bloomberg.timeseries - Bloomberg intraday tick data

bloomberg.timeseries is not recommended. Use blp.timeseries instead.

Syntax

Description

d = timeseries(c,s,f,t) returns the tick data for the security s for the date t. This method uses the Bloomberg ActiveX interface. For more robust functionality, refer to the bloomberg.fetch method.

d = timeseries(c,s,f,{startdate,enddate}) returns the tick data for the security s for the date range defined by startdate and enddate.

d = timeseries(c,s,f,t,b) returns the tick data for the security s for the date t in intervals of b minutes for the field, f. Intraday tick data requested with an interval is returned with the columns representing Time, Open, High, Low, Last Price and Volume of the ticks in the bar.

Examples

Example 1

The command

d = timeseries(c,'ABC US Equity','Last Price',floor(now))

returns today's time series for the given security with the timestamp and tick value.

Example 2

The command

d = timeseries(c,'ABC US Equity','Last Price',floor(now),5)

returns today's Last Price series for the given security aggregated into 5-minute intervals minute intervals.

Example 3

The command

d = timeseries(c,'ABC US Equity','Last Price',...
{'12/08/2008 00:00:00','12/10/2008 23:59:59.99'},5)

returns the Last Price series for 12/08/2008 and 12/10/2008 for the given security, aggregated into 5-minute intervals.

See Also

bloomberg.fetch | bloomberg.getdata | bloomberg.history

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