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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: