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I'm new to Bloomberg terminals (a paper I'm reading uses data from a terminal - my first exposure) and I'm having trouble figuring out how to download a few different time series: (1) daily closing exchange rates for a set of currency pairs for both London and New York, and (2) daily closing government yield data, again for both London and New York.

The paper I'm reading refers to "bloomberg dataseries" in the following formats (using Australia as an example):

Exchange rates:

  1. AUD/USD for London close: "AUDUSD CMPL Curncy".
  2. AUD/USD for New York close: "AUDUSD CMPN Curncy".

Government yields:

  1. AUD for London close: "ADSW2 CMPL Curncy".
  2. AUD for London close: "ADSW2 CMPN Curncy".

I know that CMPL and CMPN refers to the pricing source (Composite London, and Composite New York, respectively). However, I'm having trouble finding any reference as to how to download these particular data series, using the Bloomberg Excel add-on or otherwise. Any help would be appreciated.

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    $\begingroup$ =BDH("AUDUSD CMPL Curncy", "PX_LAST", 20150101, 20160404), for example. You can also press F1 twice on your terminal to get live help. $\endgroup$ – assylias Apr 4 '16 at 17:15
  • $\begingroup$ The above comment gives the answer! You could have discovered it yourself: your Excel should have an icon "Import Data", part of the Excel Tools Bloomberg wizard add in. Click on it to get started! $\endgroup$ – noob2 Apr 4 '16 at 21:39
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AUDUSD Crncy where Crncy is the F11 key will give you the "BGN" or "Bloomberg Generic" series with daily closes for the timezone your terminal is set for. BGN is a washed, aggregated, medianed series from multiple contributors and is Bloomberg's best guess.

You can qualify any Crncy ticker by inserting a qualifier string in between:

AUDUSD CMPT Curncy is Tokyo close each day. Similarly CMPN (New York) or CMPL (London). You can also specify an hour:

AUDUSD F110 Crncy will be 11am snap for you terminal's default timezone.

You can also qualify the source:

AUDUSD BARX Crncy for Barclays close for your timezone. Get the contributors by typing AUDUSD Crncy ALLQ then pressing Enter.

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