Serving the Quantitative Finance Community

 
User avatar
liefje
Topic Author
Posts: 0
Joined: September 26th, 2002, 2:11 pm

How to get a warrant chain on BLBG

October 28th, 2002, 5:07 pm

Hi all,I am trying without success to get the warrant chain (i.e. all existing warrants) for an index (let's say CAC40 (France)) with the relevant parameters (Strike : Expiration : parity : bid : ask : volume) from Bloomberg.I get some result with CAC 40 Index RESL but the result appear on 17 pages that I must then copy into Excel.Do you know a faster way to import this kind of chain into Excel.Thanks in advance
 
User avatar
Mano

How to get a warrant chain on BLBG

October 29th, 2002, 8:41 am

I typed:CAC <Index> WCM <go>Gives me 40 pages of warrants. There is a pin at the top right corner which you can drag and drop in your excel sheet. This will gives you the tickers. Unfortunately you will have to do this for each of the 40 pages.
 
User avatar
mckenzieg1
Posts: 0
Joined: June 3rd, 2002, 6:35 pm

How to get a warrant chain on BLBG

October 29th, 2002, 5:26 pm

Easy. If you are using Excel, use the Bulk Wizard. The relevant field is "Warrant Chain", in the 'Descriptive Info' category. The bulk wizard will fill a column with the warrant ticker symbols (600-odd for the CAC) - you can then use these to get data on each specific warrant. If you are using the API (C or ActiveX), the field number for the warrant chain is 0x2121 - see the bbfields.tbl file in your \blp\API\ directory for a list of all fields and their numbers.
 
User avatar
liefje
Topic Author
Posts: 0
Joined: September 26th, 2002, 2:11 pm

How to get a warrant chain on BLBG

November 12th, 2002, 9:53 am

Thanks for the tip.It works very wellLiefje