bloomberg question
Right, Dick. You can get as much daily data as they have, but intraday data goes back only 50 business days or so. You can get bar data down to one minute, or tick data and apply your own bar algorithms. David L. Reiner Rho Trading Securities, LLC -----Original Message----- From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Dirk Eddelbuettel Sent: Thursday, October 18, 2007 9:02 PM To: Mark Leeds Cc: r-sig-finance at stat.math.ethz.ch Subject: Re: [R-SIG-Finance] bloomberg question
On 18 October 2007 at 18:18, Mark Leeds wrote:
| I don't currently have access to Bloomberg but, assuming I did, I was | wondering if anyone knows if it is possible to use RBloomberg to pull back | historical ( say the last year or so ) Someone correct me if this has changed, but it used to be that you got 'endless' daily data, but only around sixty days of intraday data from Bloomberg. I can't quite recall if the tickdata was already normalized to second bars or not... Hth, Dirk
Three out of two people have difficulties with fractions. _______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.