Get average (Quote field in BDH) when loading data from Bloomberg to MATLAB
33 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
In Excel, it is possible to define whether the BDH function returns average (a) or close (c) quotes. Can this be done when loading data from Bloomberg to MATLAB using the history command?
e.g., in MATLAB:
javaaddpath 'C\Matlab\blpapi3.jar'
c = blp;
h = history(c, 'SPX index', 'PX_LAST', '1/1/2015', today, 'monthly');
e.g., in Excel:
=BDH("SPX index","px_last",DATE(2015,1,1),TODAY(),"PER=M,quote=a","cols=2;rows=7")
=BDH("SPX index","px_last",DATE(2015,1,1),TODAY(),"PER=M,quote=C","cols=2;rows=7")
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Bloomberg Server dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!