I am using Bloomberg's BDP and BDH functions in excel to retrieve data for a set of options.

The problem is that (as underlying prices move and expiration dates come and go) option strikes are constantly being created. Rather than setting up a list of all possible strikes and concatenating my option codes, I would like to be able to "ask" Bloomberg for all the valid option codes in a certain category.

By doing this I can be sure I did not miss any and possibly save some time when fetching data for many instruments.

Is there a simple way to populate a list of securities (stocks, futures, options, options on futures, etc.) from Bloomberg based on categories?

Here is a crude example of what I mean: '=BSECURITY("Commodity", "Interest Rate", "Treasuries", "Future-Options", DATE)

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    $\begingroup$ I recommend to first send your question to the Bloomberg helpdesk, just post it into their chat. $\endgroup$ – emcor Dec 5 '14 at 23:39
  • $\begingroup$ agree with emcor; would recommend also to check if XLTP <go> have some excel templates for options. $\endgroup$ – Alexander Didenko Dec 6 '14 at 21:58

Using BBPlus, and help desk, I found out this is possible.

From terminal XLTP XLOP. Download the XLOP spreadsheet. From "Single Options" tab you can see a great example of how to use BBOPT() function to pull a list of feed codes.


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