[BUG]: Error in bdh_Impl(con, securities, fields, start.date, end.date, options, : Attempt to access value of element 'PX_VOLUME'(type: 'Float64') as 'Int32' type.

Rblp / Rblpapi

R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/

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[BUG]: Error in bdh_Impl(con, securities, fields, start.date, end.date, options, : Attempt to access value of element 'PX_VOLUME'(type: 'Float64') as 'Int32' type. #317

Closed travis-leith closed 3 years ago

travis-leith commented 3 years ago

I believe this is caused by an attempt to fit a large integer into a 32bit variable. This can occur on the PX_VOLUME field for Russian securities (as in my case) because each share has a teeny tiny value and the traded share amounts are usually huge.

travis-leith commented 3 years ago

So the solution appears to be something along the lines of https://github.com/Rblp/Rblpapi/commit/208fec558ba593eb366e3d4bad04b88bfbdee12d