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excelexcel-formulabloomberg

Getting Intraday Stock Data via Excel Add-in with Stock ISIN using =BDH() Function

I wanted to extract intraday data for my research and I intend to use the following function to extract data at a 5 minutes frequency for a set of stocks. Does the following BDH function work?

=BDH("ISIN","OPEN","1/1/2023 0:00:00AM","1/7/2023 0:00:00AM","BarTp=T","BarSz=5")

Also, I intend to replicate this function for about 600 stocks, varying the first argument of the BDH function as a cell reference to the cell above, which contains its ISIN. Please ask me questions if this not clear.

The reason why I am asking here and not simply testing at a Bloomberg Terminal is because I only have an hour next week to extract some data, so I want to be quick and precise with it.

I have not tried it yet, but I hope this is a sufficient working function.

Solution

  • A few notes:

    • if XYZ is the ISIN of the security, your formula should be =BDH("XYZ ISIN"...)
    • dates are in US format, so this would retrieve 5-minute bars from Jan 1st to July 1st
    • maximum available intraday history is around 6 months, so if you start earlier than January 2023 the data will probably only start in January

    Other than that you should be fine.