[R-SIG-Finance] RBloomberg (was Re: intraday data for VIX?)
cedrick at cedrickjohnson.com
Sat May 23 17:53:33 CEST 2009
Unfortunately, it requires a subscription to a BBG terminal.
Charles Evans wrote:
> 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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