Is it possible to download intraday tick data from Bloomberg using Datafeed Toolbox 3.5 (R2010a)?

I would like to download data from Bloomberg for a security every hour, or every two hours on a specific day in the past.

Answer 1

[MathWorks Support Team]

You can request intraday bars with a resolution as small as 1 minute. For example:

c = blp;
d = timeseries(c,S,{StartDate,EndDate},60,’Trade’)

will get the trade ticks for the security S for the entire date range into 60 minute bars.

Intraday tick data requested with an interval is returned with the columns representing Time, Open, High, Low, Last Price, number of ticks and Volume of the ticks in the bar. There is still a 140 day limit on getting intraday tick data imposed by the Bloomberg API.

You may read more about TIMESERIES in the documentation at:

https://www.mathworks.com/help/datafeed/blp.timeseries.html