RBloomberg

[Eric Owiesny]

Hi,

I've been having some trouble with having the connection to Bloomberg
fail after a while.  I've been using RBloomberg and wrote a simple
function that downloads intraday data to write it to a file.  This works
fine for a while, but will periodically give me an error saying:

Error in substr(text, first, last) : invalid Substring argument(s)

If I restart the function, it will work again.  I was wondering if
anyone else had this problem or knew what was going on.

Thanks,
Eric Owiesny

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[davidr-2]

Eric,

As no-one's jumped on this, I will give it a go.
Bloomberg's bbcomm.exe is notoriously flakey, sometimes returning
nothing but pretending to have answered your request.
About all I can suggest is to wrap your calls in try-catch and retry
once.
Either bbcomm.exe was at fault, in which case the second call should
succeed, or
there is no data for the ticker and time range you are requesting, in
which case,
you just go to the next ticker or time range.

I'm pretty sure this is not RBloomberg's fault.

HTH,
David L. Reiner, PhD
Head Quant
Rho Trading Securities, LLC

p.s. I'm just guessing, because you really haven't given us much
information.

-----Original Message-----
From: r-sig-finance-bounces@...
[mailto:r-sig-finance-bounces@...] On Behalf Of Eric
Owiesny
Sent: Monday, June 02, 2008 7:51 AM
To: r-sig-finance@...
Subject: [R-SIG-Finance] RBloomberg

Hi,

I've been having some trouble with having the connection to Bloomberg
fail after a while.  I've been using RBloomberg and wrote a simple
function that downloads intraday data to write it to a file.  This works

fine for a while, but will periodically give me an error saying:

Error in substr(text, first, last) : invalid Substring argument(s)

If I restart the function, it will work again.  I was wondering if
anyone else had this problem or knew what was going on.

Thanks,
Eric Owiesny

------------------------------------------------------------------------
------------------
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If you receive this message in error, please immediately delete it and
all copies of it from your system, destroy any hard copies of it and
notify the sender. You must not, directly or indirectly use, disclose,
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intended recipient. Allston Trading LLC and its subsidiaries and
affiliates each reserve the right to monitor all e-mail communications
through its networks. Any views expressed in this message are those of
the individual sender, except where the message states otherwise and the
sender is authorized to state them to be the views of any such entity.

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[Eric Owiesny]

David,

Thank you for the help.  It seemed likely to me that it's on Bloomberg's
end as well.  I've made a wrapper to retry if it fails.  Sorry, I should
have been more specific before.  Essentially it seems that the
connection object ceases to work after some point.  It's an intermittent
problem and occurs when there is data for the ticker and the time
range.  If I reinitialize the connection object then it will usually
work again.  It also seems to be worse during the day so it may be a
load issue on their end.  Sorry for the lack of complete information,
but I'm not entirely sure what the error is.    The wrapper should be
fine, but I wanted to check to see if it was just me misusing something.

Thanks,
Eric Owiesny

davidr@... wrote:

> Eric,
>
> As no-one's jumped on this, I will give it a go.
> Bloomberg's bbcomm.exe is notoriously flakey, sometimes returning
> nothing but pretending to have answered your request.
> About all I can suggest is to wrap your calls in try-catch and retry
> once.
> Either bbcomm.exe was at fault, in which case the second call should
> succeed, or
> there is no data for the ticker and time range you are requesting, in
> which case,
> you just go to the next ticker or time range.
>
> I'm pretty sure this is not RBloomberg's fault.
>
> HTH,
> David L. Reiner, PhD
> Head Quant
> Rho Trading Securities, LLC
>
> p.s. I'm just guessing, because you really haven't given us much
> information.
>
> -----Original Message-----
> From: r-sig-finance-bounces@...
> [mailto:r-sig-finance-bounces@...] On Behalf Of Eric
> Owiesny
> Sent: Monday, June 02, 2008 7:51 AM
> To: r-sig-finance@...
> Subject: [R-SIG-Finance] RBloomberg
>
> Hi,
>
> I've been having some trouble with having the connection to Bloomberg
> fail after a while.  I've been using RBloomberg and wrote a simple
> function that downloads intraday data to write it to a file.  This works
>
> fine for a while, but will periodically give me an error saying:
>
> Error in substr(text, first, last) : invalid Substring argument(s)
>
> If I restart the function, it will work again.  I was wondering if
> anyone else had this problem or knew what was going on.
>
> Thanks,
> Eric Owiesny
>
> ------------------------------------------------------------------------
> ------------------
> This message is for the named person(s) use only. It may contain
> confidential proprietary or legally privileged information. No
> confidentiality or privilege is waived or lost by any mistransmission.
> If you receive this message in error, please immediately delete it and
> all copies of it from your system, destroy any hard copies of it and
> notify the sender. You must not, directly or indirectly use, disclose,
> distribute, print, or copy any part of this message if you are not the
> intended recipient. Allston Trading LLC and its subsidiaries and
> affiliates each reserve the right to monitor all e-mail communications
> through its networks. Any views expressed in this message are those of
> the individual sender, except where the message states otherwise and the
> sender is authorized to state them to be the views of any such entity.
>
> _______________________________________________
> R-SIG-Finance@... mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>  

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This message is for the named person(s) use only. It may contain confidential proprietary or legally privileged information. No confidentiality or privilege is waived or lost by any mistransmission. If you receive this message in error, please immediately delete it and all copies of it from your system, destroy any hard copies of it and notify the sender. You must not, directly or indirectly use, disclose, distribute, print, or copy any part of this message if you are not the intended recipient. Allston Trading LLC and its subsidiaries and affiliates each reserve the right to monitor all e-mail communications through its networks. Any views expressed in this message are those of the individual sender, except where the message states otherwise and the sender is authorized to state them to be the views of any such entity.

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[Xiaochen Sun]

Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING

1-2 July 2008, London

http://www.optirisk-systems.com/events/carisma2008.asp <http://www.optirisk-systems.com/events/carisma2008.asp>

We are pleased to announce that places are still available for the above conference and related workshops.

All the conference delegates are invited to attend the Drinks Receptions and Networking Evening sponsored by Dow Jones & Company <http://www.djnewswires.com/eu/>  for FREE on the evening of 1 July.

NEW PRESENTATIONS UPDATED

Trading off the News: Applications of News Algorithms

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Philip A. Gagner, RavenPack International

· Syntax and News

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Please don't hesitate to contact me if you would like to reserve places or to discuss any aspect of this series in more details.

Kind regards,

Michael

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