SIG-Finance at stat.math.ethz.ch mailing list
> >>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >>>> -- Subscriber-posting only.
> >>>> -- If you want to post, subscribe first.
> >>>>
> >>>> _______________________________________________
> >>>> R-SIG-Finance at stat.math.ethz.ch mailing list
> >>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >>>> -- Subscriber-posting only.
> >>>> -- If you want to post, subscribe first.
> >>>>
> >>>>
> >>>>
> >>>
> >>> --
> >>> Michael Sankowski, CFA, CAIA
> >>> 312.404.8717
> >>> michael.sankowski at gmail.com
> >>>
> >>>
> >>>
> >>
> >>        [[alternative HTML version deleted]]
> >>
> >> _______________________________________________
> >> R-SIG-Finance at stat.math.ethz.ch mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> >>
> >>
> >>
> > _______________________________________________
> > R-SIG-Finance at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> >
>
>
>
> --
> Michael Sankowski, CFA, CAIA
> 312.404.8717
> michael.sankowski at gmail.com
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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--
Sean Carmody

The Stubborn Mule
http://www.stubbornmule.net
http://twitter.com/seancarmody