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Bloomberg API question

Posted: March 17th, 2011, 11:52 am
by EndOfTheWorld
Good afternoon,I'm using the Bloomberg API with VBA. Is there a way to extract historic data with override? The function BLPSubscribe allow me to extract live data with override but there is no value date as input top extract historic. Is there any other function?Thanks

Bloomberg API question

Posted: March 17th, 2011, 12:00 pm
by Hansi
You'll get an answer quicker by hitting <HELP> twice.

Bloomberg API question

Posted: March 17th, 2011, 3:37 pm
by EndOfTheWorld
Of course that's an alternative: but it's been two days I'm with them on the chat, and they barely got the fact that I don't want to use excel but VBA.So I thouhgt I could use some help from the willmoters...

Bloomberg API question

Posted: March 18th, 2011, 7:26 am
by rubsha
I am not sure if this would help with the override issue but you could try BDH for historical data and and BDS for bulk.

Bloomberg API question

Posted: March 18th, 2011, 10:19 am
by EndOfTheWorld
Right so Bloomberg finally said they do not support this kind of request (related to WAPI).Yes rubsha BDH allows me to extract historical data which I can override: there is an input for the historical date and the override fields.But my goal is to extract the data within vba, so I know currently I can use the following functions:- BLPGetHistoricalData: I can extract historical data but there is no fields for precising the override fields- BLPSusbscribe: I can override fields but no input for historical dataI would like to know if there is a function which combine the two (like in the excel version): at the moment I'm using an object called BLP_DATA_CTRLLib.BlpData, maybe I shoud use something else. I would really appreciate any help.

Bloomberg API question

Posted: March 18th, 2011, 10:24 am
by MHill
What specifically are you trying to do? For bonds, you can often send SETTLE_DT as an override to get historical data (though ther may be extra nuances to using this)

Bloomberg API question

Posted: March 18th, 2011, 2:07 pm
by EndOfTheWorld
Spefically, I'm trying to get the BEST EPS field historically, but I want to override BEST_FPERIOD_OVERRIDE with BF, FY1,... I managed to do that with the function BDP, and I'm trying to reproduce it using VBA and BLP_DATA_CTRLLib.BlpData object. But I cannot find the function I should use to achieve this...

Bloomberg API question

Posted: March 18th, 2011, 3:35 pm
by MHill
Have a look at the attachment (if it worked!). It uses the COMv3 API thing. I've adjusted one of the Bloomberg examples to use overrides in a historical request. Sorry, I've left it a bit messy, but you should get the idea.

Bloomberg API question

Posted: March 21st, 2011, 6:31 am
by EndOfTheWorld
That's great!!!Thanks for your help - I'm going to look into into it but this function seems the solution.Thanks you for your help

Bloomberg API question

Posted: May 4th, 2011, 8:07 am
by AndaH
Hey everyone!WAPI <Go> has quite some useful examples.I was trying to increase the scale of the historic data request example.In order to speed the thing up, I wanted to make sequential requests for each ticker.I would then use the historic data for some calculations, and loop to the next ticker.The problem I encountered was that the loop would request the Bloomberg data sequentially but then use only the last ticker's data for actually doing the calculations andoutput the results on the Excel sheet.I was not able to figure out exactly why this would happen but then decided to move to VB.Net and tackle the problem there.It works fine now and I am happy to share.The code selects a list of securities from an Excel file and returns historic data to the console.I am going to use it for technical analysis and since this is a personal project I am happy to collaborate.You will probably have to change these declarations:xlsFile = "c:\test1.xls" (location of your Excel file: a list of equity tickers in column A, on sheet "Tabelle1"; cell A1 ="Tickers")xlsSheet = "Tabelle1$" (sheet from which you want to import tickers)Add me on linked-in http://at.linkedin.com/pub/anda-hoschek/a/442/555

Bloomberg API question

Posted: June 7th, 2011, 1:53 pm
by SlavekR