[R-SIG-Finance] RBloomberg - no historical date retrieved since yesterday for ES1 Index

[Whit Armstrong]

mini's did not exist in 1990.

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contractSpecs_futures.html

-Whit


On Tue, Sep 6, 2011 at 1:30 PM, John Laing <john.laing at gmail.com> wrote:
> Hi Sergio,
>
> It seems highly unlikely that the issue is in RBloomberg. Two reasons why I
> think this:
>
> 1) You can retrieve data for other tickers, so your configuration works. The
> package doesn't care what ticker you give it; it just passes that along to
> Bloomberg.
> 2) In Excel, BDH("ES1 Index","PX_OPEN","1990-01-01") returns "#N/A N/A".
>
> You should go back to Bloomberg. The problem is probably on their side, even
> if they don't realize/admit it yet.
>
> Thanks,
> John
>
>
> On Tue, Sep 6, 2011 at 12:42 PM, Sergio Bizzotto <
> Sergio.Bizzotto at reechaim.com> wrote:
>
>>
>>
>>  Hello,
>>
>> ****
>>
>> Since yesterday it seems like the historical data retrieval for the ticker
>> ES1 Index does not work, NULL is returned. I run it for months and it used
>> to work without any problems.****
>>
>> ** **
>>
>> I am using the following:
>>
>> ****
>>
>> conn <- blpConnect();
>> test=bdh(conn, securities="ES1 Index", fields=c("PX_OPEN", "PX_HIGH",
>> "PX_LOW", "PX_LAST", "PX_BID", "PX_ASK", "PX_VOLUME"),
>> start_date=as.Date(”1990-01-01”), include.non.trading.days=F,
>> dates.as.row.names=FALSE);
>>
>> The same code works and retrieves data for all the other tickers I am using
>> (87 futures tickers), including “NQ1 Index”.****
>>
>> ** **
>>
>> I am using Rbloomberg_0.4-149 with rJava_0.8-5.****
>>
>>
>> Is anybody experiencing the same issue? I have spoken yesterday to
>> Bloomberg and they said that their API is working fine and there are
>> currently no problems. I also run the Bloomberg API diagnostic test and
>> everything seems to work properly. ****
>>
>> Initially I thought the problem could have been caused by yesterday’s US
>> holiday but today the problem still persists when retrieving the data for
>> that ticker using RBloomberg. Any chance the problem is on the RBloomberg
>> package side?****
>>
>>
>> Thanks.****
>>
>>
>> Regards,
>> Sergio****
>>
>> ** **
>>
>>
>>
>>
>> ***Sergio Bizzotto**
>> *Senior Risk Analyst
>>
>>
>>
>> *       *
>>
>> *Reech AiM Partners LLP, Henrietta House, 8 Henrietta Place, London**, W1G
>> 0NB, **United Kingdom*
>>  **
>>
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>>
>> **
>>
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>>
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>>
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>>
>>
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