Serving the Quantitative Finance Community

 
User avatar
cometopapa
Topic Author
Posts: 0
Joined: September 7th, 2004, 12:40 pm

Screen Scrapes in Bloomberg

November 9th, 2004, 8:27 pm

Hello-Is anyone familiar with doing screen scrapes in Bloomberg mail. Specifically, we get bond markets sent to us through Bloomberg mail. Then we have to manually enter the marks. We'd entering the marks. Has anyone out there implemented anything like this?Thanks for any help.
 
User avatar
axs
Posts: 0
Joined: February 15th, 2003, 1:14 am

Screen Scrapes in Bloomberg

November 10th, 2004, 12:46 am

perl
 
User avatar
MichaelA
Posts: 0
Joined: October 23rd, 2001, 6:15 pm

Screen Scrapes in Bloomberg

November 10th, 2004, 5:19 am

There's some way of using the Bloomberg API from VBA (probably also the C/C++ API as well, but don't know for certain), or requesting a screen scrape, and then importing it as text into something like Excel. Details should be somewhere in the API documentation - see BBXL for more info
 
User avatar
DominicConnor
Posts: 41
Joined: July 14th, 2002, 3:00 am

Screen Scrapes in Bloomberg

November 10th, 2004, 8:11 am

Personally, what I'd do is forward to a real EMail address and use the VB objects to treat it as text.Can you get them to send it your normal EMail ?
 
User avatar
WannaBeDude
Posts: 0
Joined: April 1st, 2003, 12:36 pm

Screen Scrapes in Bloomberg

November 11th, 2004, 7:07 pm

i think the real problem would be to have a system that is able to read the data, since it comes in such different formats all the time and the format itself keeps on changing
 
User avatar
WannaBeDude
Posts: 0
Joined: April 1st, 2003, 12:36 pm

Screen Scrapes in Bloomberg

November 11th, 2004, 7:08 pm

--
Last edited by WannaBeDude on November 10th, 2004, 11:00 pm, edited 1 time in total.
 
User avatar
cometopapa
Topic Author
Posts: 0
Joined: September 7th, 2004, 12:40 pm

Screen Scrapes in Bloomberg

November 11th, 2004, 7:20 pm

that is the problem. getting them in an email is one thing, but parsing them correctly is totally different. thankfully it seems that most of the brokers have templates that they use. what we can do is check the sender and then apply the template. it's deintley klugey, but we can't really come up with anything else.the other problem is matching the bond from the descriptive info provided in the bloomberg with our systems id.i guess this won't be a perfect (or even close to perfect system). we'll have to track everyday the prices to make sure that they were entered correctly.thanks for everyones feedback.
 
User avatar
WannaBeDude
Posts: 0
Joined: April 1st, 2003, 12:36 pm

Screen Scrapes in Bloomberg

November 11th, 2004, 8:56 pm

i agree with you... though the templates are unreliable in themselves...... about matching your systems id with the bloomberg cusips..... you can have a table in your database that maps your system_ids to the bloomberg cusips.... this is a very reliable thing....... but there is no way to do the bulk mapping for all the bonds that you have and bloomberg does not provide a way either..... you would just have to enter in those cusips once.... but it is a one time cost that you pay... and for stuff that you add henceforth... you add the cuspis manually and its not 2 painful if you dont add a 100 bonds to your book everyday...
 
User avatar
lowtech
Posts: 0
Joined: September 20th, 2004, 12:58 am

Screen Scrapes in Bloomberg

November 11th, 2004, 11:28 pm

QuoteOriginally posted by: axsperlperl -- never. python.