How do I run parallel bloomberg blp timeseries?
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Hi, I am trying to get multiple intraday securities from bloomberg and noticed that the runtime is extremely long(each timeseries takes about 10-20 seconds). Is there away to run the blp timeseries in parallel to save time since it will take an hour just to run 100-200 securities?
Sample of my code. %Declare ProductList Array
% Grab data (Run timeseries in parallel)
[Data_Trade] = timeseries(blp,Product1,{floor(now)-90,floor(now)-1},5,'Trade');
[Data_Bid] = timeseries(blp,Product1,{floor(now)-90,floor(now)-1},5,'Bid');
[Data_Ask] = timeseries(blp,Product1,{floor(now)-90,floor(now)-1},5,'Ask'); %end parallel computing
%%Run data calculations
Thanks
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Answers (1)
Shashank Prasanna
on 18 Jul 2013
There is no way for me to test this out since I don't have blp connection, but if you have the parallel computing toolbox, try doing the above in a parfor loop. Have the 'Trade', 'Bid' etc in a variable which can be indexed with the loop variable.
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