Serving the Quantitative Finance Community

 
User avatar
catbegemot
Topic Author
Posts: 0
Joined: February 14th, 2004, 7:23 pm

Bloomberg and Mathematica

February 15th, 2004, 12:45 am

Hello, everybody. I'm new to this forum, so don't kick me if I do something stupid Here's the task at hand. I have Mathematica 5.0 and I need to obtain historical data from Bloomberg and load them into Mathematica once a day. Can some of you at least suggest how to get connected to Bloomberg? I'm sure it's not a common task, so I don't expect step-by-step explanation, but a little guidance will do.Thanks in advance and hope to hear some answers too.
 
User avatar
jcambece
Posts: 0
Joined: February 11th, 2004, 9:57 am

Bloomberg and Mathematica

February 15th, 2004, 3:43 am

You can use the Bloomberg API.Check out the gethistoricaldata call.
 
User avatar
catbegemot
Topic Author
Posts: 0
Joined: February 14th, 2004, 7:23 pm

Bloomberg and Mathematica

February 15th, 2004, 3:54 am

Can you please elaborate on this. I remember using Bloomberg API from VB program, but how do I use it from Mathematica (because this is what my boss wants)?
 
User avatar
godfather
Posts: 0
Joined: July 16th, 2003, 11:32 am

Bloomberg and Mathematica

February 18th, 2004, 2:33 pm

do you have MathLink? this connects Mathematica with Excel.assuming you know how to download data from bloomberg to excel, you can then connect from mtmca to excel.bad news is, that mathlink was originally written for (i believe) Mathematica 3.0. And has not really been updated since, which makes it a bit unstable.the developer promises a new version every other month - doing this for at least 18 months now.hope that helps.
 
User avatar
catbegemot
Topic Author
Posts: 0
Joined: February 14th, 2004, 7:23 pm

Bloomberg and Mathematica

February 18th, 2004, 4:17 pm

I know how to download data from Bloomberg to almost anywhere else EXCLUDING Mathematica. And I want it to go directly into Mathematica, without any third-party tools. The reason being the legal issues with Bloomberg, they require that data doesn't leave Bloomberg PC. And the PC itself is very slow, so any middle-tiers will add up to the fact of taking more time to get the data then time needed to analyze the data.
 
User avatar
godfather
Posts: 0
Joined: July 16th, 2003, 11:32 am

Bloomberg and Mathematica

February 18th, 2004, 5:18 pm

you are adding points which did not seem to be a problem in your original question.don't know what kind & quantity of data you are looking at, but if you are really concerned with speed forget mathematica (and bloomberg).i also don't see why there are legal issues involved in getting bloomberg data from excel to mathematica. maybe you can clarify? did you check this out? http://www.wolfram.com/solutions/financ ... mlprobably not...
 
User avatar
catbegemot
Topic Author
Posts: 0
Joined: February 14th, 2004, 7:23 pm

Bloomberg and Mathematica

February 18th, 2004, 5:33 pm

I did check the page that you are referring to, it's just that I'm totally unfamiliar with Mathematica - that's probably why my questions sound a bit stupid.The legal issues I was refering to are the prohibition by Bloomberg for data to leave Bloomberg PC... and I'm trying to avoid moving data from that PC (not sure if it has MS Office installed).Bloomberg has nothing to do with speed of processing data, as far as I know it has to supply data only and it doesn't take long, even for historical data (that I need). Oh, and one more thing - please quote where on referenced page it says how to feed Bloomberg data directly into Mathematica. I can see only means of connecting various programs between themselves, VB/Java calls etc.
Last edited by catbegemot on February 17th, 2004, 11:00 pm, edited 1 time in total.
 
User avatar
godfather
Posts: 0
Joined: July 16th, 2003, 11:32 am

Bloomberg and Mathematica

February 18th, 2004, 6:25 pm

thats the point: i am not aware of any solution to your problem, which i read as direct data transfer bloomberg -> mathematica.whats the legal problem with a third product like mathlink for excel? blbg allows you to transfer data to excel. fine! there is no legal issue involved in transferring that data into mathematica (on the same machine).and if you do not have excel installled on that machine, try to create a simple text file with your data and use mathematica InputStream function.this should work also though i never tried that.
 
User avatar
catbegemot
Topic Author
Posts: 0
Joined: February 14th, 2004, 7:23 pm

Bloomberg and Mathematica

February 18th, 2004, 6:39 pm

Thanks, I think I'll follow the way you suggested, since I get this kind of answers from more than one source.I guess there is no better way, unless WR will provide financial sector with something better
 
User avatar
godfather
Posts: 0
Joined: July 16th, 2003, 11:32 am

Bloomberg and Mathematica

February 18th, 2004, 6:45 pm

you're welcome
 
User avatar
Alan
Posts: 2958
Joined: December 19th, 2001, 4:01 am
Location: California
Contact:

Bloomberg and Mathematica

February 18th, 2004, 11:34 pm

QuoteOriginally posted by: catbegemotThanks, I think I'll follow the way you suggested, since I get this kind of answers from more than one source.I guess there is no better way, unless WR will provide financial sector with something better Have you seen this?regards,
Last edited by Alan on February 18th, 2004, 11:00 pm, edited 1 time in total.
 
User avatar
catbegemot
Topic Author
Posts: 0
Joined: February 14th, 2004, 7:23 pm

Bloomberg and Mathematica

February 19th, 2004, 1:54 am

Alan, it's great that you read my last post. Why don't you read the whole thread, so you will not repeat what others have already suggested.Anyway, thanks
 
User avatar
Alan
Posts: 2958
Joined: December 19th, 2001, 4:01 am
Location: California
Contact:

Bloomberg and Mathematica

February 19th, 2004, 5:09 am

oh, yeah, I missed that.