DATAFEED AND BLOOMBERG TERMINAL DATA
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I am trying to build a small program that would connect to my Bloomberg account and download some data; earnings estimates, credit rating, EV/T12 EBITDA, ESG score... I know how to access this data on the terminal app - I know the commands - the online documentation outlines the commands for only a few basic financial metrics, how do I download the other ones? Is this even possible?
Thank you
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Cedric
on 19 Jul 2015
Edited: Cedric
on 19 Jul 2015
Can't you use the Datafeed toolbox? If you can afford a Bloomberg account/terminal, my take is that the time that it would take for you to implement some interface/wrapper to/for Bloomberg is worth much more than this toolbox. I don't have it actually, but I built several interfaces/wrappers to/for other services (sometimes financial), and it is usually quite time consuming.
Answers (1)
Madhav Rajan
on 21 Jul 2015
I understand that you want to write a program to connect and retrieve Bloomberg data from MATLAB. Assuming that you have the DataFeed toolboox installed in MATLAB, here is a three step example to connect to Bloomberg from MATLAB, retrieve the data and display it in the appropriate format.
1. Establish a connection with Bloomberg using the following command:
>> c=blp;
You can refer the following link for more information on connecting to Bloomberg: http://www.mathworks.com/help/datafeed/connect-to-bloomberg.html
2. There are different functions available to retrieve Bloomberg data. I have outlined that following two examples that would be a suitable reference:
a) Request the fields 'last price' and 'open price' for the current Microsoft data as follows:
>> [d,sec] = getdata(c,'MSFT US Equity',{'LAST_PRICE';'OPEN'})
b) You can also obtain timeseries data for IBM as follows:
>> d = timeseries(c,'IBM US Equity',floor(now),5,'Trade')
You can refer the following link to view the complete list of functions to retrieve Bloomberg data: http://www.mathworks.com/help/datafeed/bloomberg-1.html
3. The variable 'd' would be a double matrix when you retrieve timerseries or historical data. Depending upon the ranges of your matrix 'd', MATLAB may store the result in short representation since the matrix has both small values and large exponents. You could view the appropriate results in variable 'd' in one of the two ways:
a) (i) Display 'd' in a short g format:
>> format short g
>> d
(ii) Display 'd' in a long g format
>> format long g
>> d
b) In MATLAB, enter the following command:
>> ftstool
The above command will open Financial Time Series App GUI. Double click on the variable 'd' inside this application to view it in the correct format.
Hope I have answered your question.
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