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rexcelapibloomberg

Bloomberg API Quote Recap Monitor


If you type QRM on a Bloomberg Terminal, you can view intraday ETF quotes for a certain period of time (I think it's 90 days).

Is there a possibility to get these data via the Bloomberg API in a certain time window, say 5 minutes? (Bid/Ask prices)

I tried the intraday version of BLP but I dont know the correct field name. It didn't work for "Bid".


Solution

  • Yes, you can.

    In Excel, go to the Bloomberg tab in the strip, choose Import Data, then Real-Time/Historical, then Historical intraday ticks. The wizard guides you through choosing the date range and which ticks to take.

    You can also use Api v3 to get this information, please refer to the developer guide: http://www.google.co.il/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&uact=8&ved=0CCsQFjAA&url=http%3A%2F%2Fwww.openbloomberg.com%2Ffiles%2F2012%2F03%2Fblpapi-developers-guide.pdf&ei=1hozU9CLLvLb7AbmyoFY&usg=AFQjCNF3SsHRtum6yKyQ0oeRdrKU9Kwr3g&sig2=SJcFTMFrGdoQ2QO3mbD8bg&bvm=bv.63738703,d.ZGU

    6.2.3 Intraday Tick Request