How to select PRICE instead of the default YIELD value returned by BLP.HISTORY in MATLAB?

I am trying to replicate the following excel formula in matlab using history to pull in bloomberg data:

=BDH("EI703520 Corp","PX_LAST","12/31/2010","12/31/2011","qttyp=p")

The ticker, "EI703520 Corp" is a bond ticker and I am looking to pull in historical prices for the bond. Bloomberg has both historical prices and historical yields, but the default value when you pull in the field "PX_LAST" is the yield. In excel you can specifically request bond prices by adding "qttyp=p" to the request formula (qttyp = quote type). Is there a way to do the same thing in matlab using a history function call?

As an example, below I am pulling in the field "Px_Last" for this bond:

c = blp;

data = history(c, 'EI703520 Corp', 'PX_LAST', floor(now)-366, floor(now)-1);

close(c);

The data returned here for Px_Last is the yield instead of price. Is there an option to specify the quote type in MATLAB?

Answer 1

[MathWorks Support Team]

The following example demonstrates the use of the 'pricingOption' field to BLP.HISTORY which allows you to override the default PRICE field:

[d, sec] = history(blpConn, 'EI601189  Corp', 'PX_LAST', datenum('4/18/2012'), datenum('4/18/2012'), [], [], 'pricingOption', 'PRICING_OPTION_YIELD')

The 'pricingOption' field can either be : PRICING_OPTION_YIELD or PRICING_OPTION_PRICE.

Using PRICING_OPTION_PRICE should allow you to be able to get the PRICE instead of the YIELD.

A list of all the options and fields can be in the BLOOMBERG V3 documentation.

To access the documentation, open your Bloomberg teminal and execute:

WAPI<GO>