Hot answers tagged

15

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 ...


8

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 ...


7

Hit <BREP> GO on your terminal and ask. Though if you have just the terminal then the answer is most likely no. They allow you to publish charts but they consider using an excel sheet that was populated with data from a terminal on another machine to be a violation of the terminal agreement. If you use their B-PIPE, then the license is a bit more ...


6

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 ...


5

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 ...


5

UW = NASDAQ Global Select Market US = US Composite source : http://bsym.bloomberg.com/sym/pages/pricing_source.xls see also : http://bsym.bloomberg.com/sym/


4

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 ...


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

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 ...


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

(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 ...


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

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 ...


4

For small changes, the log-return $\ln \frac{S_{t_i}}{S_{t_{i-1}}}$ is close to the simple return $\frac{S_{t_i}-S_{t_{i-1}}}{S_{t_{i-1}}}$: \begin{align*} \ln \frac{S_{t_i}}{S_{t_{i-1}}} &= \ln \Big(1+ \frac{S_{t_i}-S_{t_{i-1}}} {S_{t_{i-1}}} \Big)\\ &\approx \frac{S_{t_i}-S_{t_{i-1}}}{S_{t_{i-1}}}. \end{align*} Note also that, assuming the SDE \...


4

please go to {drvd} BVOL Equity Implied Volatilities Calculations paper. Disclamer: I was working for Bloomberg, that is as far we disclosed.


3

Here is what you can definitely use: Thomson Reuters Eikon


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

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


3

Are you aware of the findata.org site and its directory? The code is also in a bazaar repository as well as GitHub repo.


3

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.


3

If you just need the description you can use =BDP(TICKER,"CIE DES") directly in Excel.


3

You can use refined methodologies but if you just need a rough estimation of liquidity, you can simply use an average of daily volume over N days. In practice, for equities, people tend to use N = 20 or 30. Once you have the average daily volume (say 100,000 shares), you compare it to your holding (say 50,000 shares) to determine the the size of your ...


3

My 3 points for you: Earlier checks like pre-compliance checks for orders are usually performed. Three different types of orders are correctly recognized - i.e. proposed orders but not routed, submitted orders and waiting for acknowledgement. When an order is added to the submitted queue, it should go through compliance checks and then be added orders ...


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

The best way to answer the question is to look at the data. For example, on H&M in April 2000: Close Price Div 31/03 240 13/04 236 14/04 225 1.35 28/04 238 ThomsonReuters, Bloomberg and Factset do the following calculation for the return (+/- rounding): r = 236/240 * (225 + 1.35)/236 * 238/225 - 1 = -0.24% ...


2

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.



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