[R-SIG-Finance] Intraday interval data from Bloomberg

[John Laing]

Ram,

This is straightforward using the bar function, though admittedly the
documentation is not clear on what values the field parameter can
take.

Here are some better examples:
#############
require(Rbbg)
conn <- blpConnect()
ticker <- "GOOG US Equity"
start <- "2012-09-25 15:00:00.000"
end <- "2012-09-25 16:00:00.000"
interval <- "5"

bar(conn, ticker, "TRADE", start, end, interval)
bar(conn, ticker, "BID", start, end, interval)
bar(conn, ticker, "ASK", start, end, interval)
##################

Hope that helps,
John

On Wed, Sep 26, 2012 at 9:35 AM, R. Ben-David <bendavid at aya.yale.edu> wrote:
> Greetings,
>
>
>
> I've downloaded the Rbbg package and am able to successfully execute all the
> examples in the documentation.
>
>
>
> Does someone have an example with the specifics of downloading intraday data
> (for example 5 minute close of the bid) they could share?
>
>
>
> Thank you,
>
>
>
> Ram
>
>
>
>
>         [[alternative HTML version deleted]]
>
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