Better error-handling

[johnlaing]

We should catch error messages passed back to us by the API. It would be particularly helpful to capture the message and show it to the user. The status quo of ignoring API error messages often causes a real error (the kind that stops execution) just down the line, except now with a cryptic message that doesn't shed much light on what went wrong.

Such an example is here: https://github.com/Rblp/Rblpapi/issues/338#issuecomment-835261565

[eddelbuettel]

It's been a while since I have been in the code but ... what can we do in general? Do we get earlier status messages?

[eddelbuettel]

Looking at #338 we can probably just Rcpp::stop( txtOfTheReceivedErrorMessage ) which then goes to the top R prompt.

[johnlaing]

Yes, something like that should work. We'll need to figure out how to identify/grab the responseError to get to it.