April 5th, 2007, 8:15 am
Hi to all,I've a problem to retrieve informations from Bloomberg using VBA code.I need to download intraday bond bid prices of many issues but I'm unable to write the proper code.For example here a piece of data:ISIN Contributor labelXS0159134369 DAB XS0159134369 @DAB CorpXS0159134369 ABN XS0159134369 @ABN CorpXS0159134369 FRTB XS0159134369 @FRTB CorpXS0159134369 KBLU XS0159134369 @KBLU CorpXS0159134369 IMIT XS0159134369 @IMIT CorpXS0159134369 CBA XS0159134369 @CBA CorpXS0159134369 ZKB XS0159134369 @ZKB CorpXS0159134369 RBCL XS0159134369 @RBCL CorpAU0000ANZHE8 CBA AU0000ANZHE8 @CBA CorpAU0000ANZHE8 RBCL AU0000ANZHE8 @RBCL CorpAU0000ANZHM1 ANZI AU0000ANZHM1 @ANZI CorpAU0000ANZHM1 CBA AU0000ANZHM1 @CBA CorpAU0000ANZHM1 RBCL AU0000ANZHM1 @RBCL CorpI have to download for each isin/contributor the intraday prices between "30032007 14:00" and "30032007 18:00" using the bloomberg function BLPI.I have many isin and I want an automatic procedure.I'm losing my mind on this task because I tried every kind of code and help from Bloomberg... but I have not my proper code yet.I think one of the problem is that when I'm running my VBA script that fill the excel BB formula, Bloomberg is unable to update the prices on the excel sheet. It's like if bloomberg waiting for the end of the VBA script.The second point here is what event I have to use to know when bloomberg finish the data download for one isin and the vba script can go to the next.Here in attachment there is the xls sheet and the simple code to show you the problem: the macro copy and paste values to retrieve intraday data and find the time nearest to 16:30 for each isin/contributor.I hope to find here an answer.My guess here is to use API, but if there's a possibility to use DDE it would be great.thksDavide
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Attachments
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IntradayPX.zip
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Last edited by
damel on April 15th, 2007, 10:00 pm, edited 1 time in total.