I compile the following lily code:
\version "2.19.2"
left = \relative c''{ \clef treble a2.\arpeggio }
<<
\new Staff = "left" \with {
} { \clef bass \left }
>>
And I got warning message and no arpeggio shown on pdf.
Starting lilypond-windows.exe 2.19.2 [test_no-head-arpeggio.ly]...
Processing
`C:/Users/Tsang/Dropbox/Lyndon/LiLy/jesus-love-you/test_no-head-arpeggio.ly'
Parsing...
Interpreting music...
Preprocessing graphical objects...
left
= \relative c''{ \clef treble a2.
\arpeggio }
Finding the ideal number of pages...
Fitting music on 1 page...
Drawing systems...
Layout output to `test_no-head-arpeggio.ps'...
Converting to `./test_no-head-arpeggio.pdf'...
Success: compilation successfully completed
Completed successfully in 1.2".