Bloomberg - Matlab connection, multiple securities: balanced sample

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Bjoern van Roye
Bjoern van Roye 2020-6-17
回答： Tejas 2024-10-24，4:07
Hello,
how do I import multiple securities into a single timetable environment. Now it gives me basically a cell arry structure of 3 timetables:
c=blp;
s={'USBEGDPF Index';'EUBEGDPF Index';'JPBEGDPF Index'};
f={'LAST_PRICE'};
fromdate='01/31/1995';
todate='03/30/2020';
period='quarterly';
c.DataReturnFormat = 'timetable';
[d,sec]=history(c,s,f,fromdate,todate);
I would like to have them in one timetable, and also be able to include a time series which may have NANs.
Many thanks,
Bjoern

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回答（1 个）

Tejas
Tejas 2024-10-24，4:07
Hello Bjoern,
To create a timetable that includes data for multiple securities, the 'synchronize' function can be used to combine multiple timetables into one. For more details on how this function works, refer to this documentation: https://www.mathworks.com/help/matlab/ref/timetable.synchronize.html.
Here are the steps to use this function:
  • Start by initializing a variable named 'combinedTimetable' to store the combined timetable data.
[d,sec]=history(c,s,f,fromdate,todate);
combinedTimetable = d{1};
  • Use the 'synchronize' function to concatenate the timetable data.
for i = 2:length(d)
combinedTimetable = synchronize(combinedTimetable, d{i}, 'union');
end

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