# Tag Info

21

Here are some pointers. First of all: What you list as a Reuters RIC, RSF.ANY.AAPL.OQ, is not really a RIC, only the AAPL.OQ is. The initial part is some stuff which is essentially site specific and tells me that you are working on a site that has a legacy RTIC infrastructure (some Reuters/TIBCO technology which is quite old these days and for all ...

11

PX is often used as an abbreviation for price in Bloomberg. Fields prefixed with PX are generally static fields: the value is requested only once and is based on whatever information is available when you send that request. On the other hand, real time fields keep sending new data as it becomes evailable. As an example: PX_LAST is the last price as of when ...

9

There are a few things to consider: Price On average Thomson Reuters is known to be less costly than Bloomberg. One thing to consider when looking to save money is that most vendors will use some kind of ladder pricing. So if you cannot get rid of either Bloomberg or Thomson Reuters completely then you may not save as much as you expected. Technology ...

8

None of the previous answers have mentioned the fact that Bloomberg supports an API with support for all the main languages (C, C++, Java, Python, Perl -- and even Node and Haskell support on GitHub), on all the relevant operating systems: Windows, Linux, OS X, Solaris. This includes support for tick data which is stored in a rolling window (ie from ...

8

UW = NASDAQ Global Select Market US = US Composite source : http://bsym.bloomberg.com/sym/pages/pricing_source.xls see also : http://bsym.bloomberg.com/sym/

7

Hit <BREP> GO on your terminal and ask. Though if you have just the terminal then the answer is most likely no. They allow you to publish charts but they consider using an excel sheet that was populated with data from a terminal on another machine to be a violation of the terminal agreement. If you use their B-PIPE, then the license is a bit more ...

6

please go to {drvd} BVOL Equity Implied Volatilities Calculations paper. Disclamer: I was working for Bloomberg, that is as far we disclosed.

5

All of these index constituents are available on Bloomberg and through Bloomberg Excel link. Just use one of those Index member formulas with a date override. http://libfaq.smu.edu.sg/a.php?qid=2998

4

No there is no way to restrict anyone from creating a new login and password. The point of this particular subscription is to have one local terminal that anyone with access to the terminal can use. Other subscriptions allow only one user access but in exchange offers that one user through a BB Anywhere addon (at no extra charge) can access the terminal from ...

4

Bloomberg equity codes are usually quite easy to derive if you know the ticker (though you may have to replace dashes/spaces/slashes for preferred and multi-class shares). This is just for equities though and this is definitely not the case for futures. RICs are a different story. In the US, you need to know on what exchange the ticker is listed to get the ...

4

I think you are misinterpreting the data. Right now, looking at Bloomberg webpage, the Market Cap of Pearson is 11.142,56(M). This figure has been obtained looking at the heading Market Cap (M GBP). Alternative, if you go through the Number of Shares x Share Price route, using the same Bloomberg webpage, you obtain: Shares Outstanding (M) x Current Share ...

4

PX_BID and PX_ASK are the static equivalents of BID and ASK, the latter two of which populate in "real time" (i.e. as they are dynamically updated). So the PX_BID and PX_ASK values are dependent upon when you pulled the data. Bloomberg's source depends on the asset in question and the exchange on which they are listed, but the data does come from the ...

4

Here is what you can definitely use: Thomson Reuters Eikon

4

(P) prefix : As a service to the market and typically at the request of an issuer, Moody's will assign a provisional rating when it is highly likely that the rating will become final after all documents are received, or an obligation is issued into the market. A provisional rating is denoted by placing a (P) in front of the rating. Such ratings may also be ...

4

Macrobond, a swedish company might be something to consider. http://www.macrobond.com/

4

It turns out that the Bloomberg Terminal QR function, when adjusting the timezone from Exchange/UTC to your timezone, will convert the time but not the day. Trades displayed via IntradayTickRequest API are correct in UTC time, trades displayed via Bloomberg Terminal QR may be incorrect due to failure to adjust the stated date for timezone adjustments.

4

For small changes, the log-return $\ln \frac{S_{t_i}}{S_{t_{i-1}}}$ is close to the simple return $\frac{S_{t_i}-S_{t_{i-1}}}{S_{t_{i-1}}}$: \begin{align*} \ln \frac{S_{t_i}}{S_{t_{i-1}}} &= \ln \Big(1+ \frac{S_{t_i}-S_{t_{i-1}}} {S_{t_{i-1}}} \Big)\\ &\approx \frac{S_{t_i}-S_{t_{i-1}}}{S_{t_{i-1}}}. \end{align*} Note also that, assuming the SDE \...

4

You can use refined methodologies but if you just need a rough estimation of liquidity, you can simply use an average of daily volume over N days. In practice, for equities, people tend to use N = 20 or 30. Once you have the average daily volume (say 100,000 shares), you compare it to your holding (say 50,000 shares) to determine the the size of your ...

4

You can use the field INDX_MEMBERS to get the constituents. In excel you can use: =BDS("Index Ticker", INDX_MEMBERS) Or in python something like import pybbg def Main(): bbg = pybbg.Pybbg() IndexConst = bbg.bds('IndexName', 'INDX_MEMBERS')

3

CME group has free Swap curves. It also seems that they have quotes on the product feature page. Hope this works for you, -if it does, maybe you can comment about the costs when you find out. Thanks.

3

The best way to answer the question is to look at the data. For example, on H&M in April 2000: Close Price Div 31/03 240 13/04 236 14/04 225 1.35 28/04 238 ThomsonReuters, Bloomberg and Factset do the following calculation for the return (+/- rounding): r = 236/240 * (225 + 1.35)/236 * 238/225 - 1 = -0.24% This ...

3

Each vendor has their own symbology universe and each exchange, market, or country may have their own standard identifiers. To date the majority of identifiers have also been dynamic, i.e. when a company renames, merges, relocates, the identifier may change. Some symbology systems operate on different levels of granularity whereby prices can be filtered to ...

3

You can have a look at this QUANT - Blog. You can get NDX100 and SP500 historical index constitution.

3

Reuters is making a huge push with their Eikon terminals. I think their prices are under NDA but you can often get one at a big discount to the \$1700/month the Bloomberg charges and they are starting to close the feature gap. You'll still need to pay the market data fees if you want real time quotes, but those fees can often be in the low 100/month range ...

3

For the US Treasury market, zero coupon bonds are traded and they are called STRIPS. You can access them through "S GOVT" (coupon Strips) or "SP GOVT" (principal strips) on BBG. With regard to relative value trading, it's actually pretty rare that we fit models to zeros, because a lot of them are not liquid and trade differently from their coupon ...

3

Are you aware of the findata.org site and its directory? The code is also in a bazaar repository as well as GitHub repo.

3

Complete intraday data history can be obtained through the Thomson Reuters DataScope Tick History (TRDTH) archive: http://thomsonreuters.com/tick-history You may ask them for a trial subscription.

3

If you just need the description you can use =BDP(TICKER,"CIE DES") directly in Excel.

3

Generally Bloomberg is very open with their methodologies. Look up the documentation as recommended above, and if you have further questions you can ask HELP HELP to put you in touch with someone on their quant development team for more details. As long as you are a paying subscriber it should be no problem.

3

Unless all of your yields are par yields (yield of bonds trading at par), you'll get very unreliable results if you fit your curve using yields alone. This is because yields can be distorted by the coupon effect – given two bonds maturing on the same day and assuming the yield curve is upward sloping, a higher coupon bond will always have lower yield. What ...

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