How can I use the 'Override' field in the Bloomberg datafeed to obtain security prices in a specific currency within Datafeed Toolbox 2.0 (R2007a)?

I want to know how to use the 'Override' option in the Bloomberg datafeed to obtain data in a specific currency.

I want to override the prices of my securities in Bloomberg datafeed to US dollars regardless of the currency in which these fields are returned from Bloomberg. I want to know what the values of these parameters should be: 'Override' and 'Values' in the FETCH command.

Answer 1

[MathWorks Support Team]

The reported currency for prices can be changed in the following manner using historical data calls:

b = bloomberg

d = fetch(b,'GOOG USEquity','HISTORY','LAST_PRICE',today-10,today,'d','JPY')

This will return the LAST_PRICE for Google for the last 10 days (daily

frequency) using Japanese yen as the reporting currency.

For more information on the Overrides fields used with the GETDATA flag, the file @bloomberg/bbfields.mat

(available in $MATLABROOT\\toolbox\datafeed\datafeed\@bloomberg\bbfields.mat, where $MATLABROOT is the MATLAB root directory) has all of the information regarding the Bloomberg fields.

Within this MAT-file:

- the 'bboverrides' field contains the list of overrideable fields from Bloomberg.

- the bbhelpfields field has 2 columns of data. The first contains the fieldnames, the second the description of the field. You need to match a field from ‘bboverrides’ to ‘bbhelpfields(:,1)’ and then find the corresponding description in ‘bbhelpfields(:,2)’.

As of MATLAB 7.10 (R2010a), the Bloomberg feed is available on 64-bit Windows machines using the new BLP class, which supports the Bloomberg V3 interface. To use the override option, see the function "getdata"

https://www.mathworks.com/help/datafeed/blp.getdata.html

For additional information on updating your code to use this class, refer to the R2010a release notes and the Related Solution below.