[R-SIG-Finance] RBloomberg (was Re: intraday data for VIX?)

Charles Evans cevans at chyden.net
Sat May 23 17:50:19 CEST 2009

OK, *this* is cool!  Can anyone download data from Bloomberg with  
this, or does it require a subscription?


On 23 May 2009, at 11:40, Cedrick Johnson wrote:

> You could obtain the datasets via Bloomberg (RBloomberg).......
> Michael wrote:
>> Hi all,
>> Is there a way to get recent (2009) intraday data for VIX ?
>> I know a database called TAQ, but that's mostly for historical NBBO
>> prices up to Oct. 2008.
>> Even 5-min data for VIX is good for me.
>> Thank you!

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