I've used Excel in the past to fetch daily price data on more than 1000 equity securities over a period of a month and it was a really slow experience (1 hour wait in some circumstances) since I was making a large amount of calls using the Bloomberg Excel Plugin.
I've always wondered if there was a substantial performance improvement to do the same task if I was using Python or Java to pull data from Bloomberg's API instead.
Would like to know from those who have had experience with both Excel and a programming language before I dive head first into trying to implement a Python or Java solution.
I have only used the Python API, and via wrappers. As such I imagine there are ways to get data faster than what I currently do. But for what I do, I'd say I can get a few years of daily data for roughly 50 securities in a matter of seconds. So I imagine it could improve your workflow to move to a more robust API. Regarding intraday data on the other hand I don't find much improvement. But I am not using concurrent calls (which I'm sure would help my speed on that front).