how to get bloomberg option and zero coupon rate data?
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I tried chain = getdata(c,'SPX Index','OPT_CHAIN') but there is no price for the option. And I wanna konw how toget zero coupon rate data. thanks!
3 Comments
Shahram
on 20 Feb 2023
I am also interessted in getting SPX option chain into ,atlab for futher processing. Can you please tell me where I can find the documentation? I am unbale to find the complete info on Matlab help. Pleasd help!
Answers (2)
Roger Wohlwend
on 12 Jun 2014
Of course you don't get a price for an option. The field OPT_CHAIN does not request a price. It gives you a list with tickers of options (as you can easily verify in your Bloomberg terminal). So, this is not a Matlab problem. How to get zero coupon rates, isn't a Matlab problem either. Type IYC GO in the Bloomberg terminal an search for an appropriate curve. Then yoou can download the data with Matlab.
3 Comments
Roger Wohlwend
on 13 Jun 2014
getdata(c, OPTION_TICKER, 'PX_LAST')
Instead of PX_LAST you can also choose a differnt field: PX_BID, PX_ASK, ...
Shahram
on 20 Feb 2023
I am also interessted in getting SPX option chain into ,atlab for futher processing. Can you please tell me where I can find the documentation? I am unbale to find the complete info on Matlab help. Pleasd help!
the cyclist
on 12 Jun 2014
This thread from the older MATLAB newsgroup looks like it might have some helpful info that is related.
1 Comment
Shahram
on 20 Feb 2023
I am also interessted in getting SPX option chain into ,atlab for futher processing. Can you please tell me where I can find the documentation? I am unbale to find the complete info on Matlab help. Pleasd help!
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