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RBloomberg equity options prices

5 messages · Moshe Olshansky, davidr at rhotrading.com, Dirk Eddelbuettel

Original
Moshe Olshansky
# 
Hello,

Is it possible to get historical option prices using
RBloomberg? Is it possible to get intraday data?

Thank you!

Moshe Olshansky.
davidr at rhotrading.com
# 
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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1 day later
Moshe Olshansky
# 
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:

            

      
      
      
    

        

      
      
    

  
  


  


      

    

    

      
      

        


  

        

      Dirk Eddelbuettel
    

    

      
      #
    

  


  

      
On Thu, Sep 27, 2007 at 05:33:28PM -0700, Moshe Olshansky wrote:

            

      
      
      
    

        
The Bloomberg terminal itself?  If you can;t get 'info' reliably for a
symbol you can get the time series either.  Recall that in interactive
mode, the 'yellow key' matters, and that is what corresponds to the
'Equity' here.  

Dirk

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      davidr at rhotrading.com
    

    

      
      #
    

  


  

      
I would suggest reading the Bloomberg API help.
You can start at the Bloomberg professional (terminal) and type
WAPI<go>.
You can munge around there, or download WAPI Lite so you can look at the
docs offline. Much of the time, starting in Excel with the wizards will
get you to the point where you know the tickers and fields you want.
Then you can move over to programming instead of using Excel and
formulas. One other function in Bloomberg I use quite often is FPRP<go>
once you have an instrument active. This tells you everything that is
available for that ticker and what its current value is, as well as the
API filed names.

Have fun!

David L. Reiner
Rho Trading Securities, LLC


-----Original Message-----
From: Moshe Olshansky [mailto:m_olshansky at yahoo.com] 
Sent: Thursday, September 27, 2007 7:33 PM
To: David Reiner <davidr at rhotrading.com>;
r-sig-finance at stat.math.ethz.ch
Subject: RE: [R-SIG-Finance] 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: