[R-SIG-Finance] Question regarding Tick Data

Gandhi, Puneet - RSCH AMRS p.gandhi at baml.com
Tue Jul 27 16:50:07 CEST 2010


I was successfully able to download tick data from Bloomberg using the
tick command as described in the rbloomberg help manual. But to get all
the data I need to pass an option QRM ="S". I saw this option in Excel
but when I am unable to use it in Rbloomberg.
This options adds some extra Trade data in the regular Tick data. This
extra data is missing by default.

Thanks for your help in advance.
Puneet Gandhi

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