Hi R, The below are commands used in extracting Bloomberg data. Let T1, T2,...T5 be a set of actual tickers Ticker_list<-c(T1, T2, T3, T4, T5) con<-blpConnect(show.days=show_day, na.action=na_action, periodicity=periodicity) cdaily<-blpGetData(con,Ticker_list,"EQY_SH_OUT",start=as.chron(as.Date(" 1/1/1996", "%m/%d/%Y")),end=as.chron(as.Date("2/12/2007", "%m/%d/%Y"))) blpDisconnect(con) If the data itself is not present for this combination of fields, ticker_list and the date range, then what would RBloomberg do is it throws a zoo object with 0 rows. Can this be modified so that we get the complete rows (say 3000 rows) filled with blanks? I think RBloomberg developers can help me better in this case... Other's ideas are also welcome... Thanks in advance Shubha [[alternative HTML version deleted]]