Bloomberg Data retrieval for intraday data fails : Unrecognized function or variable 'processEvents'

2 次查看(过去 30 天)
This has used to work flawlessly before but has recently started failing "sometimes", but I dont know what fixes it, if anything.
It looks like an error in the matlab code, changing the frequency from 1 to something else fails the same.
c=blp
timeseries(c,'IBM US EQUITY',{'2021-10-21', '2021-10-22'}, 1, 'Trade')
% returns
% Unrecognized function or variable 'processBarEvents'.
% Error in blp/timeseries (line 446)
% v = bBarTsObj.processBarEvents(blpUuid, blpIdentity, b.session);
  6 个评论
Walter Roberson
Walter Roberson 2022-1-17
I would suggest to you that Mathworks is getting rid of timeseries, replacing them with timetable objects. Look at the release notes for recent versions.
There might have been bugs introduced, and potentially you might get some fixes for current releases, but if you are doing new development then investing in timeseries might not be a good idea.

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回答(1 个)

CW
CW 2022-6-3
Updated to 2022a and this is still an issue. Can anyone from Mathworks take a look at this?
  1 个评论
Hakon Haugnes
Hakon Haugnes 2022-9-19
Mathworks is completely ignoring this. I dont understand how bloomberg data can just stop working in matlab like this - Mathworks don't seem to care. And the documentation is like always, the below is from matlab itself!
help timeseries
[...]
Examples:
D = timeseries(C,'ABC US Equity',FLOOR(NOW)) returns today's time series
for the given security. The timestamp and tick value are returned.
D = timeseries(C,'ABC US Equity',FLOOR(NOW),5,'Trade') returns today's Trade tick series
for the given security aggregated into 5 minute intervals.
D = timeseries(C,'ABC US Equity',{'12/08/2008 00:00:00','12/10/2008 23:59:59.99'},5,'Trade')
returns the Trade tick series for 12/08/2008 to 12/10/2008 for the given
security aggregated into 5 minute intervals.
D = timeseries(b,'ABC US Equity',{datetime('12/07/2016'):datetime('12/21/2016'),'09:30:00','10:30:00'},5)
returns the Trade tick series for 12/07/2016 to 12/21/2016 for the given
security aggregated into 5 minute intervals. Only the data for the time
range 09:30:00 to 10:30:00 is returned for each day in the range.
D = timeseries(b,'ABC US Equity',{datetime('12/07/2016'):7:datetime('12/21/2016'),'09:30:00','10:30:00'},5)
returns the Trade tick series for 12/07/2016, 12/14/2016, and 12/21/2016 for the given
security aggregated into 5 minute intervals. Only the data for the time
range 09:30:00 to 10:30:00 is returned for each day in the range.
See also blp, getdata, history, realtime.
Documentation for bloomberg/timeseries
This is wrong! Matlab has stopped functioning for timeseries!

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