Comments:
In their Excel Tools, Bloomberg offers a BLPI function that allows you to retrieve historical intra-day data. For example, with the BLPI function you can collect the Last Price and aggregate volume for a specific instrument for one-minute intervals throughout the trading session. However this function does not update automatically and was not designed for collecting continuous tick data. It just gives you a snapshot of trading between a start and end point.
I have used Bloomberg’s BLPI function but have not encountered the problem you are encountering. The #NA History error indicates the intra day data in the form you are requesting is not available.
The Bloomberg DDE server has a Refresh Frequency setting which can be accessed by clicking on the File menu. It should be set to update immediately. If it is not this would explain why your data is not updating.
If it is set correctly then you will need to contact Bloomberg support.
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