Intraday interval data from Bloomberg

Hi John,

This is great.  Thank you.

Is it possible to pass the bid, ask and last for several instruments in a
single query, similar to the structure in "bdh"?  Also, is there a source
for the different option_names/option_values?

Thanks again,

Ram

-----Original Message-----
From: John Laing [mailto:john.laing at gmail.com] 
Sent: Wednesday, September 26, 2012 9:07 AM
To: R. Ben-David
Cc: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] 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

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




        [[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance at r-project.org mailing list 
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions

should go.