In order to create some sort of basic framework for everything we are planning on doing in a research project, we would need to get historic intraday data about share prices at certain points in time. Lets say there is t = 12:05:00. We then would need the prices at e.g. t-30m, t-15m, t-5m, t-1m, t, t+1m, t+5m, t+15m, t+30m, t+120m.

I am currently trying to figure out if there is a way to achieve this in Excel by using only a Bloomberg formula that imports the price for t into a single excel cell for each point in time and then importing the other prices by changing the time in the formula according to the time difference I mentioned above. Given information is the ISIN (I figured out how to use it in formulas already), date and the time.

So far all the data I am able to import seems to be interday no matter if I add or change a point in time to the date in the formula.

Is there a very simple way of achieving what we are in need of that I have not discovered yet?

Thank you very much in advance!


EDIT: I already discovered the possibility to create a table of ticks, however those are in predefined intervals that are not matching the intervals I need and also there would be an overwhelming amount of tables because of the large number of securities I am planning to analyze.


closed as off-topic by LocalVolatility, Bob Jansen Mar 19 at 15:10

  • This question does not appear to be about quantitative finance within the scope defined in the help center.
If this question can be reworded to fit the rules in the help center, please edit the question.

  • $\begingroup$ Why not retrieve 1 minute data over the whole interval and then use vlookup formulae to get the datapoints you need? $\endgroup$ – assylias Mar 19 at 13:16
  • 1
    $\begingroup$ I'm voting to close this question as off-topic because it about using Excel for data filtering / lookup and not quant finance. $\endgroup$ – LocalVolatility Mar 19 at 15:07

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