How do I retrieve the data for a field such as SETTLE_DT from Bloomberg using Datafeed Toolbox 3.1 (R2008a)?
7 views (last 30 days)
Show older comments
I am looking to retrieve the data for Settlement Date (field name is SETTLE_DT) for a security.
Using the following code, I am able to retrieve the header data for a security but it does not contain the attribute of my interest:
b = bloomberg;
data = fetch(b,'USSO1Z Curncy');
This returns a structure that does not contain this attribute.
Accepted Answer
MathWorks Support Team
on 30 Jun 2010
The default FETCH call (with no data request flag) returns a structure with the fields shown below. To explicitly get the SETTLE_DT field, you may use the following call to FETCH as an example:
%%%BEGIN CDE%%%
b = bloomberg
data = fetch(b,'USSO1Z Curncy','GETDATA','SETTLE_DT')
%%%END CDE%%%
The default field list when no data request flag is given is as follows:
'AsOfDate'
'AskCondition'
'AskPrice'
'AskSize'
'BidCondition'
'BidPrice'
'BidSize'
'Currency'
'Format'
'HighPrice'
'LastMarketCondition'
'LastPrice'
'LastPriceTime'
'LastPriceYesterday'
'LastTradeCondition'
'LastTradeExchange'
'LimitDown'
'LimitUp'
'LowPrice'
'Monitorable'
'OpenInterest'
'OpenPrice'
'Scale'
'SecurityKey'
'SessionEndTime'
'SessionStartTime'
'SettlePrice'
'Status'
'TickDirection'
'TodaysAsOfDate'
'TodaysAskPrice'
'TodaysAskSize'
'TodaysBidPrice'
'TodaysBidSize'
'TodaysHighPrice'
'TodaysLastPrice'
'TodaysLowPrice'
'TodaysOpenPrice'
'TodaysTotalNumberofTicks'
'TodaysTotalVolume'
'TodaysYieldAsk'
'TodaysYieldBid'
'TotalNumberOfTicks'
'TotalVolume'
'YieldAsk'
'YieldBid'
0 Comments
More Answers (0)
See Also
Categories
Find more on Financial Toolbox in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!