how to get bloomberg option and zero coupon rate data?

Question

Xiang 2014-6-12

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评论： Shahram 2023-2-20

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!

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Xiang 2014-6-12

sorry about this. I have access to Bloomberg and the connection is good.I can get other data. I can get data like this: SPY US 06/18/11 C20 Equity ... from the function : getdata(c,'SPX Index','OPT_CHAIN') but there is no price for the option. I just need the price. And I need other data from Bloom like zero rate coupon, but I dont know the formula.

Shahram 2023-2-20

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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Answer 1

Roger Wohlwend 2014-6-12

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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.

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Roger Wohlwend 2014-6-13

在 MATLAB Online 中打开

getdata(c, OPTION_TICKER, 'PX_LAST')

Instead of PX_LAST you can also choose a differnt field: PX_BID, PX_ASK, ...

Shahram 2023-2-20

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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Answer 2

the cyclist 2014-6-12

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https://ww2.mathworks.cn/matlabcentral/answers/133908-how-to-get-bloomberg-option-and-zero-coupon-rate-data#answer_140602

This thread from the older MATLAB newsgroup looks like it might have some helpful info that is related.

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Shahram 2023-2-20

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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