How can I override PX_LAST to obtain the data in a different currency using BLP's GETDATA in the Datafeed Toolbox?

I am using GETDATA as follows:

d = getdata(c,'VOD LN EQUITY',{'PX_LAST' 'VOLUME_AVG_20D'})

 d =

            PX_LAST: 158.9000

     VOLUME_AVG_20D: 87384560

where d.PX_LAST is in pence.

I would like to be able to run exactly the same code but get d.PX_LAST in USD (or other currency for that matter).

Answer 1

[MathWorks Support Team]

You cannot override PX_LAST, but the field CRNCY_ADJ_PX_LAST can be overridden. Here are some examples:

d = getdata(b,'VOD LN Equity',{'CRNCY_ADJ_PX_LAST','PX_LAST','VOLUME_AVG_20D'})

d = getdata(b,'VOD LN Equity',{'CRNCY_ADJ_PX_LAST','PX_LAST','VOLUME_AVG_20D'},'EQY_FUND_CRNCY','GBP')

return the same values for CRNCY_ADJ_PX_LAST and are not in pence.

You can also use any currency to override the returned value:

d = getdata(b,'VOD LN Equity',{'CRNCY_ADJ_PX_LAST','PX_LAST','VOLUME_AVG_20D'},'EQY_FUND_CRNCY','USD')

for example.