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Tip #2001-1: Retrieve Real Time and Historical data in one step

 

Bloomberg Subscribers: Build your own worksheet model to pull in real time and historical data in one step

Assigning names to ranges

We used Bloomberg’s table wizard to retrieve the real-time data and used Bloomberg’s history wizard to retrieve a year’s worth of historical data. We subtracted 1 from Excel’s TODAY() function. The calculation in this cell we named enddate (cell Q4). We subtracted 367 from Excel’s TODAY() function and named the calculation in this cell startdate (cell Q3).

Range name Cell Cell contents (Formula)
Symbol C3 INDU Index
Title B5 =BLP(Symbol,$Q$2,,,BLP|M!,,,INDU Index,[NAME],,,)
RealTimeRange C8:G8 =BLP(Symbol,Fields,,,BLP|M!,,,INDU Index,[OPEN,HIGH,LOW,LAST PRICE,VOLUME],,,)
HistoricalRange B9 =blph(Symbol,Fields,startdate,enddate,,TRUE,,,,,261,6)
Net Change Calculation H8 =F8-F9
RSI Calculation I8 =100-(100/(1+(SUMIF(H8:H21,">0")/14)/((SUMIF(H8:H21,"<0")*-1)/14)))
Current Date B8 =TODAY()

As you can see from the formulas, Bloomberg’s BLP and BLPH functions allow dynamic cell referencing. This feature lets you name ranges for the symbol and the fields and enter these names in the functions. When a value in the named range changes, the functions update automatically. As a result no macrocode is necessary to perform the update.

 
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