• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Downloading all the futures contracts for an underlying in BBG

tagoma

tagoma

Joined
10/22/11
Messages
66
Points
18
Hi all.

Is there a simple trick for downloading all the futures contracts for a specified underlying?

Or, even better are there integrated tools in BBG to construct constant maturity futures series?

Best,
Édouard.
 
use BDS(ticker, "FUT_CHAIN") in excel. For the 3m eurodollar futures chain, it would be BDS("EDA Comdty", "FUT_CHAIN")
 
Thank you for your inputs.

Marcos, I meant: eg. the ticker for CME corn is C. I wish to build a database containing all the current contracts, that is CH13, CK13, CN13 ... as well as many closed contracts as possible CZ12, CU12, CN12, .....

Anyway, what is the trick in BBG to retieve closed future contracts (as in Rrts one uses the '^`)?

Thank you
Édouard
 
Back
Top