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Rblp / Rblpapi

R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
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catch REQUEST_STATUS event type per #348 #349

Closed johnlaing closed 2 years ago

johnlaing commented 2 years ago

Fixes #348.

In addition to stopping execution, we can capture the message and display it (via verbose=TRUE)

RequestFailure = {
    reason = {
        source = "Session"
        category = "TIMEOUT"
        errorCode = -1
        description = "Request timed out at backend"
    }
}
Error in bdh_Impl(con, securities, fields, start.date, end.date, options,  :
  Bloomberg request timed out on server side
johnlaing commented 2 years ago

I think this is a good approach, based on the suggestion of @klin333. We could do similar for the other backend functions.