excelbloombergvba
Bloomberg VWAP Interval
I am trying to use the open Bloomberg API to gather the VWAP volume on a specific date for a specific time range.
But with this formula:
BDP(DHR US Equity; "VWAP_VOLUME"; "VWAP_START_TIME=15:54:00"; "VWAP_END_TIME=15:55:00"; "VWAP_START_DT=20180629"; "VWAP_END_DT=20180629")
I get the data Volume (3,552), but I want the data from the VWAP cell (99,0245).
Is that possible?
Solution
If you replace the field by EQY_WEIGHTED_AVG_PX you should get your answer.
There's also VWAP for real time updates but I think it only works for the current trading session (not historical data).
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