[R-SIG-Finance] RBloomberg equity options prices

[Moshe Olshansky]

Thank you - this really works!

I was unable to guess that for the option data one
still must add the word "Equity" at the end.

Is there any place where such information can be
found?

Moshe.

--- davidr at rhotrading.com wrote:

> 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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