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I want to compare how much bonds of a handful of companies have been traded over the last years and pick the most traded bond for each company via the Excel add-in.

One example of what I have tried is the following:

=BDH("EJ070301 Corp";"VOLUME";"1/1/2010";"8/13/2018")

But it yields: N/A N/A. I have also tried VOLUME, VWAP_VOLUME and PREVIOUS_TOTAL_VOLUME. It does work with the data field function, i.e.

=BDP("EJ070301 Corp";"VOLUME")

What am I doing wrong or do you have a better suggestion? As a related question, how can I get better at using Bloomberg via Excel, e.g. do you have link to a comprehensive handbook (one better than Bloomberg one if possible...)?

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This is a question the Helpdesk should be more than capable to answer. For Fixed Income generally you need to specify the source since volume data is often not available (exceptions: MIFID 2, TRACE or Exchange data).

=BDH("EJ070301 @MFTD Corp","PX_VOLUME","1/1/2010","8/13/2018")

Above will give you all MIFID 2 reported trade data YTD. VWAP is also not really meaningful for credit since data is so sparse.

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  • $\begingroup$ Thanks! Unfortunately it is not very practical to use the helpdesk for every single query, as it takes up to 2 business days. Hence also my question of whether there is a comprehensive handbook containing all details on the Excel add-in. Questions that I would now hope a handbook could answer are for example: how can I identify the right data source, or, if I have to try out all, which are all possible data sources? Also, as I wrote above, I am not sure which type of volume data is the right one for my purpose, is it VOLUME? (Not a suitable question for helpdesk I guess.) $\endgroup$
    – LenaH
    Commented Aug 15, 2018 at 7:20
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    $\begingroup$ They have a live chat so there is no delay. "VOLUME" is a real time field, "PX_VOLUME" is for historical data. You can check all the options on FLDS <GO> I'm not aware of any handbook I'm afraid. $\endgroup$
    – oronimbus
    Commented Aug 15, 2018 at 10:28

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