[R-SIG-Finance] bloomberg question

[davidr at rhotrading.com]

Right, Dick.
You can get as much daily data as they have, but intraday data goes back
only 50 business days or so. You can get bar data down to one minute,
or tick data and apply your own bar algorithms.

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 Dirk
Eddelbuettel
Sent: Thursday, October 18, 2007 9:02 PM
To: Mark Leeds
Cc: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] bloomberg question


On 18 October 2007 at 18:18, Mark Leeds wrote:
| I don't currently have access to Bloomberg but, assuming I did, I was
| wondering if anyone knows if it is possible to use RBloomberg to pull
back
| historical ( say the last year or so )

Someone correct me if this has changed, but it used to be that you got
'endless' daily data, but only around sixty days of intraday data from
Bloomberg.  I can't quite recall if the tickdata was already normalized
to
second bars or not...  

Hth, Dirk

-- 
Three out of two people have difficulties with fractions.

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