Bloomberg Connection / Date Format

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BdS
BdS 2019-8-16
回答: BdS 2019-8-16
Hi there,
According to Bloomberg, when using the history (BDH) function in Excel, one gets different prices depending which time format one uses.
For example: Ticker ALV GR Equity, US date Format MM/DD/YYY I get a price on the 6th March 2019 of EUR 198.28. With German date format I get a price of EUR 189.468
Bloomberg explains: the time format influences the time stamp of prices, thus one gets different prices.
What kind of time formats does Matlab uses, when downloading data from bloomberg via Matlab? Is there a way of changing the date format when matlab connects with bloomberg.
Thank you in advance for your answer
  1 个评论
Image Analyst
Image Analyst 2019-8-16
Can you attach your MATLAB code to download the data. Do you need an account at Bloomberg to download data?
Why are you analyzing in Excel rather than MATLAB? Are the prices what you expect in MATLAB, and it's just in Excel that they're wrong? At what time are you looking at? Does the data include both pre/post market prices? Otherwise I don't see how the price would be different. I mean, GMT is the same in both places, but of course when the market is still open in the US it might be closed for trading for those in Europe so they might see a different market price? In the few hours of overlap, is the post market price in Europe the same as the current market price in the (still open) market in the US? For example you're looking at the current price at 3 p.m. in the US, but the 9 p.m. post-market price in Frankfurt.

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回答(1 个)

BdS
BdS 2019-8-16
The code is big and linked with other formulas.
One needs Bloomberg connection
The prices are in matlab stored. Excel was just to test if the time format really influences the different prices. I can confirm it.
The data comes from the bloomberg field PX_LAST --> Last Price for a specific stock
Let me know if this information is sufficient.

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