Bloomberglp.Blpapi.RequestQueueOverflowException: Queue Size: 128

Question

I can't figure out what the problem is with Bloomberg API.

Everytime when I try to download historical finance data, that means to create a DataRequest for 5000 instruments for 3 days once for euro currency and once for local currency, I get this queue exception.

What's really confusing is, the program still goes on for the first request which contains euro prices for instruments but not for the second.

Thanks for the help.

Answer 1

Well since you are not getting a slow consumer warning, I'd bet you are just requesting to much data on one request.
Try Splitting your request into several chunks.

Answer 2

Queue Size of each request is 1024, if the size > 1024, it will throw BloombergOverFolowException