Bloomberg BLP API and Fill

I'm using the Bloomberg BLP api version 3 (the java version) to get historical 1 minute bars. In the excel version of the API we have option of using last quote/trade if there are no changes for a security during a certain bar. Is there a way to do this from the Matlab api?

(More detail in case this isn't clear: In the Excel API, this option is called "Non-trading Intervals" and the option I'm looking for is Include: Carry over Last Value, or equivalently in the BDH command, "Fill=P"). I've looked through the API and all the examples I could find, but couldn't figure out how to do this.

Answer 1

[Oleg Komarov]

The function you're using is probably blb.timeseries:

timeseries(b,s,daterange,intv,fld,varargin)

Now the MATLAB doc has example only for max 5 inputs:

TIMESERIES(C,S,T,B,F)

but you can see it has a varargin input. Also further in the code on line 102:

%set other parameters, reference BLP API doc for names and settings

which means you can probably specify the Gap Fill Initial Bar (populate an empty bar with previous value):

timeseries(...,'gapFillInitialBar', true)

Retrieved from Bloomberg API. Developer’s Guide - NA - 2011 - 2.26 - Bloomberg