Page 1 of 1

VBA/Bloomberg extract Intraday data

Posted: August 26th, 2009, 1:28 pm
by Argile
Hi,I would like to extract some Intraday data from Bloomberg with VBAI use this formula to extract all data between two dates.Dim objDataControl As BLP_DATA_CTRLLib.BlpDataSet objDataControl = New BlpData objDataControl.GetHistoricalData "CAC Index", 1, "Last price", "01/01/00", "01/01/09", Results:=vtresultNow, I would like to extract the price all days between two dates, but the price at 8 A.M.It's possible to extract a historical for a specific hour?What is the command?Thank you very much!

VBA/Bloomberg extract Intraday data

Posted: September 2nd, 2009, 2:42 am
by street
Can you not filter on the recordset?

VBA/Bloomberg extract Intraday data

Posted: September 2nd, 2009, 6:16 am
by Marine
Have you tried HelpHelp or looked at the API documentation?Bloomberg only gives access to tick data for the last 6 months. All contracts differ but usually 6 months is the limit.Instead of trying to get the last price why don't you try getting the open price (OPEN or PX_OPEN) since you are looking at 8 am.