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10

Here are some pointers. First of all: What you list as a Reuters RIC, RSF.ANY.AAPL.OQ, is not really a RIC, only the AAPL.OQ is. The initial part is some stuff which is essentially site specific and tells me that you are working on a site that has a legacy RTIC infrastructure (some Reuters/TIBCO technology which is quite old these days and for all ...


5

PX is often used as an abbreviation for price in Bloomberg. Fields prefixed with PX are generally static fields: the value is requested only once and is based on whatever information is available when you send that request. On the other hand, real time fields keep sending new data as it becomes evailable. As an example: PX_LAST is the last price as of when ...


4

I hate to recite Wikipedia, but it seems like the answer is there. To summarize, the legacy Bloomberg server was written in a mix of Fortran and C, and more recently they've begun adding C++ and embedded Javascript components. Different clients use languages appropriate to their platforms.


4

But what you see from the outside is just an interface, no? And C interfaces are much easier to handle, e.g. from Excel and other common tools. Almost a decade ago I wrote a (firm-internal, unreleased) interface from R to Bloomberg, that only worked because the C interface permitting me to use gcc / MinGW (as required by R) along with the dll/lib from ...


4

All of these index constituents are available on Bloomberg and through Bloomberg Excel link. Just use one of those Index member formulas with a date override. http://libfaq.smu.edu.sg/a.php?qid=2998


4

I think you are misinterpreting the data. Right now, looking at Bloomberg webpage, the Market Cap of Pearson is 11.142,56(M). This figure has been obtained looking at the heading Market Cap (M GBP). Alternative, if you go through the Number of Shares x Share Price route, using the same Bloomberg webpage, you obtain: Shares Outstanding (M) x Current Share ...


4

(P) prefix : As a service to the market and typically at the request of an issuer, Moody's will assign a provisional rating when it is highly likely that the rating will become final after all documents are received, or an obligation is issued into the market. A provisional rating is denoted by placing a (P) in front of the rating. Such ratings may also be ...


3

Macrobond, a swedish company might be something to consider. http://www.macrobond.com/


3

Bloomberg equity codes are usually quite easy to derive if you know the ticker (though you may have to replace dashes/spaces/slashes for preferred and multi-class shares). This is just for equities though and this is definitely not the case for futures. RICs are a different story. In the US, you need to know on what exchange the ticker is listed to get the ...


3

You can have a look at this QUANT - Blog. You can get NDX100 and SP500 historical index constitution.


3

Tons of legacy Fortran and C, some recent C++ and Java. Lots of in-house technologies of debatable quality, including for things where there exist good open-source alternatives. If you care about using modern technologies and don't want to touch legacy systems, I'd go elsewhere. Edit: there is some variability across teams with regards to the technology ...


3

Bloomberg has client/server API libs for most modern programming languages including C++, Java, and .Net. You don't have to hit the C level api, unless you really want to :-)


3

No there is no way to restrict anyone from creating a new login and password. The point of this particular subscription is to have one local terminal that anyone with access to the terminal can use. Other subscriptions allow only one user access but in exchange offers that one user through a BB Anywhere addon (at no extra charge) can access the terminal from ...


3

None of the previous answers have mentioned the fact that Bloomberg supports an API with support for all the main languages (C, C++, Java, Python, Perl -- and even Node and Haskell support on GitHub), on all the relevant operating systems: Windows, Linux, OS X, Solaris. This includes support for tick data which is stored in a rolling window (ie from ...


2

Bloomberg Open Symbology precanned files are updated twice daily. 8am and 2pm est


2

This is wrong: effectiveDate / Valuation_date = 10 May 2014 Good that you included the ISIN, which states that the effective date (as contrasted with the issue date) was a few days after 03 May 2013.


2

Let's approximate the time to maturity to be 3 years and 10 months. Assume that coupon is paid on March 6 each year. Let face value $F=100$ and coupon $c=0.07375F$. Let the discount factor be $d(0,T)=e^{−r T}$ where $r=0.06535$. The price of the bond is $$ce^{−10/12 \bullet r}+ce^{−22/12 \bullet r}+ce^{−34/12 \bullet r}+(F+c)e^{−46/12 \bullet r}=103.24 \; ...


2

I will be adding here some resources that I found during the research, hopefully it will turn useful for others: http://www.linkedin.com/groups/master-symbol-database-most-cost-98173.S.51776671 http://en.wikipedia.org/wiki/Reuters_Instrument_Code


2

PX_BID and PX_ASK are the static equivalents of BID and ASK, the latter two of which populate in "real time" (i.e. as they are dynamically updated). So the PX_BID and PX_ASK values are dependent upon when you pulled the data. Bloomberg's source depends on the asset in question and the exchange on which they are listed, but the data does come from the ...


2

Here is what you can definitely use: Thomson Reuters Eikon


2

Reuters is making a huge push with their Eikon terminals. I think their prices are under NDA but you can often get one at a big discount to the $1700/month the Bloomberg charges and they are starting to close the feature gap. You'll still need to pay the market data fees if you want real time quotes, but those fees can often be in the low 100/month range ...


2

If you're on the buy-side, you could also ask whether any of your counter parties may have what you need. For example, when it comes to fixed income data, Barclays Live and Morgan Markets (free to clients) may very well be better.


2

CME group has free Swap curves. It also seems that they have quotes on the product feature page. Hope this works for you, -if it does, maybe you can comment about the costs when you find out. Thanks.


2

Complete intraday data history can be obtained through the Thomson Reuters DataScope Tick History (TRDTH) archive: http://thomsonreuters.com/tick-history You may ask them for a trial subscription.


1

For each major index, Bloomberg has functions that will give you the best performers for each relevant period; past week, past month, past quarter, past year, etc. I would take one of these "runs," and then re-set the start and end dates to the ones that you want.


1

They represent the current BID and ASK at the time you query them. If you look up those fields in the terminal FLDS<GO> you will see they are marked as reference data, that means they are not continually updated. They are refreshed each time you query them. They come from the NBBO quote at the time you query them.


1

SD is selective default http://www.reuters.com/article/2013/06/28/us-cyprus-downgrade-standardandpoors-idUSBRE95R0YQ20130628 +u is unsolicited rating http://lexicon.ft.com/Term?term=unsolicited-rating


1

I think your request is too broad. ITUB, for example is an Italian company and has ADRs traded in several stock exchanges. Hence, if you do search in Eikon, you find multiple tickers for it. And I failed to find critea, which could yield single return value for each tickers you supplied. I used request: =RSearch("Equity", "TickerSymbol:" & B3 & ...


1

These are just Bloomberg mnemonic representations of data fields “Last Price”, “Volume” etc.


1

in RQuantLib you need to set the evaluation date using setEvaluationDate() This is the date used by all QuantLib valuation functions in your case 10 May 2014.



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