Retrieve Current and Historical Data Using Bloomberg Desktop C++ Interface
This example shows how to connect to Bloomberg® and retrieve current and historical Bloomberg market data. For details about Bloomberg connection requirements, see Data Server Connection Requirements and Installing Bloomberg and Configuring Connections.
Connect to Bloomberg
Create the Bloomberg connection using the Bloomberg Desktop C++ interface.
c = bloomberg;
Validate the Bloomberg connection.
v = isconnection(c)
v = 1
v
returns true
showing that the Bloomberg connection is valid.
Retrieve Current Data
Format MATLAB® data display for currency.
format bank
Retrieve closing and open prices for Microsoft®.
sec = 'MSFT US Equity'; fields = {'LAST_PRICE';'OPEN'}; % closing and open prices [d,sec] = getdata(c,sec,fields)
d = struct with fields: LAST_PRICE: 62.32 OPEN: 62.48 sec = cell 'MSFT US Equity'
d
contains the Bloomberg closing and open prices. sec
contains the Bloomberg security name for Microsoft.
Retrieve Historical Data
Retrieve monthly closing and open price data from January 1, 2012, through December 31, 2012, for Microsoft.
fromdate = '1/01/2012'; % beginning of date range for historical data todate = '12/31/2012'; % ending of date range for historical data period = 'monthly'; % retrieve monthly data [d,sec] = history(c,sec,fields,fromdate,todate,period)
d = 734899.00 29.53 26.55 734928.00 31.74 29.79 734959.00 32.26 31.93 734989.00 32.02 32.22 735020.00 29.19 32.05 735050.00 30.59 28.76 735081.00 29.47 30.62 735112.00 30.82 29.59 735142.00 29.76 30.45 735173.00 28.54 29.81 735203.00 26.61 28.84 735234.00 26.71 26.78 sec = cell 'MSFT US Equity'
d
contains the numeric representation of the date in the first
column, closing price in the second column, and open price in the third column. Each row
represents data for one month in the date range. sec
contains the
Bloomberg security name for Microsoft.
Find Maximum Open Price in Date Range
Calculate the maximum open price for the year 2012.
openprices = d(:,3); % retrieve all open prices in date range max(openprices) % calculate maximum open price
ans = 32.22
Close Bloomberg Connection
close(c)
See Also
Objects
Functions
isconnection
|getdata
|history
|close