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

[Ana Nelson]

Hi, Gordon,

It looks like the error is a different one. So the data is being
returned but then something is going wrong in the post-processing.

Thanks for sending a reproducible example. I'll try to take a look at this.

-Ana


On Mon, Aug 15, 2011 at 4:19 PM,  <gordon.morrison at hsbcib.com> wrote:
>
> 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
>
> ************************************************************
> HSBC Bank plc may be solicited in the course of its placement efforts for a
> new issue, by investment clients of the firm for whom the Bank as a firm
> already provides other services. It may equally decide to allocate to its
> own proprietary book or with an associate of HSBC Group. This represents a
> potential conflict of interest. HSBC Bank plc has internal arrangements
> designed to ensure that the firm would give unbiased and full advice to the
> corporate finance client about the valuation and pricing of the offering as
> well as internal systems, controls and procedures to identify and manage
> conflicts of interest.
>
> HSBC Bank plc
> Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
> Registered in England - Number 14259
> Authorised and regulated by the Financial Services Authority.
> ************************************************************
>
> -----------------------------------------
> SAVE PAPER - THINK BEFORE YOU PRINT!
>
> This transmission has been issued by a member of the HSBC Group
> "HSBC" for the information of the addressee only and should not be
> reproduced and/or distributed to any other person. Each page
> attached hereto must be read in conjunction with any disclaimer
> which forms part of it. Unless otherwise stated, this transmission
> is neither an offer nor the solicitation of an offer to sell or
> purchase any investment. Its contents are based on information
> obtained from sources believed to be reliable but HSBC makes no
> representation and accepts no responsibility or liability as to its
> completeness or accuracy.
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>