Why does the FETCH command return only four columns of data when using the TIMESERIES option with the Bloomberg data service?
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I am using the Datafeed Toolbox 3.3 (R2009a) with a Bloomberg connection to fetch TIMESERIES data as follows:
ESM9_0504=fetch(c,'ESM9 Index','Timeseries','05/04/2009');
This call returns only four columns of data, where the documentation says that six columns of data are returned. Additionally, I am not sure what fields do these columns correspond to.
Accepted Answer
MathWorks Support Team
on 4 Jun 2010
The FETCH command distinguishes between the case when a time interval is specified for timeseries data as against when it is not. In the former case at least six columns of data are returned corresponding to
Time
Open
High
Low
Value of last tick
Volume total value of ticks
Total value of ticks for the time range
In the latter case, when raw data is fetched, the fields correspond to
Tick type
Timestamp
Price
Volume
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