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Feb
5
comment Historical volatility on bloomberg API
For example, for 90D vol, VOLATILITY_90D (you also have 10D, 30D, 120D, 260D, 360D etc) or INTERVAL_VOLATILITY with overrides for specific periods.
Feb
5
comment Price of an equity
en.wikipedia.org/wiki/Forward_price
Jan
19
comment How to download efficiently intraday data with Bloomberg API?
using an EventQueue synchronizes the response and I don't think it will improve performance much. What would probably improve your throughput is to run requests in parallel (in several threads)
Oct
27
comment Returning historical yield rates for Mortgage Backed Securities in a Bloomberg Terminal?
Have you asked HELP HELP?
Sep
23
comment Vendor data aggregation for Options on Futres
Have you tried with ISIN/CUSIP?
Sep
3
comment Bloomberg implied volatility smile for equities
Press F1 F1 (Help Help) on a terminal and ask...
Sep
3
comment Bloomberg implied volatility smile for equities
Have you asked them? HELP HELP is your friend...
Aug
21
comment What does the prefix PX stand for on a Bloomberg Terminal?
@Den yes it should be the same - obviously being a reference request you will get a snapshot of the price at the time of the request but it won't update afterwards.
Aug
21
comment How do I calculate approximate equity liquidity?
@Den 1. bid-ask spread is another measure of liquidity but you can have stocks with tight spreads that trade less $ a day that stocks with wider spread - if your goal is to decide how much you can trade, bid/ask won't help much, if your goal is to decide if an algo with be profitable then bid/ask spread may be very relevant. 2. yes of course.
Aug
20
comment Strange / Incorrect / Unusual Data on Google Finance 1988
It's an error...
Jul
26
comment Can you tell me what this RBloomberg formula means?
You should ask HELP HELP on your terminal.
Jul
6
comment Can you tell me what this RBloomberg formula means?
They affect the way corporate actions are taken into account (splits, dividends etc.).
Jul
5
comment Can you tell me what this RBloomberg formula means?
Yes it looks like it - have you taken the overrides into account? ("CshAdjNormal=Y","CshAdjAbnormal=Y","CapChg=Y")
Jun
5
comment Bloomberg tick data timezone offset
Wow that's scary - thanks for sharing your results.
May
28
comment Bloomberg tick data timezone offset
No I'm afraid.. If I do find something I'll let you know, but won't be soon... Maybe somebody else has an answer.
May
28
comment Bloomberg tick data timezone offset
Yes it's a bit of a mess - even looking at QR/QRM sometimes gives weird results...
Jan
29
comment Bloomberg equity option volatility data
I don't think there is one field for that. I suspect you would have to get the volatility for several options (various strikes/maturity) and draw the surface from that data. HELP HELP on Bloomberg may know better.
Jan
29
comment Bloomberg equity option volatility data
The easiest way to find a field is to go to a ticker you are interested in on a terminal, say SPY US 02/20/15 P200 Equity <Go> and then type FLDS VOLATILITY: you will see a page with a list of fields related to volatility.
Nov
26
comment How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
If you managed to get daily data there is no reason you can't get intraday data. Can you post the formula you are using?
Oct
6
comment finding the strike / maturity of warrants given their ISINs
I don't know optionmetrics.