Diagnosing Missing Bloomberg History by Checking the Security Ticker

Summary

The document describes a Bloomberg data retrieval problem encountered with Rblpapi: a request for daily currency data returns missing values when non-trading-day fill options are included. Removing those fill settings allows the request to work, prompting a question about the cause. The response recommends checking the security directly in the Bloomberg terminal and comparing the requested ticker with an alternative ticker for the same currency pair.

The suggested diagnosis is that the original Bloomberg security does not have the requested historical observations, while the alternative has a longer history. This frames the issue as a data-availability or instrument-identifier problem rather than necessarily a defect in the R code or fill options. The document provides a practical troubleshooting check, but no returned dataset, detailed explanation of Bloomberg’s ticker conventions, or confirmation that the alternative series is otherwise equivalent. Users should verify that the replacement security matches their intended source and history before relying on it.

Key ideas

• A missing-value result can stem from unavailable history for the selected Bloomberg security.
• Check the requested instrument and its history directly in the Bloomberg terminal.
• Comparing an alternate ticker can help distinguish identifier issues from request-option issues.
• A longer-history substitute should be checked for suitability before use.

Tags

# Download data from Bloomberg with R


# Download data from Bloomberg with R












I was trying to download daily data from a few tickers from Bloomberg with `Rblpapi`. I wanted all calendar data, not just trading days, but, when I put these options, my data return only with `NA`.

Options:

```
options <- c("periodicitySelection" = "DAILY", 
             "nonTradingDayFillOption" = "NON_TRADING_WEEKDAYS", 
             "nonTradingDayFillMethod" = "NIL_VALUE")

data <- bdh("BCSWFPD BGN Curncy", c("PX_LAST"), start.date = ymd("2000-01-01"), options = options)
```

If I remove the options and leave only the `periodicitySelection`, it works fine.

## Answer by AKdemy (score 1)

https://quant.stackexchange.com/a/63580

Simplest way to check is to load on the terminal.

```
BCSWFPD BGN Curncy GP MAX
```

vs

```
BCSWFPD CMPN Curncy GP MAX
```

You are querrying data that does not exist. CMPN has more history.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.