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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

Related Topics