Using the getbars function from rblpapi package. Can you extract intraday data for a matured interest rate product? For example a German bubill

The function works for interest rate products that are currently trading. I.e not matured yet

  • $\begingroup$ Apologies, Historical intraday data. For example if you wanted to build some historical intraday yield curves. $\endgroup$ – Archer521 Jan 21 '19 at 21:46
  • $\begingroup$ There are limitations on how much historical intraday data is available on Bloomberg. I believe they have the last 90 or 100 days. For intraday data older than this you will need a different data source. For a bubill that has matured recently you can still retrieve some intraday data in Bloomberg, the older ones are gone. $\endgroup$ – Alex C Jan 21 '19 at 21:52
  • $\begingroup$ Thanks Alex. I appreciate the fast response. I will mess around with my script and see if I can get data for recently matured products then. $\endgroup$ – Archer521 Jan 21 '19 at 21:56

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