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.


Wouldn't that be best asked on the Bloomberg help desk. I am sure they would have answered this quickly.

It would like to add that it also depends on your use case. If you just want this for a few days in the not too distant past (or like you, just for one day), the above intraday bar syntax is perfect. That said, you may as well just run GIT<GO> and look up that single value manually.

There is a fairly big problem with using fill=p here. BBG limits intraday tick and bar data in Excel for up to 140 non-weekend days. On the terminal it is 240 (but GIT actually goes back to 2008).

You can try

=BDH("EURGBP Curncy","OPEN","7/13/2018 3:00:00 PM","7/13/2018 3:00:01 PM","BarTp=T,BarSz=1,Fill=P") 


=BDH("EURGBP Curncy","OPEN","7/13/2018 3:00:00 PM","7/13/2018 3:00:01 PM","BarTp=T,BarSz=1")

The latter will correctly display #N/A N/A. The former will pull a value BUT that is simply the last one available going back with the 140d rule. Very misleading to say the least.

If you prefer a longer history, BBG has BFIX<GO> (also available online without a BBG subscription). You can use their API if you are a BBG user. The ticker syntax is visible on BFIX, for 3pm London it would be BPEU L150 Curncy though simply using EURGBP L150 Curncy also works. L for London and 150 for 15:00. It's a bit odd that its in 3 digits but I suspect that was chosen because it's only half hourly intervals in any case. There is a zone dropdown that offers some flexibility for regions.

With that syntax, you can simple use standard BDH without bars and pull a long time series:

=BDH("EURGBP L150 Curncy","PX_LAST","-10ay","")

pulls the last 10 actual years until today (whenever you load it) for 3pm London time.


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