RBloomberg equity options prices
Thank you - this really works! I was unable to guess that for the option data one still must add the word "Equity" at the end. Is there any place where such information can be found? Moshe.
--- davidr at rhotrading.com wrote:
Yes and yes. See ?blpGetData. You just need the option ticker, e.g., "IBM 10 P105 Equity" is the Oct 105 put for IBM. 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 Moshe Olshansky Sent: Tuesday, September 25, 2007 11:34 PM To: r-sig-finance at stat.math.ethz.ch Subject: [R-SIG-Finance] RBloomberg equity options prices Hello, Is it possible to get historical option prices using RBloomberg? Is it possible to get intraday data? Thank you! Moshe Olshansky.
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