I have a file where I easily export real-time prices to excel using the Bloomberg Add-In, using the formula BDP. Is there a way to get these prices of a specific time? For example, =BDP("EURGBP Curncy", "Bid") gives the real-time Bid price. How can I change it to give the Bid price of today 3pm specifically?
BDP() is for current data, to get past data at a specific time or range of times you use BDH() (where H refers to Historical Data)
Try for example
=BDH("EURGBP Curncy","Last Price","7/13/2017 3:00:00 PM","7/13/2017 3:00:01 PM","BarTp=T,BarSz=1,Fill=P")
This will search the time interval from 3:00:00 and 3:00:01 and give you the price of the last trade in that interval, in other words the most recent price as 3:00:01. (It will be blank if there are no trades at all in that interval (unlikely), which you would need handle with IF statements etc.).
With BarTp=b or BarTp=a you can get the bid or ask instead of the last trade.