I just started to use Rbbg package an hour ago. It looks pretty awesome overall. The question that i have is data correctness as applied to bar function i am using. To be specific, i 

am trying to get Ask and Bid for IBM on close of the hourly bar for the last trading day


bar(conn, "IBM US Equity", "ASK", "2012-12-28 09:30:00.000", "2012-12-28 15:30:00.000", "60") 
time   open   high    low  close numEvents volume
2012-12-28T09:30:00.000 193.20 194.38 192.69 192.85       750    964
2012-12-28T10:30:00.000 192.80 192.80 192.60 192.60        70     80
2012-12-28T11:30:00.000 192.60 192.60 192.31 192.39       166    173
2012-12-28T12:30:00.000 192.34 192.39 192.27 192.28       314    445
2012-12-28T13:30:00.000 192.27 192.27 191.28 191.28        49     78
2012-12-28T14:30:00.000 191.28 192.12 191.26 191.57      5848  10303

bar(conn, "IBM US Equity", "BID", "2012-12-28 09:30:00.000", "2012-12-28 15:30:00.000", "60")

time   open   high    low  close numEvents volume
1 2012-12-28T09:30:00.000 190.00 191.33 190.00 191.15      1089   1111
2 2012-12-28T10:30:00.000 191.15 191.30 190.00 190.84       259    329
3 2012-12-28T11:30:00.000 190.86 191.01 190.00 190.01       174    214
4 2012-12-28T12:30:00.000 190.91 191.25 190.91 190.96        22     25
5 2012-12-28T13:30:00.000 190.97 191.75 190.96 191.01        42     45
6 2012-12-28T14:30:00.000 191.11 192.08 191.11 191.53      5665  14163

What these numbers seem to imply is that during active trading bid ask on IBM was around $2 for several hours. It should be several cents if snapshots are taken at the same time as a download to excel from bloomberg seem to confirm or a spot check of QRD. I am not sure i am calling bar correctly, i just copied whatever was in Rbloomberg doc. But in any case, would appreciate some comment on this. 

Also, I assume that numEvents is the number of ticks on the quote side. Is this right. What is volume in this case?

Thanks much

Andre
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