bloomberg.history - Historical Bloomberg data

Syntax

d = history(c,s,f,fromdate,todate) d = history(c,s,f,fromdate,todate,per) d = history(c,s,f,fromdate,todate,per,cur)

Description

d = history(c,s,f,fromdate,todate) returns the historical data for the security list s for the fields f for the dates fromdate to todate. This method uses the Bloomberg ActiveX interface. For more robust functionality, refer to the bloomberg.fetch method.

d = history(c,s,f,fromdate,todate,per) returns the historical data for the field, f, for the dates fromdate to todate. per specifies the period of the data:

`'d'`	Daily.
`'w'`	Weekly.
`'m'`	Monthly.
`'q'`	Quarterly.
`'y'`	Yearly.
`' o'`	Omit all days for which there is no data.
`' i'`	Include all trading days.
`' a'`	Include all calendar days.
`' b'`	Report missing data using Bloomberg default.
`' s'`	Show missing data as last found value.
`' n'`	Report missing data as `Nan`.

For example, per = 'dan' returns daily data for all calendar days reporting missing data as NaN's. per = ' n' returns the data using the default periodicity and default calendar reporting missing data as NaN's.

If you do not specify per, the method uses default period for the data.

d = history(c,s,f,fromdate,todate,per,cur) returns the historical data for the security list s for the fields f for the dates fromdate to todate based on the given currency, cur. Load the file bloomberg/bbfields to see the list of supported currencies.

Examples

Example 1

The command

d = history(c,'ABC US Equity','LAST_PRICE','8/01/99',...
'8/10/99')

returns the closing price for the given dates for the given security using the default period of the data.

Example 2

The command

D = HISTORY(c,'ABC US Equity','LAST_PRICE','8/01/99',...
'8/10/99','m')

returns the monthly closing price for the given dates for the given security.

Example 3

The command

D = HISTORY(c,'ABC US Equity','LAST_PRICE','8/01/99',...
'8/10/99','m','USD')

returns the monthly closing price converted to US dollars for the given dates for the given security.

Example 4

The command

D = HISTORY(c,'ABC US Equity','LAST_PRICE','8/01/99',...
'8/10/99',[],'USD')

returns the closing price converted to US dollars for the given dates for the given security using the default period of the data.

bloomberg.getdata

bloomberg.isconnection

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