[R-SIG-Finance] [SPAM] - RBloomberg tick data - Email found in subject

David Reiner David.Reiner at xrtrading.com
Wed Jun 30 18:32:49 CEST 2010


Bloomberg suggests getting one ticker at a time.
Works for me.

David L. Reiner
XR Trading 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 Geoffrey Smith
Sent: Tuesday, June 29, 2010 4:26 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [SPAM] - [R-SIG-Finance] RBloomberg tick data - Email found in subject

Hello, what is the most efficient way to download a large panel of daily
tick data with RBloomberg?  Is it better to download data for a large number
of tickers for just one day?  Or is it better to download data for a single
ticker over many days?  What is the maximum combination of number of tickers
and number of days before the computer blows up on me (assuming an average
power desktop pc)?  By way of example, I am looking to download tick data
for about 500 tickers over about 120 days.  Thank you very much!  Geoff

--
Geoffrey Smith
Visiting Assistant Professor
Department of Finance
W. P. Carey School of Business
Arizona State University

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