[R-SIG-Finance] [R-sig-finance] intraday data for VIX?

gug guygreen at netvigator.com
Mon May 25 03:55:16 CEST 2009

Hi Spencer,

That's a hard question to answer - it is pretty open-ended.  It depends what
you are trying to get out of it, and there are big differences between the
different professional packages.  Bloomberg (and other professional
platforms) generally gives you either more depth of data, or more ability to
manipulate data, or more consistently organised data.

If you just want historical closes, Yahoo will give you reasonable data: not
perfect, but even a professional data package will have some data integrity
issues.  If you want to be able to manipulate that data within the package
(e.g. graph a spread between two instruments) then clearly Yahoo cannot do

If you want to see intraday charts, but do nothing else, Yahoo will enable
you to see the chart, but not get the data in a table form, or manipulate. 
A professional package will often (depending on which one) allow you to do

And at the low end of the professional packages, you may well find that
Yahoo (and the internet in general) is at least as good.  I have seen one
paid but cheap package that was inferior to Yahoo in all but one or two


spencerg wrote:
> Hi, Guy: 
>       Thanks very much.  That's helpful. 
>       The Wikipedia article on the "Bloomberg Terminal" 
> (http://en.wikipedia.org/wiki/Bloomberg_Terminal) helped me understand 
> why people pay for that service, but I still have another question: 
>       Do you get the same data from Bloomberg as, e.g., Yahoo?  Or does 
> Bloomberg generally provide better quality or more comprehensive data? 
>       Thanks again. 
>       Spencer Graves
> gug wrote:
>> Data providers (Bloomberg, Reuters, etc - even Yahoo) generally give you
>> historical and delayed (e.g. 15 minutes late) data as part of your basic
>> package.  However if you want real-time prices, you have to pay for them. 
>> Those fees go to the exchange - they are exchange by exchange.
>> Guy
>> spencerg wrote:
>>> Hi, Cedrick: 
>>>       Thanks for the info. 
>>>       What do you mean by "exchanges and other feeds"? 
>>>       Spencer Graves

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