Why are the results different between BLOOMBERG and BLP when retrieving end of month data using HISTORY in Datafeed Toolbox 4.3 (R2012a)?

Question

MathWorks Support Team 2013-7-3

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/102237-why-are-the-results-different-between-bloomberg-and-blp-when-retrieving-end-of-month-data-using-hist

When I request data from Bloomberg using

Ticker =       'EURCHF Curncy'; 
Mnemonic=      'PX_LAST'; 
BBStartString= '03/31/11'; 
BBEndString=   '04/01/11'; 
Freq=          'mas'; 
Connect = bloomberg; 
DataB1 = fetch(Connect,Ticker,'HISTORY',Mnemonic,BBStartString, BBEndString,Freq)

I obtain the result 1.3012 for 31-Mar-2011.

But using the equivalent

Ticker =       'EURCHF Curncy'; 
Mnemonic=      'PX_LAST'; 
BBStartString= '03/31/11'; 
BBEndString=   '04/01/11'; 
Per = {'monthly' 'all_calendar_days' 'previous_value'} 
Connect = blp; 
DataB2 = history(Connect,Ticker,Mnemonic,BBStartString,BBEndString,Per)

I obtain the result 1.3153 for 01-Apr-2011.

I would like to know why the dates of the results are different. Moreover, I would like to use BLP, but get monthly data for the end of month just like using Connect = bloomberg.

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Answer 1

MathWorks Support Team 2013-7-3

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/102237-why-are-the-results-different-between-bloomberg-and-blp-when-retrieving-end-of-month-data-using-hist#answer_111583

The new Bloomberg interface--BLP AND HISTORY--in Datafeed Toolbox 4.3 (R2012a) treats the ToDate (fifth) input to HISTORY as the anchor date. Thus, using '04/01/11' as the ToDate input returns data for the first of the month. The old Bloomberg interface--BLOOMBERG and FETCH--returns the last day of each month for monthly periodicity, regardless of the ToDate input. In this particular case, using a ToDate input of '03/31/2011' returns the data for the last day of the month.