[R-SIG-Finance] RBloomberg equity options prices

[Robert Sams]

Hi Ravi,

blpGetData(conn, "DAX 12/07 P6400 Index", "PX_LAST",
start=chron("8/15/7"))
         PX_LAST
08/15/07   113.5
08/16/07   153.0
08/17/07   135.4
08/20/07   123.3
08/21/07   116.4
08/22/07    94.5
08/23/07    88.9
08/24/07    91.7
08/27/07    89.7
08/28/07   103.4
08/29/07   103.5
08/30/07    85.2
08/31/07    70.7
09/03/07    64.8
09/04/07    54.2
09/05/07    69.2
09/06/07    66.5
09/07/07    94.8
09/10/07   105.1
09/11/07    88.8
09/12/07    82.7
09/13/07    69.7
09/14/07    75.3
09/17/07    79.7
09/18/07    62.3
09/19/07    35.9
09/20/07    34.7
09/21/07    26.9
09/24/07    23.2
09/25/07    24.6
09/26/07    21.9
09/27/07    19.0
09/28/07    19.2
10/01/07    21.0
>  

Of course this is not a RBloomberg question per se, but rather a
question about the Bloomberg API itself; you pay Bloomberg to answer
these questions ;)

Robert

-----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 Ravi S.
Shankar
Sent: 01 October 2007 08:10
To: r-sig-finance at stat.math.ethz.ch
Cc: Shubha Vishwanath Karanth
Subject: [R-SIG-Finance] RBloomberg equity options prices

Hi,

I need to download option prices from Bloomberg. However I don't have
ticker for the options. What I have is Sec_WKN and the security name.
For example 00GXZ7PY6400 and PUT DAX 12/2007 STRIKE 6400.
Can I construct the ticker from the above available info and then use it
download option prices using R Bloomberg.

Thank you,
Regards,

Ravi Shankar S

-----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
r-sig-finance-request at stat.math.ethz.ch
Sent: Saturday, September 29, 2007 3:30 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: R-SIG-Finance Digest, Vol 40, Issue 23

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Today's Topics:

   1. Re: RBloomberg equity options prices (davidr at rhotrading.com)


----------------------------------------------------------------------

Message: 1
Date: Fri, 28 Sep 2007 08:36:06 -0500
From: <davidr at rhotrading.com>
Subject: Re: [R-SIG-Finance] RBloomberg equity options prices
To: "Moshe Olshansky" <m_olshansky at yahoo.com>,
	<r-sig-finance at stat.math.ethz.ch>
X-Message-ID:
	<F9F2A641C593D7408925574C05A7BE774E7C16 at rhopost.rhotrading.com>
Content-Type: text/plain;	charset="us-ascii"

I would suggest reading the Bloomberg API help.
You can start at the Bloomberg professional (terminal) and type
WAPI<go>.
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 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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