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

Cedrick Johnson 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?
>
> C.Evans
>
>
> 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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