Matlab Get Historical Data from Bloomberg

Hi, I'm trying to get a set of historical data from bloomberg, everything works fine for small number of securities ( <500) and small number of fields ( 4, or 5 fields ). But as soon as I try to do the same for 3000 securities, matlab's internal code gives me errors.

    fieldsToGet= {  'PX_LAST' ,'CUR_MKT_CAP',  'VOLATILITY_360D', 'VOLATILITY_30D' ,'DIVIDEND_YIELD' } ;

    %Quarterly Data
    frequency =   'Quarterly'; 
    fromdate = '01/01/2004';
    todate =  '01/01/2012';

    tic;
    [dcell, sec] = history(conn, securities, fieldsToGet, ...
                    fromdate , todate , frequency  );
    toc;

I get an error like: Attempted to access j(1); index out of bounds because numel(j)=0. Error in blp/history>eventHandler (line 418) outInd(i) = j(1); Error in blp/history (line 245) [d,sec] = eventHandler(b,s,f);

I wonder if other people have this issue, and in general what's the best practice to get a couple of data fields(say price and dividend yield) for roughly 3000 securities...

Thanks, Ash