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

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);

[CW]

I am also encountering this problem after upgrading to 2021b. The example in the help documentation:

d = timeseries(c,'IBM US Equity',floor(now),5,'Trade')

Also returns this error for me.

[Hakon Haugnes]

thanks! Yes the same problem. Mathworks seems to not care about this and I'm surprised not more people scream about this... Maybe just us?

[CW]

You would think they would at least test out their updated code on their help examples as a matter of procedure :(

I guess the work-around for now will be to install an older version of Matlab and run code with timeseries() from that.

Any thoughts Mathworks??

[Hakon Haugnes]

Only way I have found is to use R2018, which is kind of clumsy and weird and I cannot believe this is an actual issue since surely thousands of people are using the TIMESERIES function! ?

[CW]

Agree! Hopefully some other users will post here too in order encourage MW to address the issue

[Walter Roberson]

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.

Answer 1

[CW]

Updated to 2022a and this is still an issue. Can anyone from Mathworks take a look at this?

[Hakon Haugnes]

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!