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

[R. Ben-David]

Hi John,

This is great.  Thank you.

Is it possible to pass the bid, ask and last for several instruments in a
single query, similar to the structure in "bdh"?  Also, is there a source
for the different option_names/option_values?

Thanks again,

Ram

-----Original Message-----
From: John Laing [mailto:john.laing at gmail.com] 
Sent: Wednesday, September 26, 2012 9:07 AM
To: R. Ben-David
Cc: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] Intraday interval data from Bloomberg

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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