Bloomberg Datafeed toolbox override

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Gregory
Gregory il 14 Set 2018
Risposto: Weiwei Hong il 15 Giu 2023
Hello,
My question is related to accessing data from Bloomberg.
I am looking at a list of bonds (BONDLIST---below). I am trying to pull price and some other data (I have bloomberg permissions for all the data.) My code, below, only returns the price data (PX_LAST) and #N/As for the others. I believe there is an override that can be called but I wasnt able to get it work.
If you know how to get the other data please share. It is very much appreciated. Have a great day.
GAF
f={'PX_LAST';'YAS_BOND_YIELD';'YAS_OAS_SPRD';'RTG_MOODY'};
[d,sec] = history(c,string(BONDLIST(xx)),f,fromdate,todate,period);

Risposte (1)

Weiwei Hong
Weiwei Hong il 15 Giu 2023
Hi, you can use the override field and value to pull data on a historical date
e.g.
c = blp
s = '/isin/US88160RAG65';
f = {'RTG_MOODY';'RTG_SP';'RTG_FITCH';'BB_COMPOSITE';'CALLED';'CALLED_DT'};
rtg_t = getdata(c,s,f,{'CUSTOM_USER_DATA_END_DT_OVERRIDE'},{'5/31/2023'});
OR
rtg_t = getdata(c,s,f,{'RATING_AS_OF_DATE_OVERRIDE'},{'5/31/2023'});
You can also use FLDS <GO> in Bloomberg and search for override fields that are available in bloomberg and use them in the function.

Prodotti


Release

R2018a

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