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)