How do I set the exchange calendar in the Bloomberg history function?

I want to set the exchange calendar using the “history” function in Datafeed Toolbox.

 

I would like the “history” function to correspond to:

=BDH($A$3,$B$6:$B$6,B2,B4,"CDR=DT","Dir=V","Dts=S","Sort=A","Quote=C","QtTyp=Y","Days=W","Per=cd","DtFmt=D","Fill=P","UseDPDF=Y","cols=2;rows=190")

where DT is the EUREX exchange calendar.

 

 

Answer 1

[MathWorks Support Team]

There are two calendar API flags. You probably want the first one. You can find the flag names and descriptions below.

This is an example of the blp history call:

 

[d,sec] = history(c,'IBM US Equity','LAST_PRICE','8/01/2010','8/10/2010','daily','USD','calendarCodeOverride','US')

calendarCodeOverride - Returns the data based on the

calendar of the specified country,

exchange, or religion from

CDR<GO>. Taking a two character

calendar code null terminated

string. This will cause the data to be

aligned according to the calendar

and including calendar holidays.

Only applies only to DAILY

requests.

calendarOverrides - Accepts a two-character calendar

code null-terminated string of

multiple country, exchange, or

religious calendars from

CDR<GO>. This will cause the data

to be aligned according to the set

calendar(s) including their calendar

holidays. Only applies to DAILY

requests.