Historical data for Bloomberg with metadata

I would like to know if is it posible to download through matlab bloomberg api some metadata. I'll give you and example:

% Establece conexión con Bloomberg

c = blp;

c.DataReturnFormat = 'table';

myAsset = 'AAPL UW Equity';

% Set Bloomberg options

period = {'monthly','non_trading_weekdays','previous_value'};

currency = 'USD';

fromdate = datestr(Dates(1,1), "mm/dd/yyyy");

todate = datestr(Dates(end,1), "mm/dd/yyyy");

BloombergTicker = myAsset;

Data = history(c,BloombergTicker, 'RETURN_COM_EQY',fromdate,todate,period,currency)

using excel api, I can request some metada in the next way:

=BQL("aapl us equity", "return_com_eqy().period_end_date, return_com_eqy().revision_date")

would it be posible to do the same through the matlab API?

Thank you

Answer 1

[Shaunak]

Hi Maite,

You can use the “getdata” function to retrieve similar results and then perform additional post-processing in MATLAB.

For example, to achieve a similar result to your Excel API command, you could use:

% Establish connection with Bloomberg
c = blp;
c.DataReturnFormat = 'table';

% Define asset and fields
myAsset = 'AAPL US Equity';
fields = {'RETURN_COM_EQY', 'PERIOD_END_DATE', 'REVISION_DATE'}; % Check if these fields are available

% Retrieve data
try
    Data = getdata(c, myAsset, fields);
    disp(Data);
catch ME
    disp('Error retrieving data:');
    disp(ME.message);
end

You may refer to the following link for further information about the getData function:

https://www.mathworks.com/help/datafeed/retrieve-current-and-historical-data-using-bloomberg.html

[Maite]

Hi,

I tryed this code:

% Matlab Technical Support Case

% Establece conexión con Bloomberg

c = blp;

c.DataReturnFormat = 'table';

% Set Bloomberg options

period = {'monthly','non_trading_weekdays','previous_value'};

currency = 'USD';

fromdate = '03/20/2020';

todate = '03/20/2025';

BloombergTicker = 'AAPL UW Equity';

% Download data from Bloomberg

Data1 = history(c,BloombergTicker,...

{'RETURN_COM_EQY', 'PERIOD_END_DATE', 'REVISION_DATE'},...

fromdate,todate,period,currency);

Data1.DATE = datetime(Data1.DATE, "ConvertFrom", "datenum");

save('Data1', 'Data1')

Data2 = getdata(c,BloombergTicker,...

{'RETURN_COM_EQY', 'PERIOD_END_DATE', 'REVISION_DATE'});

save('Data2', 'Data2')

It doesn’t work

I want historical data. getdata doesn't retrive historical data.