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Need help in getting historial data

Hi, I have a question when trying to get historical data from Bloomberg. (I know, <HELP><HELP>, I can get a real person 24/7. I did, but after about 2 hours' work, the guy in IB tell me to re-install Add-in, Blabal....long story)

I tried =BDH("IBM equity", "PX MID", "08/31/2007", "08/31/2007"), I actually need the mid price of the specific day of, say "08/31/2007". But this fails on me. Anyone has any other ideas? I have access to both Bloomber and Reuters at work. (Other API function works, like =BLP("IBM equity", "PX MID"), I got the data)

Thanks a lot.:sos::sos:
 
Hi, I have a question when trying to get historical data from Bloomberg. (I know, <HELP><HELP>, I can get a real person 24/7. I did, but after about 2 hours' work, the guy in IB tell me to re-install Add-in, Blabal....long story)

I tried =BDH("IBM equity", "PX MID", "08/31/2007", "08/31/2007"), I actually need the mid price of the specific day of, say "08/31/2007". But this fails on me. Anyone has any other ideas? I have access to both Bloomber and Reuters at work. (Other API function works, like =BLP("IBM equity", "PX MID"), I got the data)

Thanks a lot.:sos::sos:

Maggie,
A google search returns this: http://www.google.com/url?sa=t&ct=r...KPP28P6Hb28_zNgqQ&sig2=0MhFX45vUatcU-2ukWieVg

In there it refers to a BLPH function that seems to be what you're looking for:

BLPH Function (The Bloomberg L.P. History) allows you to access multiple historical
points. The following is the syntax:
=BLPH(security, field(s), start date, end date*, number of points*, reverse order*,
periodicity*, non-trading days*, filler*, show dates*, rows, columns, direction*,
show yield*, currency*)
Security: Any valid Bloomberg security identifier
Fields: The mnemonic representation of fields that Bloomberg provides historical data.
Start Date: A current or historical date format applicable to Excel. E.g. mm/dd/yyyy, or
dd/mm/yy
End Date*: A date that?s equal or later than the start date and cannot be in the future.
Number of Points: The number of periods to download from current (i.e. quarters, years)
Reverse Order*: A Boolean value where TRUE represents a reversal in chronological
order
Periodicity*: D = daily, W = weekly etc
Non-trading days*: N ? show weekly days (Mon-Fri) C ? show all calendar days.
Filler*: N ? show #N/A NA for non-trading days; C ? show the previous trading day?s
value (default).
Show Dates*: A Boolean value was FALSE represents no dates shown
Rows: Skip this parameter (mark with comma if using additional parameters)
Columns: Skip this parameter (mark with comma if using additional parameters)
Direction*: A Boolean value where TRUE displays the values HORIZONTALLY, while
FALSE displays the data vertically (defaults to FALSE).
Show Yield: Displays the yield or price for a fixed income security historically (Defaults
to Price)
Currency*: Enter a currency of choice. It defaults to the local currency for the security.
*Optional Parameters
If you select some but not
 
Hi, I have a question when trying to get historical data from Bloomberg. (I know, <HELP><HELP>, I can get a real person 24/7. I did, but after about 2 hours' work, the guy in IB tell me to re-install Add-in, Blabal....long story)

I tried =BDH("IBM equity", "PX MID", "08/31/2007", "08/31/2007"), I actually need the mid price of the specific day of, say "08/31/2007". But this fails on me. Anyone has any other ideas? I have access to both Bloomber and Reuters at work. (Other API function works, like =BLP("IBM equity", "PX MID"), I got the data)

Thanks a lot.:sos::sos:

Maggie, PX MID doesn't work for all tickers (not real time for sure). To get PX MId just get PX ASK and PX BID and take the average


=(BDH("IBM Equity", "PX ASK", "08/31/2007", "08/31/2007")+BDH("IBM Equity", "PX BID", "08/31/2007", "08/31/2007"))/2

if this doesn't work try to use the bloomberg wizzard
 
Bloomberg Query

Hi I have another query. I needed Historical Adjusted closing price data for FTSE100 stocks. Since we don't have a Bloomberg terminal at my institute I took my friend's help (who is in another institute)to get this data.

He sent me the stock prices data and it has a mnemonic PX_CLOSE_1D. I want to make sure

i) This data represents Adjusted closing price and not just the closing price.


Any confirmation and what does the mnemonic PX_CLOSE_1D exactly means?
 

Bastian Gross

German Mathquant
Hi Bastian,

I initially tried data from Yahoo Finance. I need daily adjusted closing stock prices of stocks in FTSE 100 series . The adjusted closing price does not seems ok on yahoo finance. There seems to be some non-uniform adjustment for data across dates, and hence can not directly be used for research purpose.

Also the last price should be the just the last trading price and not the adjusted closing price. So is there no way to obtain adjusted closing price from Bloomberg terminal? I need adjusted closing prices to compute stock returns in my portfolio selection models.
 
Infact, I think Datastream from Thomson Financial gives adjusted closing prices data for stocks in FTSE100 or any other index. I need atleast 5 years of daily data. Can anyone please help!
 
Hi, I have a question when trying to get historical data from Bloomberg. (I know, <HELP><HELP>, I can get a real person 24/7. I did, but after about 2 hours' work, the guy in IB tell me to re-install Add-in, Blabal....long story)

I tried =BDH("IBM equity", "PX MID", "08/31/2007", "08/31/2007"), I actually need the mid price of the specific day of, say "08/31/2007". But this fails on me. Anyone has any other ideas? I have access to both Bloomber and Reuters at work. (Other API function works, like =BLP("IBM equity", "PX MID"), I got the data)

Thanks a lot.:sos::sos:

Hi, I am also having harsh time with the BDH function in BBG.
In your case, I think the sole fact that one writes equity instead of Equity will make the function not working.
 

Sanket Patel

i do stuff
Hi, I am also having harsh time with the BDH function in BBG.
In your case, I think the sole fact that one writes equity instead of Equity will make the function not working.

Not true. The tickers and mnemonics are not case sensitive.
 
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