I found a lot of questions asking about index returns and index constituents, however, i'm looking for just daily closing values for certain Total Return indices. (FTSE/MSCI/BBBarclays) - these are not the market indices like S&P500 or DAX...but indices that ETFs are tracking. Edit: Seems like the question needs to be more specific. I didnt think the answer was dependent on the actual Index itself - but maybe it does, so here are the indexes (i also have the bloomberg tickers for each):

  • MSCI Eastern Europe ex Russia
  • FTSE Emerging Index
  • FTSE Developed Asia Pacific ex Japan
  • Bloomberg Barclays EM USD Sovereign + Quasi-Sov Index
  • Bloomberg Barclays Global Aggregate Corporate
  • Markit iBoxx USD Treasuries 10+ Mid Price TCA TRI
  • BBerg Barclays World Govt Inflation-Linked Bond Index USD hedged

I can get end of month data from FTSE Russell website like this table below, but I needed daily values for the Total Return.

enter image description here

I will try out the GP command and the BDH functions in Excel API when I get access to the terminal again and try to export the data. Any other suggestions welcome.

  • $\begingroup$ You just have to find the ticker. Problem is "FTSE total return" is not sufficiently precise, there are many many indexes with FTSE and tr in the name. Perhaps FTPTT250 Index is what you want: "FTSE UK Series FTSE 250 Total Return GBP". I looked it up here bloomberg.com/markets/symbolsearch?query=FTSE $\endgroup$
    – Alex C
    Mar 30, 2019 at 23:32
  • $\begingroup$ I have the ticker list, but looking for a way to view the actual daily index values.Example, one of the indexes is BGAUTRUU. $\endgroup$ Mar 31, 2019 at 0:25
  • $\begingroup$ It is just like viewing any index, for example GP BGAUTRUU Index <return> (GP= graph prices. Are you familiar with GP command?) $\endgroup$
    – Alex C
    Mar 31, 2019 at 0:36
  • $\begingroup$ @AlexC thanks, i have previously used GP with ETFs - but it only gave me a graph, and the Export menu only had options to export the picture, not a data table. I'm not in front of the terminal so I will check this with the index and revert. $\endgroup$ Mar 31, 2019 at 7:11
  • 1
    $\begingroup$ "HP" for closing levels, "HCP" for closing levels with percentage change. If you want to get a field in the excel api, do something like "FLDS PRICE" and then find the field you want and do "bdh(ticker, field, start date, end date). This info should all be super easily available on the Internet already though, amd if you can't find something if you hit F1 twice quickly in the terminal it will send you to a bbg help chat where you could ask them... $\endgroup$
    – will
    Mar 31, 2019 at 14:09

1 Answer 1


Use the Bloomberg Excel API and download the data using the Spreadsheet builder function in Excel. Firstly, select historical data in the spreadsheet builder, secondly type in your desired index using it's Bloomberg Ticker. Then you select PX_LAST, which gives you the last closing price. Then you specify your timeframe for which you'd like the data and data frequency and you specify in which Excel cell the data will be put in, usually A1 in a new and empty Excel Tab. Then hit ENTER. This will download the data directly into Excel. This approach applies to any financial instrument in Bloomberg to download historical price data via the Excel API.

  • $\begingroup$ Thank you, i'm not entirely sure, but I need the Total Return index values - since this is an Index, it wouldn't have price data, correct? $\endgroup$ Mar 31, 2019 at 0:21
  • $\begingroup$ If you refer to an index in terms of for example the FTSE 100, which is an equity index, then daily price data would be available. You will have to be more specific in your question, that's why someone has downvoted this question already. ETF Indices have price data too, which is their closing NAV, and Total Return Indices as well have price data. An index provides a number to quantify and summarize the performance of a basket of instruments hence data should be available always. I recommend you edit your question and more people might provide an answer to what you are looking for. $\endgroup$ Mar 31, 2019 at 0:30
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    $\begingroup$ For a total return index, the values are displayed just like prices, i.e a bunch of numbers. It is the ticker that determines if the numbers you see are pure prices or total return index values. Once you have the right ticker you just display/export the values like you do for stock prices, commodity prices, indexes, commodities... it is just a time series stored in the Bloomberg system. $\endgroup$
    – Alex C
    Mar 31, 2019 at 0:39
  • $\begingroup$ @CleverseekerRover1 thanks. Not sure who the trigger-happy downvoter is but asking specific info would have been more helpful. I'm not sure how to be more specific - I've given an example of the ticker in a previous comment. -i've said that I need the index values, not price data because indexes cannot be bought or sold as per my understanding - if I need price data, I will use an ETF that tracks the index. What is the question missing? $\endgroup$ Mar 31, 2019 at 7:08
  • $\begingroup$ Finally got my 1hr slot with th Bloomie - This was the best way to do it for all the indices together in one sheet, so i selected this as the answer. Although Alex C's GP and will's HP method also works! Thank you. My confusion stemmed from the field been called price, instead of 'index value' which is what I was expecting. $\endgroup$ Apr 5, 2019 at 7:54

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