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
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