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dutchy1
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Posts: 2
Joined: June 9th, 2010, 11:13 am

Extract Itraxx CDS spreads from Bloomberg

June 9th, 2010, 11:28 am

Hello all,I am trying to extact CDS spreads from Bloomberg. I need the 1, 2, 3, 4, 5, 7 and 10 year CDS spreads from all the CDS names in Itrax EUR CDSI S13 5Y. I can find them on bloomberg: if you search for the index, under DES you find '6) Member List' and then if you klick on 'Spread Info' and you get the spreads for all the names and all the years.How do I extract them with Excel VBA?Any help would be appriciated!!Regards,Dutchy
 
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Hansi
Posts: 3300
Joined: January 25th, 2010, 11:47 am

Extract Itraxx CDS spreads from Bloomberg

June 9th, 2010, 11:50 am

Use the Excel API gui to get the first one and then just apply that function to all the tickers. Or type in WAPI<GO>
 
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dutchy1
Topic Author
Posts: 2
Joined: June 9th, 2010, 11:13 am

Extract Itraxx CDS spreads from Bloomberg

June 9th, 2010, 12:07 pm

Sorry, I just started my first job at ING so i dont know a lot about bloomberg or excel.I have all the tickers in excel but if I klick on 'import data' and then select 'spreadsheet' it gives me a working because the tickers are not compleet and if I insert them indivitially into import data it gives me two options. But it cant be that i now have to correct all the 125 tickers manually. At least i hope so! Regards,dutchy
 
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Hansi
Posts: 3300
Joined: January 25th, 2010, 11:47 am

Extract Itraxx CDS spreads from Bloomberg

June 9th, 2010, 12:36 pm

Once you have one that is working just mirror that command for the other possibilities as most functions are something like =BH/DS("NR CUSIP/EQUITY","FIELD"). There are also templates in the library and examples of automation on WAPI<GO> Also your employer is paying a heap for <HELP><HELP> so that might be a good option.
Last edited by Hansi on June 8th, 2010, 10:00 pm, edited 1 time in total.
 
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freddiemac
Posts: 557
Joined: July 17th, 2006, 8:29 am

Extract Itraxx CDS spreads from Bloomberg

June 9th, 2010, 7:43 pm

You can import the tickers into the wizard but you need you need to ad " index" (or possibly " corp") to the tickers. The tickers always have one "identifier" and a suffix that tells what kind of ticker it is (government, mortgage, corp etc). just do that in excel and you will be able to import them into the wizard. IMO using the VBA and the API is much more complicated and time consuming way. HTH
 
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dvl84
Posts: 14
Joined: July 6th, 2010, 1:01 pm

Extract Itraxx CDS spreads from Bloomberg

July 7th, 2010, 6:32 pm

typical question for <help><help> I guess...
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