Get average (Quote field in BDH) when loading data from Bloomberg to MATLAB
조회 수: 33 (최근 30일)
이전 댓글 표시
In Excel, it is possible to define whether the BDH function returns average (a) or close (c) quotes. Can this be done when loading data from Bloomberg to MATLAB using the history command?
e.g., in MATLAB:
javaaddpath 'C\Matlab\blpapi3.jar'
c = blp;
h = history(c, 'SPX index', 'PX_LAST', '1/1/2015', today, 'monthly');
e.g., in Excel:
=BDH("SPX index","px_last",DATE(2015,1,1),TODAY(),"PER=M,quote=a","cols=2;rows=7")
=BDH("SPX index","px_last",DATE(2015,1,1),TODAY(),"PER=M,quote=C","cols=2;rows=7")
댓글 수: 0
답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Bloomberg Server에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!