Data error Bloomberg data feed of historic data

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Christian
Christian 2014-12-29
编辑： Christian 2015-1-6
I am using the history command to retrieve data from Bloomberg. The command looks as follows
[MarketData1 ord] = history( connect, Tickers, {'Last_Price','EQY_Turnover', 'Volume'},'8/31/95', '11/30/15', {'daily', 'active_days_only'} );
The data looks mostly (for most securities and most dates) ok. But for Crude (CL1 Comdty) I get strange results around Thanksgiving of 1996.
Concretely I get the following prices for PX_LAST 26.11.1996 23.62 27.11.1996 23.75 29.11.1996 24943 (which more look like a volume)
I see similar outliers a other points in the data series. Any idea what is going wrong?
Thanks, Christian
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Christian
Christian 2014-12-29
No. I spent some time with Bloomberg Help Desk, Excel and API Demo. There the problem does not arise. However, it seems that the 24943 is a volume number. Because when I access the data via HP on the Terminal that is the volume number on the 29th (see attached screenshot). Why there is no price but volume and on the 27 there is price but no volume is a different matter that i am currently trying to figure out with help of their Help Desk. But it seems that Matlab puts the volume of 29th into PX_Last of 29th.
Christian
Christian 2015-1-6
编辑：Christian 2015-1-6
Here are some another features of that error. 1) The same problem occurs for the down load of S&P (SPX Index) data on 911. Bloomberg does not report a price but there was trading volume (see attached screenshot). 2) If I only ask fro PX_Last data, i.e. if I modify my function to
connect = blp;
[MarketData ord] = history(connect, Tickers, {'Last_Price'},'8/31/95', '11/30/15', {'daily','active_days_only'});
The error does not occurs.
It seems to me that Matlab messes up data coming back from Bloomberg in cases where there is no price but volume.

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