Why does the Bloomberg FETCH command error out when fetching Index data in Datafeed Toolbox 2.1 (R2007b)?
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I am using the Datafeed Toolbox 3.0 (R2007b) to get Index data from Bloomberg.
Unfortunately my code errors out:
Startdate = '01/01/90';
Enddate = today;
Connect = bloomberg;
fetch(Connect, 'ADP CHNG INDEX', 'HISTORY', 'ACTUAL_RELEASE', Startdate, Enddate);
With this error
??? Error using ==> bloomberg.fetch at 450
No historical data was returned. Field list may contain entry that is invalid for historical data requests.
Accepted Answer
MathWorks Support Team
on 30 Jun 2011
The security market type, in this case Index, is case sensitive. It's always capitalized followed by all lower case letters:
Equity instead of EQUITY
Index instead of INDEX ...
To make the code work you only need to rewrite INDEX to Index:
fetch(Connect, 'ADP CHNG Index', 'HISTORY', 'ACTUAL_RELEASE', Startdate, Enddate);
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