[R-SIG-Finance] RBloomberg equity options prices

[davidr at rhotrading.com]

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
Olshansky
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

Hello,

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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