[R-SIG-Finance] Accessing Bloomberg historic data for invalid codes with RBloomberg

[gordon.morrison at hsbcib.com]

Can anyone shed any light into what I am doing wrong

> securities <- c("AMZN US Equity", "OCN US Equity", "123456 XX Equity")
> fields1 <- c("NAME", "PX_LAST", "TIME", "SETTLE_DT")
> fields2 <- "VOLUME"
> library(RBloomberg)
Loading required package: rJava
> conn <- blpConnect()
R version 2.13.1 (2011-07-08)
rJava Version 0.8-8
RBloomberg Version 0.4-149
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Adding C:\blp\API\APIv3\JavaAPI\v3.4.3.2\lib\blpapi3.jar to Java classpath
Bloomberg API Version 3.4.3.2

> bdp(conn, securities, fields1)
Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl,  :
  org.findata.blpwrapper.WrapperException: invalid security 123456 XX
Equity

> bdp(conn, securities[1:2], fields1)
                               NAME PX_LAST     TIME  SETTLE_DT
AMZN US Equity       AMAZON.COM INC  202.30 15:49:42 2011-08-18
OCN US Equity  OCWEN FINANCIAL CORP   13.03 15:49:43 2011-08-18

> bdh(conn, securities[1:2], fields2, "20110810", "20110814")
           ticker       date  VOLUME
1  AMZN US Equity 2011-08-10 8757585
2  AMZN US Equity 2011-08-11 7404618
3  AMZN US Equity 2011-08-12 5620580
4  AMZN US Equity 2011-08-13      NA
5  AMZN US Equity 2011-08-14      NA
6   OCN US Equity 2011-08-10 1874309
7   OCN US Equity 2011-08-11 1257872
8   OCN US Equity 2011-08-12 1430524
9   OCN US Equity 2011-08-13      NA
10  OCN US Equity 2011-08-14      NA

> bdh(conn, securities, fields2, "20110810", "20110814")
Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl,  :
  org.findata.blpwrapper.WrapperException: invalid security 123456 XX
Equity

> blpDisconnect(conn)
         used (Mb) gc trigger (Mb) max used (Mb)
Ncells 241304  6.5     407500 10.9   350000  9.4
Vcells 124164  1.0     786432  6.0   458087  3.5

> conn <- blpConnect(throw.ticker.errors = FALSE)
R version 2.13.1 (2011-07-08)
rJava Version 0.8-8
RBloomberg Version 0.4-149
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Adding C:\blp\API\APIv3\JavaAPI\v3.4.3.2\lib\blpapi3.jar to Java classpath
Bloomberg API Version 3.4.3.2

> bdp(conn, securities[1:2], fields1)
                               NAME PX_LAST     TIME  SETTLE_DT
AMZN US Equity       AMAZON.COM INC  202.42 15:51:52 2011-08-18
OCN US Equity  OCWEN FINANCIAL CORP   13.03 15:51:30 2011-08-18

> bdp(conn, securities, fields1)
                                 NAME PX_LAST     TIME  SETTLE_DT
AMZN US Equity         AMAZON.COM INC  202.42 15:52:02 2011-08-18
OCN US Equity    OCWEN FINANCIAL CORP   13.03 15:51:30 2011-08-18
123456 XX Equity                 <NA>      NA     <NA>       <NA>

> bdh(conn, securities[1:2], fields2, "20110810", "20110814")
           ticker       date  VOLUME
1  AMZN US Equity 2011-08-10 8757585
2  AMZN US Equity 2011-08-11 7404618
3  AMZN US Equity 2011-08-12 5620580
4  AMZN US Equity 2011-08-13      NA
5  AMZN US Equity 2011-08-14      NA
6   OCN US Equity 2011-08-10 1874309
7   OCN US Equity 2011-08-11 1257872
8   OCN US Equity 2011-08-12 1430524
9   OCN US Equity 2011-08-13      NA
10  OCN US Equity 2011-08-14      NA

> bdh(conn, securities, fields2, "20110810", "20110814")
Error in rep(security, dim(matrix.data)[1]) : invalid 'times' argument
>

I was expecting the last call to return NAs for the invalid security rather
than an error.

Regards


Gordon M Morrison

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