getdata

Current data for Bloomberg connection V3

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Syntax

d = getdata(c,s,f)
d = getdata(c,s,f,o,ov)
d = getdata(c,s,f,o,ov,Name,Value)
[d,sec] = getdata(___)

Description

d = getdata(c,s,f) returns the data for the fields f for the security list s. getdata accesses the Bloomberg® reference data service.

example

d = getdata(c,s,f,o,ov) returns the data using the override fields o with corresponding override values ov.

example

d = getdata(c,s,f,o,ov,Name,Value) returns the data using name-value pair arguments for additional Bloomberg request settings.

example

[d,sec] = getdata(___) additionally returns the security list sec using any of the input argument combinations in the previous syntaxes.

example

Examples

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First, create a Bloomberg Desktop connection. Then, request last and open prices for a security. The current data you see when running this code can differ from the output data here.

Create the Bloomberg connection.

c = blp;

Alternatively, you can connect to the Bloomberg Server using blpsrv or Bloomberg B-PIPE® using bpipe.

Request last and open prices for Microsoft®.

[d,sec] = getdata(c,'MSFT US Equity',{'LAST_PRICE';'OPEN'})
d = 
    LAST_PRICE: 33.3401
          OPEN: 33.6000

sec = 
    'MSFT US Equity'

getdata returns a structure d with the last and open prices. Also, getdata returns the security in sec.

Close the connection.

close(c)

First, create a Bloomberg Desktop connection. Then, request data for specific fields for a security using an override field and value. The current data you see when running this code can differ from the output data here.

Create the Bloomberg connection.

c = blp;

Alternatively, you can connect to the Bloomberg Server using blpsrv or Bloomberg B-PIPE using bpipe.

Request data for Bloomberg fields 'YLD_YTM_ASK', 'ASK', and 'OAS_SPREAD_ASK' when the Bloomberg field 'OAS_VOL_ASK' is '14.000000'.

[d,sec] = getdata(c,'030096AF8 Corp',...
   {'YLD_YTM_ASK','ASK','OAS_SPREAD_ASK','OAS_VOL_ASK'},...
   {'OAS_VOL_ASK'},{'14.000000'})
d = 
       YLD_YTM_ASK: 5.6763
               ASK: 120.7500
    OAS_SPREAD_ASK: 307.9824
       OAS_VOL_ASK: 14

sec = 
    '030096AF8 Corp'

getdata returns a structure d with the resulting values for the requested fields.

Close the connection.

close(c)

First, create a Bloomberg Desktop connection. Then, use the CUSIP number for a security to request last price. The current data you see when running this code can differ from the output data here.

Create the Bloomberg connection.

c = blp;

Alternatively, you can connect to the Bloomberg Server using blpsrv or Bloomberg B-PIPE using bpipe.

Request the last price for IBM® with the CUSIP number.

d = getdata(c,'/cusip/459200101','LAST_PRICE') 

d = 
    LAST_PRICE: 182.5100

getdata returns a structure d with the last price.

Close the connection.

close(c)

First, create a Bloomberg Desktop connection. Then, request the last price for a security. Specify the security using the CUSIP number with a pricing source. The current data you see when running this code can differ from the output data here.

Create the Bloomberg connection.

c = blp;

Alternatively, you can connect to the Bloomberg Server using blpsrv or Bloomberg B-PIPE using bpipe.

Specify IBM with the CUSIP number and the pricing source BGN after the @ symbol.

d = getdata(c,'/cusip/459200101@BGN','LAST_PRICE')
d =
    LAST_PRICE: 186.81

getdata returns a structure d with the last price.

Close the connection.

close(c)

First, create a Bloomberg Desktop connection. Then, request the constituent weights of an index using a date override. The current data you see when running this code can differ from the output data here.

Create the Bloomberg connection.

c = blp;

Alternatively, you can connect to the Bloomberg Server using blpsrv or Bloomberg B-PIPE using bpipe.

Return the constituent weights for the Dow Jones Index as of January 1, 2010, using a date override with the required date format YYYYMMDD.

d = getdata(c,'DJX Index','INDX_MWEIGHT','END_DT','20100101')
d = 
    INDX_MWEIGHT: {{30x2 cell}}

getdata returns a structure d with a cell array where the first column is the index and the second column is the constituent weight.

Display the constituent weights for each index.

d.INDX_MWEIGHT{1,1}
ans = 
    'AA UN'      [1.1683]
    'AXP UN'     [2.9366]
    'BA UN'      [3.9229]
    'BAC UN'     [1.0914]
    ...

Close the connection.

close(c)
Open Script

Create a Bloomberg® connection, and then request current data for specific fields. The getdata function returns data for dates as a datetime array.

Create the Bloomberg connection.

c = blp;

Alternatively, you can connect to the Bloomberg Server using blpsrv or Bloomberg B-PIPE® using bpipe.

Return data as a table by setting the DataReturnFormat property of the connection object. If you do not set this property, the getdata function returns data as a structure.

Return dates as a datetime array by setting the DatetimeType property of the connection object. In this case, the table contains dates in variables that are datetime arrays.

c.DataReturnFormat = 'table';
c.DatetimeType = 'datetime';

Request current data for these fields:

  • Last update date

  • Last price

  • Number of trades

  • Previous real-time trading date

s = 'IBM US Equity';
f = {'LAST_UPDATE_DT','LAST_PRICE', ...
    'NUM_TRADES_RT','PREV_TRADING_DT_REALTIME'};
d = getdata(c,s,f)

d =

  1×4 table

       LAST_UPDATE_DT       LAST_PRICE    NUM_TRADES_RT    PREV_TRADING_DT_REALTIME
    ____________________    __________    _____________    ________________________

    21-Dec-2017 00:00:00      152.2           24846          20-Dec-2017 00:00:00

Display the last update date. This date is a datetime array.

d.LAST_UPDATE_DT

ans = 

  datetime

   21-Dec-2017 00:00:00

Close the Bloomberg connection.

close(c)

Input Arguments

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Bloomberg connection, specified as a connection object created using blp, blpsrv, or bpipe.

Security list, specified as a character vector or string scalar for one security or a cell array of character vectors or string array for multiple securities. You can specify the security by name or by CUSIP, and with or without the pricing source.

Data Types: char | cell | string

Bloomberg data fields, specified as a character vector, string scalar, cell array of character vectors, or string array. A character vector or string denotes one Bloomberg data field name. A cell array of character vectors or string array denotes multiple Bloomberg data field names. For details about the fields you can specify, see the Bloomberg API Developer’s Guide using the WAPI <GO> option from the Bloomberg terminal.

Example: {'LAST_PRICE';'OPEN'}

Data Types: char | cell | string

Bloomberg override field, specified as a character vector, string scalar, cell array of character vectors, or string array. A character vector or string denotes one Bloomberg override field name. A cell array of character vectors or string array denotes multiple Bloomberg override field names. For details about the fields you can specify, see the Bloomberg API Developer’s Guide using the WAPI <GO> option from the Bloomberg terminal.

Example: 'END_DT'

Data Types: char | cell | string

Bloomberg override field value, specified as a character vector, string scalar, cell array of character vectors, or string array. A character vector or string denotes one Bloomberg override field value. A cell array of character vectors or string array denotes multiple Bloomberg override field values. Use this field value to filter the Bloomberg data result set.

Example: '20100101'

Data Types: char | cell | string

Name-Value Arguments

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Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

Example: 'returnEids',true

Entitlement identifiers, specified as the comma-separated pair consisting of 'returnEids' and a Boolean. true adds a name and value for the entitlement identifier (EID) date to the return data.

Data Types: logical

Return format, specified as the comma-separated pair consisting of 'returnFormattedValue' and a Boolean. true forces all data to be returned as the data type character vector.

Data Types: logical

Date time format, specified as the comma-separated pair consisting of 'useUTCTime' and a Boolean. true returns date and time values as Coordinated Universal Time (UTC) and false defaults to the Bloomberg TZDF <GO> settings of the requestor.

Data Types: logical

Latest reference data, specified as the comma-separated pair consisting of 'forcedDelay' and a Boolean. true returns the latest data up to the delay period specified by the exchange for the security.

Data Types: logical

Output Arguments

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Bloomberg data, returned as a structure, table, or timetable. The data type of the Bloomberg data depends on the DataReturnFormat and DatetimeType properties of the connection object. For details about the data, see the Bloomberg API Developer’s Guide using the WAPI <GO> option from the Bloomberg terminal.

Security list, returned as a cell array of character vectors for the corresponding securities in s. The contents of sec are identical in value and order to s. You can return securities with any of the following identifiers:

  • buid

  • cats

  • cins

  • common

  • cusip

  • isin

  • sedol1

  • sedol2

  • sicovam

  • svm

  • ticker (default)

  • wpk

Tips

  • Bloomberg V3 data supports additional name-value pair arguments. To access further information on these additional name-value pairs, see the Bloomberg API Developer’s Guide using the WAPI <GO> option from the Bloomberg terminal.

  • You can check data and field availability by using the Bloomberg Excel® Add-In.

  • For a Bloomberg B-PIPE connection, d returns an additional field named EID. EID means entitlement identifier. For details, see the Bloomberg API Developer’s Guide.

Version History

Introduced in R2010a

See Also

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