Retrieve Current and Historical Data Using Bloomberg
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. To ensure a successful Bloomberg connection, perform the required steps before executing a connection function. For details, see Installing Bloomberg and Configuring Connections.
Connect to Bloomberg
Create a Bloomberg Desktop connection.
c = blp;
Alternatively, you can connect to the Bloomberg Server using blpsrv
or Bloomberg
B-PIPE® using bpipe
.
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 = 1×1 cell array {'MSFT US Equity'}
d contains the Bloomberg closing and open prices. sec contains the 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 = 1×1 cell array {'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
blp
| close
| getdata
| history