Extracting financial data from Bloomberg or Research Insight to Excel VBA

MattJones · June 24th, 2005, 2:17 pm

I wanted to be able to extract some financial figures from either Bloomberg or Research Insight into arrays in the Visual Basic Applications in Excel.Does anyone know how to do this?Sincerely,Matt Jones

farmer · June 24th, 2005, 3:55 pm

Would you like the data to automatically be kept current in real time? Or at least as soon as the provider publishes it? Or are you just talking about moving it around once, for which you could use their download tools?

MattJones · June 27th, 2005, 2:27 pm

I am looking to write a program based on closing prices and average trading volumes. So, i guess i would need it to be real time even though it is only going to update once a day.Are there any tutorials for bloomberg that you know of that can help me with this? I found out that there is a BLP function in excel that dl's information from bloomberg but i'm having a hard time finding out how to use it.Mattjones

farmer · June 27th, 2005, 2:52 pm

QuoteOriginally posted by: MattJonesAre there any tutorials for bloomberg that you know of that can help me with this? I found out that there is a BLP function in excel that dl's information from bloomberg but i'm having a hard time finding out how to use it.In my Bloomberg directory (C:\blp\API\dde), there is a file called "Blp.hlp" of the type "Help File."Try this:Quote=BLP(“IBM Equity”, “LAST_TRADE”)

MattJones · June 27th, 2005, 5:25 pm

Thanks for your help.You wouldn't happen to know if it is possible to make a array with historical data? I basically need one array for daily closing prices from a fixed time to the present and another for total daily trading volume. As I'm sure you're aware based on the questions I'm asking, I just started using bloomberg and VBA and could definitely use some help.Any good books/references on this stuff?

DDXCAP · June 27th, 2005, 5:42 pm

Try =BLPsh("bloomberg ticker","px last","start date","end date"). You can check this on bloomberg. Type BBXL and then go to #4. There are specific examples for equities with bulk request.

DDXCAP · June 27th, 2005, 5:58 pm

Sorry, the 'S' in the previous line refers to a specific point in history for your data. Use the blph function for multiple dates, not blpsh.

MattJones · June 27th, 2005, 6:15 pm

Thanks again. The BBXL was exactly what i was looking for.