Why do I receive an error when I attempt to use the FETCH function in the Datafeed Toolbox to retrieve historical data that Bloomberg cannot find?

When I use these commands:

c = bloomberg;

d = fetch(c,'SMY AU Equity','HISTORY',...

'OPER_MARGIN','01/01/95','01/01/04','y')

close(c);

to attempt to retrieve data for an equity that Bloomberg cannot find, I receive the following error:

 ??? Error retrieving historical data.

 Error in ==> C:\MATLAB6p5p1\toolbox\datafeed\datafeed\bbdatafeed.dll

 Error in ==> C:\MATLAB6p5p1\toolbox\datafeed\datafeed\@bloomberg\fetch.m

 On line 318  ==>     d = bbdatafeed(bbflag,reqval,c.connection,s,fids,

                      dts(1),verboseflag,dts(2),maxpoints,sectype,perflag);

 Error in ==> C:\MATLAB6p5p1\work\BLOOMBERG_DATA_AGSM.m

 On line 64  ==> d = fetch(c,string,'HISTORY', 'OPER_MARGIN','01/01/95',

                     '01/01/04','y')

I would like an empty data set, or one composed of all zeros, to be returned rather than an error.

Answer 1

[MathWorks Support Team]

This error is a result of the way that missing historical data from Bloomberg is handled by the BBDATAFEED function.

To work around this behavior, wrap a "try...catch" statement around the FETCH request, and return zeros if an error is caught. For example, use the following commands:

c = bloomberg;

try

     d = fetch(c,'SMY AU Equity',...

'HISTORY','OPER_MARGIN','01/01/95','01/01/04','y')

catch

     msg = lasterr;

     d = zeros(10,1);

end

close(c);