[R-SIG-Finance] RBloomberg equity options prices

davidr at rhotrading.com davidr at rhotrading.com
Fri Sep 28 15:36:06 CEST 2007

I would suggest reading the Bloomberg API help.
You can start at the Bloomberg professional (terminal) and type
You can munge around there, or download WAPI Lite so you can look at the
docs offline. Much of the time, starting in Excel with the wizards will
get you to the point where you know the tickers and fields you want.
Then you can move over to programming instead of using Excel and
formulas. One other function in Bloomberg I use quite often is FPRP<go>
once you have an instrument active. This tells you everything that is
available for that ticker and what its current value is, as well as the
API filed names.

Have fun!

David L. Reiner
Rho Trading Securities, LLC

-----Original Message-----
From: Moshe Olshansky [mailto:m_olshansky at yahoo.com] 
Sent: Thursday, September 27, 2007 7:33 PM
To: David Reiner <davidr at rhotrading.com>;
r-sig-finance at stat.math.ethz.ch
Subject: RE: [R-SIG-Finance] RBloomberg equity options prices

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


--- 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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