bdh works on BS_TIER1_CAP_RATIO only when called alone

[Ddfulton]

I have a list of fields I want, denoted flds_x in the code below. This works fine with bdh. I also want the field BS_TIER1_CAP_RATIO. So I added it to flds_x. Then it breaks. But when I try to get BS_TIER1_CAP_RATIO by itself, it works fine. I am essentially playing a guessing game where I add one more field to flds_x at a time, and see whether it works or if it breaks. It usually breaks.

When it breaks it throws the error: Error in bdh_Impl(con, securities, fields, start.date, end.date, options, : Choice sub-element not found for name 'securityData'.

Reproducible example below

library(Rblpapi)
blpConnect()

flds_x <- c("RSRV_FOR_LOAN_LOSS_TO_TOT_LOAN", "BS_COMM_LOAN", "BS_CONS_LOAN",
            "BS_TOT_ASSET", "ANN_NET_INT_MARGIN", "BS_CASH_NEAR_CASH_ITEM",
            "COUNTRY_FULL_NAME", "NPLS_TO_TOTAL_LOANS",
            "NPLS_TO_COMMON_EQUITY", "NPLS_TO_TOTAL_ASSETS", "PCT_WOMEN_MGT",
            "PCT_WOMEN_EMPLOYEES", "EQY_FREE_FLOAT_PCT", "IS_PERSONNEL_EXP",
            "PERSONNEL_EXPN_PER_EMPLOYEE", "PERSONNEL_EXPENSES_TO_NET_REV",
            "AVG_EXECUTIVE_TOT_COMPENSATION", "NUM_OF_EMPLOYEES",
            "BS_NET_FIX_ASSET", "BS_TOT_OTHER_PRPTY_AND_EQUIP", 
            "BS_CUSTOMER_DEPOSITS", "BS_LT_BORROW", "PX_TO_TANG_BV_PER_SH",
            "PE_RATIO", "RETURN_COM_EQY")

# Works
df <- bdh("GLE FP Equity", flds_x, start.date=Sys.Date() - 10*365, end.date=Sys.Date(), options=c("periodicitySelection"="QUARTERLY"))

# Fails
df <- bdh("GLE FP Equity", c(flds_x, "BS_TIER1_CAP_RATIO"), start.date=Sys.Date() - 10*365, end.date=Sys.Date(), options=c("periodicitySelection"="QUARTERLY"))

# Works
df <- bdh("GLE FP Equity", "BS_TIER1_CAP_RATIO", start.date=Sys.Date() - 10*365, end.date=Sys.Date(), options=c("periodicitySelection"="QUARTERLY"))

[mtkerbeR]

This might be a problem with the number of fields rather than the field itself. For me/on my computer, this seems to happen if the number of fields exceeds 25, independent of the choice of fields:

library(Rblpapi)
blpConnect()

flds_x <- c("RSRV_FOR_LOAN_LOSS_TO_TOT_LOAN", "BS_COMM_LOAN", "BS_CONS_LOAN",
            "BS_TOT_ASSET", "ANN_NET_INT_MARGIN", "BS_CASH_NEAR_CASH_ITEM",
            "COUNTRY_FULL_NAME", "NPLS_TO_TOTAL_LOANS",
            "NPLS_TO_COMMON_EQUITY", "NPLS_TO_TOTAL_ASSETS", "PCT_WOMEN_MGT",
            "PCT_WOMEN_EMPLOYEES", "EQY_FREE_FLOAT_PCT", "IS_PERSONNEL_EXP",
            "PERSONNEL_EXPN_PER_EMPLOYEE", "PERSONNEL_EXPENSES_TO_NET_REV",
            "AVG_EXECUTIVE_TOT_COMPENSATION", "NUM_OF_EMPLOYEES",
            "BS_NET_FIX_ASSET", "BS_TOT_OTHER_PRPTY_AND_EQUIP", 
            "BS_CUSTOMER_DEPOSITS", "BS_LT_BORROW", "PX_TO_TANG_BV_PER_SH",
            "PE_RATIO", "RETURN_COM_EQY")

length(flds_x)
#> [1] 25

# Works
df <- bdh("GLE FP Equity", flds_x, start.date=Sys.Date() - 10)

# Fails
df <- bdh("GLE FP Equity", c(flds_x, "PX_LAST"), start.date=Sys.Date() - 10)
#> Error in bdh_Impl(con, securities, fields, start.date, end.date, options, : Choice sub-element not found for name 'securityData'.

As a workaround, you can split bdh-fields and merge afterwards:

# Works
df1 <- bdh("GLE FP Equity", flds_x, start.date=Sys.Date() - 365, options=c("periodicitySelection"="QUARTERLY"))
df2 <- bdh("GLE FP Equity", "BS_TIER1_CAP_RATIO", start.date=Sys.Date() - 365, options=c("periodicitySelection"="QUARTERLY"))

df <- merge(df1, df2, by = "date", all = TRUE)

[mtkerbeR]

And to have a more easy reproducible example avoiding typing lots of fields:

library(Rblpapi)
blpConnect()

# works 
df1 <- bdh("DAX Index", c(paste0("VAR_SWAP_", 1:24, "M_LV"), "PX_OPEN"), Sys.Date()-5)

# fails
df2 <- bdh("DAX Index", c(paste0("VAR_SWAP_", 1:24, "M_LV"), "PX_OPEN", "PX_LAST"), Sys.Date()-5)
#> Error in bdh_Impl(con, securities, fields, start.date, end.date, options, : Choice sub-element not found for name 'securityData'.

[Ddfulton]

A limit of 25 would explain it, as I've had similar issues in the past. And that merge is perfect. Thank you very much for the help.