[R-SIG-Finance] RBloomberg equity options prices

davidr at rhotrading.com davidr at rhotrading.com
Wed Sep 26 18:33:40 CEST 2007

Yes and yes. See ?blpGetData.
You just need the option ticker, e.g., "IBM 10 P105 Equity" is the Oct
105 put for IBM.

David L. Reiner
Rho Trading Securities, LLC

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Moshe
Sent: Tuesday, September 25, 2007 11:34 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] RBloomberg equity options prices


Is it possible to get historical option prices using
RBloomberg? Is it possible to get intraday data?

Thank you!

Moshe Olshansky.

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