BLOOMBERG Datadownload

Bloomberg Documentation By Rasheed Abad Master of Finance Data Download

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Version IV


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TABLE OF CONTENTS

Data Download .................................................................................................................. 1 I. API Brief Introduction............................................................................................. 4 What is API........................................................................................................................ 4 Limitations of the Bloomberg API................................................................................... 4 How to install the API ....................................................................................................... 6 Suggestions for Download Data Request Reponses: ...................................................... 7 Relationship to other QCF Documentations: ................................................................. 7 II. Excel Add-in Tools ................................................................................................... 9

1. Table Wizard ................................................................................................... 10 2. Bulk Wizard . .................................................................................................. 14 3. Intra-day History Wizard ................................................................................ 15 3. Intra-day History Wizard ................................................................................ 16 4. History Wizard ................................................................................................ 18 5. Fill Range ........................................................................................................ 22 6. Field Search..................................................................................................... 24

III. Bloomberg Worksheet Functions in Excel........................................................... 27 1. BLP Function .................................................................................................. 27 Note III.1.1: ............................................................................................................... 28 Note III.1.2: ............................................................................................................... 29 2. BLPH Function ............................................................................................... 31 Note III.2.1: ............................................................................................................... 33 Tips III.2.1:................................................................................................................ 34 3. BLPSH Function ............................................................................................. 35 Tips III.3.1:................................................................................................................ 36 4. BLPI Function ................................................................................................. 37 5. BLPB Function................................................................................................ 41 6. General Tips .................................................................................................... 43

IV. Practical Examples ................................................................................................. 45 1. Download Data for Corporate Bonds....................................................................... 45

Find Corporate Securities Ticker: ............................................................................. 45 Download Data in Excel File: ................................................................................... 48

2. Download Data for Required Index ......................................................................... 49 Find Index Securities Ticker: .................................................................................... 50 Download Data in Excel File: ................................................................................... 52

3. How to save the Bloomberg Download Data without formulas .............................. 54 V. API Error Library ................................................................................................. 59

Introduction ............................................................................................................... 59 1. #N/A................................................................................................................ 60 2. #N/A Auth ....................................................................................................... 60 3. #N/A Auth -3001............................................................................................. 60 4. #N/A Auth -4001............................................................................................. 60 5. #N/A Com ....................................................................................................... 61 6. #N/A Data CTRL .......................................................................................... 61 7. #N/A End ........................................................................................................ 61


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8. #N/A FLD ....................................................................................................... 61 9. #N/A Hist Fld .................................................................................................. 62 10. #N/A History ................................................................................................... 62 11. #N/A N Ap ...................................................................................................... 62 12. #N/A N.A. ....................................................................................................... 62 13. #N/A N/A ........................................................................................................ 63 14. #N/A NA ......................................................................................................... 63 15. #N/A NtrdVal.................................................................................................. 63 16. #N/A Nested.................................................................................................... 63 17. #N/A Period .................................................................................................... 64 18. #N/A Perm ...................................................................................................... 64 19. #N/A RevOrd .................................................................................................. 64 20. #N/A Rl Tim ................................................................................................... 64 21. #N/A Sec ......................................................................................................... 65 22. #N/A Shntrd .................................................................................................... 65 23. #N/A Size ........................................................................................................ 65 24. #N/A Start ....................................................................................................... 66 25. #N/A Tim ........................................................................................................ 66 26. #N/A Trd ......................................................................................................... 66 27. #N/A Unknown ............................................................................................... 66 28. #N/A Sec Tp.................................................................................................... 67 29. #N/A Neg ........................................................................................................ 67 30. #N/A OvrdVal ................................................................................................. 67 31. #N/A Full ........................................................................................................ 67 32. #N/A ShYieldFlg............................................................................................. 67 33. #N/A BulkFld.................................................................................................. 67 34. #N/A Ccy ........................................................................................................ 68 35. #N/A Dberr...................................................................................................... 68 36. #N/A InvalidRepl ............................................................................................ 68 37. #N/A ShDates.................................................................................................. 68 38. #N/A MD Limit............................................................................................... 68 39. #NAME? ......................................................................................................... 69 40. #REF! .............................................................................................................. 69 41. #VALUE!........................................................................................................ 69 Examples: .................................................................................................................. 70

VI. Appendix ................................................................................................................. 71

This guide is intended to provide a brief introduction to the Bloomberg data download methods, including the API as well as direct download from Bloomberg window methods.


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I. API Brief Introduction

What is API Bloomberg Application Program Interface (API) offers clients the ability to bring Bloomberg data and analytics into their Excel spreadsheets or proprietary applications.

Bloomberg s API allows you to: - Access over 7000 fields of data from the vast Bloomberg database - Create custom applications with Microsoft Excel or your own

proprietary models. - Run over 20 Bloomberg Analytical Calculations within your custom

application thereby getting the values you would expect to see from common Bloomberg functions such as Yield Analysis (YA), Option Adjusted Spread (OAS1) and historical fundamentals (FA) for a portfolio of securities.

API contents: - Excel Add-in Tools

Table Wizard, History Wizard, Intra-day Wizard and Bulk Wizard.

- Excel Formula writing

command statements that include BLP, BLPH, BLPSH, BLPI, and BLPB

- Calculation Overrides or Bloomberg Analytical Calculation formulas

Note:

1) Bloomberg data download wizards: These provide step by step assistance for retrieving over 9000 types of data including real time, historic and analytical fields.

2) Bloomberg Excel Worksheet Functions: You can write simple functions to retrieve and manipulate data. This method is highly flexible and efficient.

This draft would explain in details on how to illustrate API contents such that you can achieve the API functions. In chap II you will learn how to download data by using five excel build-in wizards (Table Wizard, Bulk Wizard, Intra-day History Wizard, History Wizard) and two special excel build-in tools (Fill Range, Field Search). Chap III provides the structure and detailed information on all parameters in each Bloomberg downloading function. Chap IV describes how to get the ability to perform Bloomberg s financial calculations in a customizable sheet. Chap V shows the cause and solution actions for all error messages.

Limitations of the Bloomberg API Many of the Bloomberg API limitations are due to certain limitations imposed by the environment in which the API is being used. Such instances are noted in each of the following categories.


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DDE Limitations -- Depending upon the version of Microsoft Windows you are running, you will encounter the following DDE limitations when using Microsoft DDE Links:

- Windows NT: There is a maximum limitation of approximately 14,000 open DDE Links at any given time. If this limitation is exceeded, the DDE sub-system breaks and requires the user to reboot his/her machine. This is a known bug in the DDE implementation by Microsoft.

- Windows 2000: There is a maximum limitation of approximately 10,000 open DDE Links at any given time. If this limitation is exceeded, the DDE sub-system breaks and requires the user to reboot his/her machine. This is a known bug in the DDE implementation by Microsoft and is reported on Microsoft's MSDN website (http://msdn.microsoft.com) in Article #326591: "Maximum NT User Hanldes Per Process Is 10,000 in Windows 2000" (Knowledge Base). For information on how to fix this bug, search the MSDN site's Knowledge Base using the article number as the keyword.

- Windows 9x: The Windows 9x (95/98/ME) Operating Systems possess a limit to the overall length of all combined DDE links to 48K. The link will break if this value is surpassed.

If the limit is surpassed, all future links will not display data and you may encounter a "Low on Memory" error message. In order to help you remain below the 48K limitation, a minimized DDE Window displays the updated length of all combined DDE links. If you happen to surpass this limit you can recover by removing all DDE links above the limit without the need to reboot your PC.

DDE Limitations -- Each DDE Link cannot be greater than 256 characters. This is a Microsoft limitation and can be calculated by adding up all characters and spaces in your link.

Historical BLP DDE Link (BLP|H! Link) Limitations -- Since we are using Microsoft DDE Links, we have to rely on formats supported by the DDE system and supported by Microsoft Excel. For various reasons, the most suitable data format to be utilized with Excel DDE links is XL Table. However, due to a 32K limitation of the XL Table, the Historical BLP link is also affected by the same limitation.

- BLP() and BLPSH() Functions:

This limitation is dependent upon which version of Microsoft Excel you are using. If you are using any supported version of Excel earlier than Excel 2002, then the BLP() function uses DDE links and possesses a limit equal to those described in the DDE Limitations topic earlier on this page.

However, if you are using the BLP() function in Microsoft Excel 2002, or greater, then there is no limitation to the size of your request, other than the limitation of Microsoft Excel (see below), as well as your CPU speed,

http://msdn.microsoft.com


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bandwidth and memory. RTD is a new Microsoft technology introduced in Microsoft Office XP.

Microsoft Excel -- There is a limitation of 65,536 (64K) rows and 256 columns for a Microsoft Excel worksheet. This applies to Microsoft Excel 97, 2000 and 2002. For versions before Excel 97, the maximum number of rows is 16,384 (16K) and 256 columns.

Note:

All Bloomberg API functions can be run on Microsoft Excel at the Bloomberg machine in the Skiles Building room 133.

How to install the API Step one: Log in the Bloomberg Machine in Skiles Room 133 using your math/QCF user name and password.

Step two: Go to START

ALL PROGRAMS

BLOOMBERG

INSTALL EXCELL BUILD-IN

You will get the following message window


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Step three: In the pop up Installing Bloomberg Excel Add-In window, press INSTALL

Now you are ready to download data from Bloomberg into excel spreadsheets.

Suggestions for Download Data Request Reponses: For different type of data download request, you can use different methods.

If you need to download some information on a particular date and only once, I will recommend using the Wizard to download those data. Because it will easy for you to follow the simple steps and get the result data. Especially for historical data download, since the Excel function for this type data download is really complicated.

If you want to have a Excel sheet which can be used again and also can be distributed to other users. I will recommend using the Excel function, because in the following study you will explore the flexibility to customize your data set. Also you can make a fancy Excel template.

For different financial market, you can refer to the IV Practical Examples to get more ideas.

In the practical experience, please learn to use the Field Search Wizard and Fill Range Wizard will help you to get the request data in fast way.

Relationship to other QCF Documentations: Please refer to the http://www.qcf.gatech.edu/academic/Bloomberg/bloomberg.html

for other good Bloomberg Documents.

If you are new to the Bloomberg System, please see the Quick Start Guide-PartI and PartII first. And if you have any particular financial market request, there are some documents about Equities and Fixed Income Guide.

You also will see a Quick Start document for Data download, which is a good document to give you a brief idea about the data download methods. But in the full version data download documents, you will get more detail in every related method and also you will

http://www.qcf.gatech.edu/academic/Bloomberg/bloomberg.html


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get error table with possible solving actions. Also more practical examples will be shown in the document.


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II. Excel Add-in Tools

The simplest way to download data is using the Excel Add-in Tools. The first operation procedure is to open a Microsoft Excel in a Bloomberg machine, Then,

in Toolbar

or in the Bloomberg drop down menu,

you can find the following five wizards:

1. Table Wizard to download current prices and descriptive information.

2. Bulk Wizard

to download blocks of data such as company description, the members of an index, the cash flows for a bond or the dividend history for a stock.

3. Intra-Day History Wizard

to download intra-day intervals for a security or a list of securities.

4. History Wizard

to download historical prices and fundamentals for a security or securities of your choice such as Volume or Net Income over time.

5. Weather Wizard

to download real time weather information for various geographic locations such as High/Low/Mean temperatures.

The other tools are Fill Range , Field Search and Enable Real time updates , which are mostly useful in the Bloomberg Worksheet Functions Data Download section.

Tip II: If you have any questions about the Bloomberg Excel Add-in Tools, go to the Bloomberg drop down menu and choose the Bloomberg Add-in Help,


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1. Table Wizard

to download current prices and descriptive information.

Step One Open Table Wizard

Open a new or existing work book in Microsoft Excel, click on or choose the Table Wizard

under the

Bloomberg submenu. The introduction page can be skipped in future sessions by selecting the option (Please do not show this page again). Then press Next>.

Step Two Select Securities

Enter a valid ticker or ticker/exchange combination flowed by the relevant yellow market sector key (either click on the appropriate yellow key in the wizard or use your keyboard to select the appropriate yellow key) under Ticker. You can also use identifiers such as CUSIPS or ISINs to choose from the Ticker Type drop down menu followed by the relevant sector key if the identifier parameter is specified. Press Add. Repeat for additional

securities, then press Next>. Tip II.1.2:

If you do not know the ticker information you can click the

to find out the right ticker for your request securities.

Enter the search key word of the security under Name then choose the relevant yellow market sector key (either click on the appropriate yellow key in the wizard or use your keyboard to select the appropriate yellow key). Press GO. Double click the selected security or press Done to add it to the ticker list. press Next>.

Tip II.1.1: Press green button Help to go to the Bloomberg Add-in Help dialog for more information.


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Step Three Select Fields

Choose a folder and double click to reveal the contents. Select the field(s) of choice and press Next>.

To view the description of a field, right click on it and select the Extended Description.

Tip II.1.3:

In order to find a particular field, just click on the

for a keyword search dialog. Back to the original complete fields list, just click on Reset then click OK.

Step Four Layout Options

In the Orientation box, you can indicate if you would like your data to be displayed horizontally or vertically.

In the Chart Options box, you can check Display chart then press Next> to create a chart in the following pop up Table wizard dialog. Otherwise, press Finish and the data will populate your spreadsheet.

In the Spreadsheet Link Type box, please select one suitable for you by referring to the Note

II.1.1.


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Note II.1.1:

Add and remove columns?

Speed of update?

Data changes by changing the field?

Speed of update?

Single-cell Yes Slower BLP Yes Slower Multi-cell No Faster DDE

No Faster

It indicates a trade-off between speed and flexibility.

Summarizing these features

Single-cell Multi-cell BLP Slowest, most flexible Flexible field changes only DDE Flexible column changes only Fastest, least flexible (fill region uses

this one)

Step Five (Option) Chart Setup

In the Chart Setup dialog, you can give the chart a title in the Chart Title box. In the Option box, you can choose the location and type of the chart. Also you can select and deselect the Securities and Fields appear on the chart in the Information For Charting box. Press Finish.

Example:

Step Two:

Securities:(Enter IBM under Ticker

Click on yellow key EQUITY

Click on Add; Enter YHOO under Ticker


Click on Add) Step Three:

Fields: (in the Price folder, select Ask Price (PX_ASK), Bid Price (PX_BID) and Last Price (PX_LAST)) Step Four:

Check Display chart Options. Step Five:

Chart Title: IBM & YHOO PRICE


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Note II.1.2:

you will see a select Overrides dialog after the Select Fields

dialog, just press Next> to the Layout Option dialog. I will give detail information about Overrides in the Calculation Overrides section in this document.

Result: You will get the following table in Sheet1 and IBM & YHOO PRICE figure in Chart1.


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2. Bulk Wizard

to download blocks of data such as company

description, the members of an index, the cash flows for a bond or the dividend history for a stock.

Step One Open Table Wizard

Open a new or existing work book in Microsoft Excel, click on or choose the Bulk Wizard

under the Bloomberg submenu. The introduction page can be

skipped in future sessions by selecting the option (Please do not show this page again). Then press Next>.


Same as Step Two in the Table Wizard section Step Three Select Fields

Same as Step Three in the Table Wizard section

Step Four Layout Options

If you select the use Excel BLPB function as link type, you will have option to aggregate the bulk information in a single cell. Press Finish.

If you select more than one security in the Select Securities dialog, you also have options to choose how to display the bulk information in the worksheet. Please see the Multi-sheet box.

Example:

Step Two:





Click on Add)

Step Three:

Fields: (in the Descriptive Info folder, select Company Address (Company Address) and Company Description (Cie Des Bulk))

Step Four:

Spreadsheet Link Type: select Use Excel BLPB function; Decorations: check Aggregate in a single cell; Multi-sheet: check all the items.


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Result: You will get the following Table 1 in IBM Equity sheet and Table 2 in YHOO Equity sheet.


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3. Intra-day History Wizard

to download intra-day intervals for a

security or a list of securities.

Step One Open Intra-day History Wizard

Open a new or existing work book in Microsoft Excel, click on or choose the Intra-Day History Wizard

under the Bloomberg submenu. The introduction

page can be skipped in future sessions by selecting the option (Please do not show this page again). Then press Next>.


Enter a valid ticker or ticker/exchange combination flowed by the relevant yellow market sector key (either click on the appropriate yellow key in the wizard or use your keyboard to select the appropriate yellow key) under Ticker. You can also use identifiers such as CUSIPS or ISINs choosing from the Ticker Type drop down menu followed by the relevant sector key if the identifier parameter is specified. Press Add. Repeat for additional securities, then press Next>. Step Three Select Fields

Choose the fields you want to show on the table with the combination of the primary fields and aspect fields. Press Next>.

Step Four Time Options

In the time option dialog, you can set the Bar Size in minutes, Start Time, End Time. Also you can choose the order in which the returned data points are presented in the spreadsheet. Press Finish.

Filler selection is to format the type of data returned for times where no trades have been executed.


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Note II.3.1:

intraday history is available for up to 50 business days. Any prior

requests will be met with the #N/A History Error. (For the error information, see the Error Library in this document)

Example:

Step Two:



Click on

Add; Enter YHOO under Ticker



Fields: (in the Choose Primary Fields, select Trade and Bid. In the Choose Aspect Fields, select Volume, Close and Number of Ticks. Step Four:

Bar Size: 5 minutes; Start Time 07/13/2005 00:00; End Time 07/14/2005 00:00; Time ordering: Reverse chronological; Select all the Options; Filler: Only active days;

Result: You will get the following table in Sheet1


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4. History Wizard

to download historical prices and fundamentals for a

security or securities of your choice such as Volume or Net Income over time.

Step One Open History Wizard

Open a new or existing work book in Microsoft Excel, click on or choose the History Wizard

under the Bloomberg submenu. The introduction page can

be skipped in future sessions by selecting the option (Please do not show this page again). Then press Next>.


Same as Step Two in the Table Wizard section Step Three Select Fields

Same as Step Three in the Table Wizard section

Step Four Select Time Parameters

Choose specific start/end date, time periods, or a combination of both.

For relative dates (calendar, fiscal, or actual) select Custom Time Settings (Equities) (CUSTOM). This option is only available for Equity .

Note II.4.1:

current refers to the date you open the spreadsheet. So using the options labeled as current will continue to update the historical values as time goes forward. (e.g. Fixed timeperiod from current)

Step Five (option) Select Custom Time Settings (Equities Only)

After selecting Custom Time Settings (Equities) (CUSTOM), you will be able to specify a Date Type for both start and end date (either Fixed or Relative).

Fixed date type will allow you choose a Specific Date or a specific financial /calendar period such as FQ22005, CQ32005.


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Relative date type allows you to move backward or forward a certain number of periods from the As Of selection. For example, in the End date, choose a Date Type of Relative, set the As Of selection to Custom then check Fiscal, set Calendar, Semi-Annual, 2, 2004. Under Move, select Back, 10, Actual, Months. This allows you to go back 10 actual months from the financial period at 2004 calendar semi-annual second period.

Step Six Select General Parameters

Choose a Periodicity for your download. When a custom time parameter has been select in step four, you can adjust the periodicity on a calendar, fiscal, or actual basis. You can also select chronological or reverse chronological order, a Currency (see appendix for whole list) for the data to be converted to and whether or not to display the non-trading weekdays and

weekends. Press Next>.

Step Seven Layout Options

You can indicate if you would like your data to be displayed horizontally or vertically. By selecting the Display chart option, a new dialog will be available which will allows you to create a chart.

If you select the use Excel BLPB function as link type, you will have option to aggregate the bulk information in a single cell.

If you select more than one security in the Select Securities dialog, you also have options to choose how to display the bulk information in the worksheet. Please see the Multi-sheet box.

If you have checked Display Chart, press Next>. Otherwise. Press Finish> and data will populate your spreadsheet.


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Step Eight (Option) Chart Setup

In the Chart Setup dialog, you can give the chart a title in the Chart Title box. In the Option box, you can choose the location and type of the chart. Also you can select and deselect the Securities and Fields appear on the chart in the Information For Charting box. Press Finish.

Example:

Step Two:






Fields: (in the Price folder, select Last Price and Volume). Step Four:

Select Custom Time Settings(Equities). Step Five:

Start date: Date Types: check Fixed; select Fisc/Calendar: Fiscal, Quarter, 2, of 2003; (FQ22005) End Date: Date Types: check Relative; As Of: Check Custom and Fiscal, Fiscal, Semi-Annual, 1, 2005; Move: Back, 5, Actual, Months; (FS122005-5AM) Step Six:

Periodicity: Acutal, Daily; Currency: Default; Time ordering: Chronological; Quote: Yield; Quote Calculation: Closing quote; Non-trading days and weekends: Include non-trading weekday: Display #N/A N/A. Step Seven:

Multi-sheet: check both options; Orientation: check Fields along the row; check the Display chart; Step Eight:

Chart Title: Example for History Wizard; Location: New Chart Sheet; check both securities; only check Volume in the Fields box.

Result: You will get the following table in Sheet1


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5. Fill Range The Fill Range command can automatically create an updating table of prices from column and row headers. It can create various kinds of supported link types without requiring the user to explicitly type them into cells.

There are two ways to call up the Fill Range tool:

Select Fill Range|Go option from the Bloomberg submenu on the Excel s main menu.

Click on the Fill Range button on the Bloomberg Tool Bar. Step One Enter Securities

Enter a list of securities in Excel. Be sure to add the yellow market sector key.

Step Two Enter Fields

Enter the desired fields to return the desired data, you can using the Field Search Tool. (See the Field Search Tool section)

Step Three

Click the Home cell and call up Fill Range

Click the Home Cell

above the first Bloomberg recognized security and to the left of the first Bloomberg recognized data field (A1). Call up Fill Range by the above 2 ways.

Step Four Choose the data link type

Select the data link type, and then press OK. For data link type information please see the Note in the Table Wizard Step Four Layout Option.


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Example:

Step One:

Enter SPX INDEX, IBM EQUITY, CBM Govt, 373406BW6 Muni, ED799190 Corp in the Cell A2:A6. Step Two:

Enter Name, PX_LAST in the Cell B1:C1 Step Four:

Select Single cell DDE links Result: you will get the following table in Excel


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6. Field Search

The Field Search tool is the best way to find fields which can help you to find the name of the Bloomberg field for the particular information about some security you are looking for. You can choose one or more keywords to describe the information you are looking for and use the Field Search tool. It will search the Bloomberg Data dictionary for you and show you all the fields that have one or more of these key words in their mnemonics or names.

Note II.6.1: Mnemonic is a shortened nick name of a Bloomberg field that is used as its identifier on the spreadsheets. For example, Bid Price Value Of A Basis Point field has BID_PX_VAL_BP mnemonic.

There are two ways to call up the Fill Range tool:

Select Field Search

option from the Bloomberg submenu on the Excel s main menu.

Click on the Field Search button on the Bloomberg Tool Bar.

Note II.6.2: You also can search the Bloomberg name of the information you are

looking for in every wizard, just click on Fields Search button

positioned just above the Available Fields List on Fields Search page of every wizard (See Tip II.1.2)

Step One Select the Field Search Tool

Click on the Field Search

button

or Select the Field Search

from the Bloomberg submenu.


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Step Two Select Market Sector(s)

Click on the Yellow sector button to choose the single or combination of

sector(s). You can choose All market to select all market sectors. Note:

Red Button

Label Indicates Selected.

Step Three

Enter Keywords

Enter the desired keywords into the Show fields that contain box. If the selected option to the right of Show fields that contain is All then only the fields that contain all of the search words are displayed in the Found Fields

List. If the option Any is used then all of the fields that contain at least one of the search words are displayed in the Found Fields List.

Step Four Select Fields Catalog

Check Monitoring fields and Static fields to see all of the fields available in the Table wizard. Check Historical fields to see all of the fields available in the History Wizard Bulk Formatted Fields Only box will all you to see only the fields that are available in the Bulk Wizard. Then press Search.

Step Five Select fields and Choose Position

Select the desired fields by simply click on them in the Found Fields List or click the Select All button to choose all found fields. A checkmark will appear next to the selected fields. You can click on the selected fields again in order to deselect them. You also can select the fields display position in the Position mnemonics option box. Then click Apply to place the data field on the spread sheet.


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Tips II.6.1:

You can look the detail information about the found field by pointing on the desired field and clicking the mouse RIGHT button. Example: Point to the Volume and click the mouse right button. A small box of the Extended Description of Volume will pop up.

There is a legend figure in front of each field; you can click the Legend button on the top right corner in the Fields Search Tool window to know the detail information of different legend figure.


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III. Bloomberg Worksheet Functions in Excel

Bloomberg s Worksheet functions work consistently as Excel s own worksheet functions (SUM, AVERAGE). It is a flexible and efficient way to retrieve data dynamically in Excel. This section describes in details about functions provided by Bloomberg.

Bloomberg offers five worksheet functions defined as follows:

BLP Current data on hundreds of fields (replicates Table Wizard) BLPH Historical data sets on a subset of fields (replicates History Wizard) BLPSH Single history data point. Powerful complement to BLPH BLPI Historical Intraday data sets BLPB Bulk data (replicates Bulk Wizard)

1. BLP Function = BLP (SECURITY, FIELD(S),OVERRIDES*,IDENTIFIER*) Note: * denotes option parameter; BLP is not case sensitive for any of the parameters. Purpose:

To bring in current data for a range of fields, and used to perform Calculation overrides (See Calculation Overrides section for more detail)

Parameters:

SECURITY A valid ticker or ticker/exchange combination followed by relevant yellow market sector key (Please see the NOTE). You can also use identifiers such as CUSIPS or ISINs followed by the relevant sector key if the identifier parameter is specified. Tip: only one security allowed. Example: IBM US EQUITY, DBR 04 09 GOVT

FIELDS One or more recognized field mnemonics representing the data you want to bring in. To find field mnemonics, you can use the field search wizard on the Bloomberg Excel Add-in Tools (See Field Search subsection under the Excel Add-in Tools section) Example: PX_ASK (Ask price), YLD_CNV_ASK (Ask yield according to convention)

OVERRIDES

(optional) There are values which user assigns to particular fields so that Bloomberg s financial calculations can be performed in Excel. The detail information will be described in a whole section called Calculation Overrides. You also can go to the BBXL menu for more information.

Note: BLP Function is the only function to get the real time data which will update on the screen without you doing anything). And the only subset of fields are real time and these are visible through the TABLE WIZARD fields folder named REAL TIME QUOTES ( refer to the CHAP II SECTION ONE STEP THREE).

Tip: You can use the FIELDS SEARCH TOOL select the Monitoring fields and Static fields to get the mnemonics for Real Time Quotes fields (refer to the CHAP II SECTION SIX)


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IDENTIFIER (optional)

The security identification type if the security is not entered as ticker or ticker/exchange combination. You can also stipulate the identifier type from the security parameter. The whole list of available identifiers will be listed in appendix. Example: CUSIP, ISIN.

Note III.1.1:

All parameters may be embedded in the function or referenced via cells.

How to referencing Parameters via cells

Referencing the parameters via cells provides you with a way of dynamically changing the data you see by changing the contents of the referenced cells. Example one: =BLP( IBM EQUITY , LAST PRICE ) VS =BLP(A1,A2) If A1 = IBM EQUITY and A2 = LAST PRICE then the above two phase will give the same value. But if you change A1 to YHOO EQUITY then =BLP(A1,A2) will give the last price for Yahoo equity not IBM Equity any more.

Now it will be a good time to talk about one of the key points to bringing in data into excel is the ability to bring in data over multiple securities. One of the key time saving features of a spreadsheet is the ability to copy functions down (or across) and have the cell references adjust automatically depending on the direction in which you copy. This would allow you to copy a function over multiple securities with little difficulty.

To copy a function, select the cell containing the function, move the mouse pointer over the bottom right hand corner of the border of this cell, press and hold down the left mouse button and drag the mouse down through all the cells you want to copy to.

Suppose you have a list of securities in the A column starting at A1. in B1, you write the function: =blp(A1,"px last"). You can then copy this function from B1 down through to wherever the securities finish and you will bring in PX_LAST for all the securities in the A column - Excel automatically adjusts A1 cell reference to A2, A3, A4 etc as you copy down so you are referencing the correct security.

Absolute Referencing: stopping the auto adjustment of cell references when copying formulas

As we have seen, Excel automatically adjusts cell references when you copy a formula. In most cases this is fine, but suppose we want to keep referencing the

Note: The identifier may be passed to the system via the security parameter. Eg. 459200101 Equity Cusip is same as IBM US Equity, but the first format means you do not have to give an identifier parameter to BLP for it to work. Note that the identifier comes after

the yellow market sector key. ie. =BLP( 459200101 Equity Cusip , PX_ASK ) is same as

=BLP( 459200101 Equity , PX_ASK , Cusip )


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SAME cell as we copy down the formula - for example if there is a field there, or a date for BLP or BLPSH.

To do this we have to tell Excel to fix the reference to the cells containing the fields. Assuming we have a security in A3 and fields in B2 and C2, compare the following two formulas which we would type into B3

=blp(A3, B2:C2) Relative referencing of B2:C2 =blp(A3, $B$2:$C$2) Absolute referencing of B2:C2

When we copy the SECOND formula down from row 3 to row 4 for example, the security is taken from A4, but the reference to the fields remain as B2:C2.. The first formula however will adjust down the reference to the fields B3:C3 which will result in an error.

Note that instead of typing in the cell addresses into the above formula, you can actually click on them. (Once you have typed in the '=' before the blp, Excel recognizes you are giving it a formula). This said, after you have selected the range B2:C2, you can easily insert the $ signs by hitting the F4 key - a simple shortcut for absolute referencing.

KEY NOTEs: 1. Referencing parameters via cells provides much greater flexibility 2. No double quotes were required when you enter the text into the cell A1 and A2. For more Tips about referencing parameters please refer to

All the valid sector keys:

Yellow market sector keys are ALWAYS required for the security Parameter. Unfortunately they do not exactly match the text on the yellow key buttons on the Bloomberg keyboard. For convenience they are included the Govt, Corp, Mtge, Muni, Pfd, Equity, Comdty, Index, Curncy, Client.

Notice: the extra 'o' and 'u' in Comdty and Curncy as compared with the yellow key mnemonics on your keyboard

Note III.1.2: New with the installation of Office XP, Microsoft installs a new technology called RTD*, which is currently being incorporated into the Bloomberg BLP() function for Microsoft Excel 2002 users. In the Skiles Rm 133, the Bloomberg machine has this function. So when the BLP function is entered into cells on an Excel worksheet, RTD will be automatically used instead of DDE. For example, if you type the BLP formula =BLP( ("IBM equity","last price") in a cell then the BLP function will now look something like this:


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=blp("IBM equity","last price",,,RTD("BLOOMBERG.RTD","","IBM Equity","LAST PRICE")

You also can get the same result if you type in the =RTD("BLOOMBERG.RTD","","AA Equity", "LAST_PRICE").

*RTD (Real Time Data): Retrieves real-time data from a program that supports COM automation. The RTD COM Automation add-in must be created and registered on a local computer. No RTD servers are shipped with Microsoft Office XP, so if you haven't installed a real-time data server, you will get an error message in a cell if you try to use the RTD function. When the server has been programmed to continually update results, unlike other functions, RTD formulas will change when Microsoft Excel is in AUTOMATIC calculation mode.

See {WAPI<GO>} for more information on RTD Technology

Examples of BLP:

You can copy and paste the following in a particular cell Content Cell =blp( IBM US EQUITY , PX LAST ) A3 =blp( DBR 04 09 GOVT , PX ASK ) A5 =blp( DBR 04 09 GOVT , PX BID, PX ASK ) A7 =blp(A11,B10) B10 =blp(A15,$B$14:$C$14) B14 Result:


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2. BLPH Function = BLPH (SECURITY, FIELD(S), START DATE, END DATE*, POINTS*, REVERSE*, PERIOD*, NON-TRADING DAYS*, FILLER*, DATES*, ROWS, COLUMNS, DIRECTION*, SHOW PRICE*, CURRENCY*, GPA*) Note: * denotes option parameter; BLPH is not case sensitive for any of the parameters. Purpose:

To retrieval of multiple historical data points on a range of fields (pricing and

fundamentals) in a more flexible manner than the History Wizard. The API now allows for the retrieval of data using relative dates, as well as the calendarization of fundamental fields so comparison of companies with a typical fiscal periods are easily aligned on a calendar basis. Parameters:

SECURITY A valid ticker or ticker/exchange combination followed by relevant yellow market sector key (Please see the NOTE). You can also use identifiers such as CUSIPS or ISINs which you would stipulate following the yellow market sector key. Example: IBM US EQUITY, DBR 04 09 GOVT, 459200101 US EQUITY CUSIP

FIELDS One or more recognized field mnemonics representing the data you want to bring in. To find field mnemonics, you can use the field search wizard on the Bloomberg Excel Add-in Tools (See CHAP II SECTION SIX) Example: PX_ASK (Ask price), NET INCOME (net income).

START DATE

A fixed or relative date to indicate the beginning of the historical download. Make sure the entered format matches the setting in Start

Control Panel

Regional Settings. Usually MM/DD/YYYY. Be sure the format of the cell is Date format (see below note for help the format setting). Please see using Relative Start & End Dates to request historical data in the below notes.

END DATE (optional)

A fixed or relative date to indicate the end of the historical download Make sure the entered format matches the setting in Start

Control Panel

Regional Settings. Usually MM/DD/YYYY. Be sure the format of the cell is Date format (see below note for help the format setting). If omitted, data comes through to current date. Please see using Relative Start & End Dates to request historical data in the below notes.

POINTS (optional)

The maximum number of periods to download from the end date going back in time. See PERIOD to indicate Days, Weeks, Month, Quarters or Years

Note: if a field is not available historically, #N/A Hist is return. (See Error Library for more error information) Tip: Fields available for use with BLPH are the fields that appear in the History wizard.

Note: #N/A Start is returned where start date is not valid (e.g. a weekend) (See Error Library for more error information)


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REVERSE (optional)

A Boolean value where TRUE represents a reversal in chronological order (most recent first).

PERIOD (optional)

Sets the periodicity of the data. Based periods: D-daily, W-weekly, M-monthly, Q-quarterly, S-semi-annually or Y-yearly as well as relative periodicity options(see the blow notes for more information).

NON-TRADING (optional)

Sets whether to include Non-trading days. N

All weekdays(show Mon-Fri), C

All calendar days(everyday). If omitted, it will show all trading days

FILLER (optional)

Formats the type of data returned for non-trading days, where you have selected to display non trading days. N

display #N/A NA , C

Carries over last available data(show the previous trading day s value) Default is Carry Over.

Note: No double quotes required. Default setting is FALSE. #N/A RevOrd occurs, where you have entered TRUE or FALSE in

double quotes

Notes: 1. Default setting is the most frequent available. 2. The periodicity you indicate will determine the frequency and

calendar type (C-calendar, F-Fiscal(only with Q,S and Y), A-actual) of the output.

Actual Periods (AD, AW, AM, AQ, AS, AY), These revert to the actual date form today (if the end date is left bank) or from the End Date. For example if the end date is 07/01/2005. Using AM as the PERIOD displays the 1st of each month.

Calendar Periods(CD,CW,CM,CQ,CS,CY). For pricing fields, these revert to the last business day of the specified calendar period. For fundamental fields however, when requesting CQ(Calendar Quarter), CS(Calendar Semi-annual) and CY(Calendar Year), fundamentals are adjusted as follows:

o CQ1 The quarter reported between Feb 16 and May 15 o CQ2 The quarter reported between May 16 and Aug 15 o CQ3 The quarter reported between Aug 16 and Nov 15 o CQ4 The quarter reported between Nov 16 and Feb 15 of the

following year o CS1 The semi-annual reported between April 16 and Oct 15 o CS2 The semi-annual reported between Oct 16 and April 15

of the following year o CY -- The annual figure report between July 16 and Jul 15 of

the following year

Fiscal Periods(FQ,FS,FY). These periods revert to the fiscal period end for the company


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DATES (optional)

A Boolean value to set whether or not to return the dates alongside the data. FALSE represents no dates, TRUE show date (Default setting).

ROWS Number of rows downloaded. Please skip this parameter (mark with comma if using additional parameter eg. DIRECTION, SHOW PRICE, CURRENCY, GPA

COLUMNS Number of columns downloaded. Please skip this parameter (mark with comma if using additional parameter eg. DIRECTION, SHOW PRICE, CURRENCY, GPA

DIRECTION (optional)

A Boolean value where TRUE displays the values HORIZONTALLY and FALSE display the data vertically(Default setting). Selecting the FIELDS vertically will download the data horizontally. Please see the below examples.

SHOW PRICE (optional)

Enter P to display price for bonds which are quoted in yield (Only applicable to fixed income securities)

CURRENCY (optional)

Enter the 3 letter ISO code, in quotation marks or currency. (see the appendix for the whole Currency list) Default is the local currency for the security)

GPA (optional)

Choose to use the average or closing price for the period. G request the average pricing for the choosing PERIOD. Leave empty for default.

Note III.2.1:

All parameters may be embedded in the function or referenced via cells

For a list of fields available historically, refer to the History Wizard

all fields that are available once a security is entered are historical fields.

All or some of the optional parameters maybe left out

(in which case the default values will be used). Leave an extra comma in lieu of the parameter you are excluding.

Example: The closing price of Microsoft form 1/1/00 through 1/1/02 in reverse chronological order would be requested through the following statement: =BLPH( MSFT Equity , PX LAST , 1/1/00 , 1/1/02 ,,TRUE)

BLPH uses ActiveX technology to retrieve data (as opposed to DDE which was default for History wizard with versions 2.2 or older) this is quicker and more efficient than a DDE link via the History Wizard.

How to format the cell to be Date setting

Step one: choose the target cell and click the right button on your mouse. Select the Format Cells (To choose the whole column or row by clicking the top letter or left number of it)

Step Two: Under the Number section, choose the Date in the Category and Type. Press OK.


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Tips III.2.1:

You can use BLPTODAY() or TODAY() and BLPNOW() in the START OR END DATE parameters to get historical data. Eg. =BLPH( IBM EQUITY , LAST PRICE ,BLPNOW()). Also you can get a rolling history of 50 days in the Start or End date, you could use =BLPTODAY()-50, =TODAY()-50 or BLPNOW()-50 as the start or end date. Important note: please do not use NOW(), it will make the excel run all the time. You can try the TIP III.2.1 Example in the related Excel file named Examples for download document under sheet named Example for BLPH .

Use REFERENCE CELL to get ride of the sequence calculate errors. You can use reference cell to fill the option parameters, to omit them you just leave them blank instead of giving the value of the parameter. (See the Example for download document Example for BLPH Tips III.2.1 Example Example: =BLPH(A20,A22:A24,B20,C20,D20,E20,F20,G20,H20,I20,4,25,L20,M20,N20,O20)

Note: You have to enter the Required Parameters.


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3. BLPSH Function

=BLPSH(SECURITY, FIELDS, DATE, NON-TRADING DAYS*, FILLER*,[OMIT], CURRENCY*) Purpose:

To bring in a single point of historical data for a specified date and field

Parameters:

SECURITY A valid ticker or ticker/exchange combination followed by relevant yellow

market sector key (Please see the NOTE). You can also use identifiers such as CUSIPS or ISINs which you would stipulate following the yellow market sector key. Example: IBM US EQUITY, DBR 04 09 GOVT, 459200101 US EQUITY CUSIP

FIELDS One or more recognized field mnemonics representing the data you want to bring in historically. To find field mnemonics, you can use the field search wizard on the Bloomberg Excel Add-in Tools (See Field Search subsection under the Excel Add-in Tools section) Example: PX_ASK (Ask price), PE_RATIO (Price/Earning ratio).

DATE A specific date, entered in the format that matches the settings in the control panel (Start --> Control Panel --> Regional Settings. Usually MM/DD/YY or MM/DD/YYYY.)

Be sure to format the cell is Date format (see Note III.2.1 for help the format setting).

NON-TRADING (optional)

Sets whether to include Non-trading days. N

All weekdays only (show Mon-Fri), C

All calendar days (everyday). If omitted, it will show all active trading days only.

FILLER (optional)

Formats the type of data returned for non-trading days, where you have selected to display non trading days. N

display #N/A NA , C

Carries over last available data (show the previous trading day s value) Default is Carry Over.

CURRENCY (optional)


Note: if a field is not available historically, #N/A Hist is return. (See Error Library for more error information)

Tip:

To always display a date 20 days ago (for example) you can use the =BLPTODAY()-20 formula.

Note:

Using the formula:=blpsh("IBM US EQUITY","LAST PRICE","08/06/05","c","c") you will get the last available price even if the specified date falls on a Saturday or Sunday. (See the Example for more detail). However, BLPSH WILL ONLY GO BACK BY 20 DATA POINTS so if there are no prices in the last 20 working days you will get #N/A Hist. (See Error Library for more error information)


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Tips III.3.1:

You can use BLPNOW() or NOW() and BLPTODAY() or TODAY() in the DATE

parameters to get single point historical data for the most recent value. Eg. =BLPSH( IBM EQUITY , LAST PRICE ,BLPNOW()). Also you can use BLPNOW()-1 to get the previous day close price. You can try the TIP III.3.1 Example in the related Excel file named Examples for download document

under

sheet named Example for BLPSH .

Examples of BLPSH:

You can copy and paste the following in a particular cell Content Cell =blpsh( IBM US EQUITY , PX LAST , 08/22/05 ) A3 DBR 04 09 GOVT A5 PX BID B5 PX ASK C5 08/22/05 D5 =blpsh(A4,B4:C4,D4) A6 =blpsh( IBM US EQUITY , PX LAST , 08/06/05 , c , c ) A8 Result:


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4. BLPI Function

=BLPI?(SECURITY, FIELD(S), START DATE TIME, END DATE TIME*, BAR SIZE*, REVERSE ORDER*, DATE TIME*,ROWS, COLUMNS, DIRECTION*, FILLER*)

= BLPI (BASE FIELD, SECURITY, FIELD(S), START DATE TIME, END DATE TIME*, BAR SIZE*, REVERSE ORDER*, DATE TIME*,ROWS, COLUMNS, DIRECTION*, FILLER*)

Purpose:

To provide historical intra-day data for a specified time period, bar size and field. Parameters:

BASE FIELD

Side of the market for which you are requesting Intraday data. Examples: BEST_BID, BEST_ASK, LAST TRADE. #NA Base Fld occurs because of the incorrect base field value.

SECURITY A valid ticker or ticker/exchange combination followed by relevant yellow market sector key (Please see the NOTE). You can also use identifiers such as CUSIPS or ISINs which you would stipulate following the yellow market sector key. Example: IBM US EQUITY, DBR 04 09 GOVT, 459200101 US EQUITY CUSIP

FIELDS A valid field mnemonic. Any of the following may be used: OPEN, HIGH, LOW, LAST_PRICE, NUMBER_TICKS, VOLUME. #NA Fld

occurs because of the incorrect field value.

START DATE TIME

A start date followed by a space followed by a time. The date should be entered in the format that matches the settings in the control panel (Start --> Control Panel --> Regional Settings. Usually MM/DD/YY or MM/DD/YYYY.) The time format should be in the format: HH:MM.

Be sure to format the cell is Date format (see Note III.2.1 for help the format setting).

END DATE TIME (optional)

An end date followed by a space followed by a time. Sets the End Date Time for the data, refer to the above for formatting requirements. If omitted, data downloads until present. #NA End occurs if End date is not

Note:

Intraday history is available for up to 50 business days. Any prior requests will be met with the #N/A History error. #NA Start occurs if start date is not a date, or in the future.

Note: The difference with BLPI? And BLPI

BLPI? use T, A, B indicates Trade, Ask and Bid values

BLPI use first parameter BASE FIELD to indicate the information (See Parameter BASE FIELD for more information)

Note:

? = T (BLPIT) indicates that the values returned should be from Traded values

? = A (BLPIA) indicates that the values returned should be from Ask values

? = B (BLPIB)

indicates that the values returned should be from Bid values


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a date, or before start.

BAR SIZE (optional)

Sets the granularity of the data received. Entered as a whole number which represents minutes. If omitted, defaults to 1 min which is the lowest level of granularity possible.

REVERSE (optional)

A Boolean value where TRUE represents a reversal in chronological order. DATES TIME (optional)

A Boolean value where FALSE indicates the date time will not be shown.

ROWS Number of rows downloaded. Please skip this parameter (mark with comma if using DIRECTION for horizontal download)

COLUMNS Number of columns downloaded. Please skip this parameter (mark with comma if using DIRECTION for horizontal download)

DIRECTION (optional)

A Boolean value where TRUE displays the values HORIZONTALLY while FALSE displays the data vertically (defaults to FALSE). Selecting the FIELDS vertically will download the data horizontally. (See Example for more detail)

FILLER (optional)

Formats the type of data returned for times where no trades have been executed. N

display #N/A NA , C

Carries over last available data (show the previous trading day s value) Default is Carry Over.

CURRENCY (optional)


Examples of BLPI?:

You can copy and paste the following in a particular cell Content Cell =BLPTODAY() C1 =BLPIT("YHOO US EQUITY","LAST_PRICE","09/01/05 15:00","09/01/05 16:00",5)

A3

=BLPIB("YHOO US EQUITY","LAST_PRICE","09/07/05 16:00",,10) A17 =blptoday()-100 A21 =blptoday()-99 A22

Note: No double quotes required. Default setting is FALSE. #N/A RevOrd occurs, where you have entered TRUE or FALSE in

double quotes.

Note: No double quotes required. Default setting is TRUE (show dates).

Note: The maximum bar size is 1440 (60min*24hr). #N/A Unknown occurs, where you have entered bar size bigger than 1440.


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=BLPIA("YHOO EQUITY","LAST PRICE",A21,A22) A23 =BLPIT("YHOO EQUITY","LAST PRICE",A21,,1440) A25 Result:

Examples of BLPI:

You can copy and paste the following in a particular cell Content Cell =BLPTODAY() C1 =BLPI("LAST TRADE","YHOO US EQUITY","LAST_PRICE","09/01/05 15:00","09/01/05 16:00",5)

A3

=BLPI("BEST_BID","YHOO EQUITY","LAST PRICE","09/07/05 16:00",,10)

A17

=blptoday()-100 A21 =blptoday()-99 A22 =BLPI("BEST ASK","YHOO EQUITY","LAST PRICE",A21,A22) A23 Result:


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5. BLPB Function

= BLPB (SECURITY, FIELD, [OMIT], [OMIT], ROWS, COLUMNS, AGGREGATE IN ONE CELL*) Purpose:

To generate bulk data calls in a highly customizable manner

Parameters:

SECURITY A valid ticker or ticker/exchange combination followed by relevant yellow

market sector key (Please see the NOTE). You can also use identifiers such as CUSIPS or ISINs which you would stipulate following the yellow market sector key. Example: IBM US EQUITY, DBR 04 09 GOVT, 459200101 US EQUITY CUSIP

FIELD The data field mnemonic that Bloomberg provides bulk data for. Examples: INDX_MEMBERS, FLT_CPN_HIST

ROWS Number of rows downloaded. Please skip this parameter (mark with comma if using DIRECTION for horizontal download)

COLUMNS Number of columns downloaded. Please skip this parameter (mark with comma if using DIRECTION for horizontal download)

AGGREGATE IN ONE CELL

(optional)

Optional Boolean flag that must be set if return data is to be placed in one cell. TRUE displays the data in one cell.

Note III.5.1:

The BLPB function has a 10,000 character buffer.

Examples of BLPB:

You can copy and paste the following in a particular cell Content Cell =BLPB("IBM US Equity","OPT_CHAIN") A3 =BLPB("UKX Index","INDX_MEMBERS") D5 =BLPB("IBM 7 11/05/07 Corp","CALL_SCHEDULE") F8

Result:

Note: #N/A MultiFlds occurs when more than one field is selected.

Note: #N/A MultiSecs is returned when more than one security is selected.


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6. General Tips 1. The Bloomberg worksheet functions are NOT CASE SENSITIVE and

UNDERSCORES are NOT required. Hence PX_ASK, Px_ask, px ask, pX_ask etc all achieve the same thing.

2. REAL TIME DATA i. BLP Function is the only function to get the real time data which will update on

the screen without you doing anything). And the only subset of fields are real time and these are visible through the TABLE WIZARD fields folder named REAL TIME QUOTES ( refer to the CHAP II SECTION ONE STEP THREE).

ii. You can use the FIELDS SEARCH TOOL select the Monitoring fields and Static fields to get the mnemonics for Real Time Quotes fields (refer to the

CHAP II SECTION SIX) iii. Any field with a PX in it is NOT a real time field iv. Fields which are not real time can be updated by refreshing links. Method 1:

double click the formula and press Enter/Go ; Method 2: Clicking on the yellow lightning bolt on the Bloomberg toolbar ;

3. In practice it is far more effective to reference cells containing parameters rather than 'embedding' them within the statement. See the section below for details. Note that embedding parameters within the statement means that double quotes are required around all text and date parameters.

4. SECURITY SECTOR KEY Yellow market sector keys are ALWAYS required for the security Parameter. Unfortunately they do not exactly match the text on the yellow key buttons on the Bloomberg keyboard. For convenience they are included the Govt, Corp, Mtge, Muni, Pfd, Equity, Comdty, Index, Curncy, Client.

Notice: the extra 'o' and 'u' in Comdty and Curncy as compared with the yellow key mnemonics on your keyboard

5. IDENTIFIERS: The default identifier for the security is TICKER/EXCHANGE. However any of the following can be used:

AIBD, AUSTRIA, BELG, CEDEL, COMNUM, CUSIP, DENMRK, DUTCH, EUROCLR, FRENCH, ISIN, ISMA, ITALY, JNCOMNUM, JAPAN, LUXEMBRG, NORWAY, RGA, SEDOL1, SEDOL2, SPAIN, SWEDEN, VALOREN, WERTP.

The identifier always comes after the yellow market sector key as the security parameter, unless you are stipulating it separately as the identifier parameter using BLP(refer to CHAP III SECTION ONE).

6. OPTIONAL PARAMETERS


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As you will have seen, some parameters for the Bloomberg Excel Functions are marked * as an option. For those parameters you can pass it, and then the default value will be chosen. If you want to set some value to one parameter and omit other parameters which are in the middle of a parameter sequence, you must add comma to maintain the correct sequence of the parameters.

Example 1: In the EXAMPLE OF BLPI?, we want to get the 1440 min interval Yahoo trade data from 100 days ago till current time. We omitted the END DATE TIME parameter which is the 4th parameter is in the parameter sequence, but need to set the bar size to 1440 minutes. So we write the formula as =BLPIT( YAHOO EQUITY , LAST PRICE ,A21,,1440), there are two comma between A21 and 1440 .

You can use the flexibility of REFERENCE CELL to get ride of the sequence calculate errors. You can use reference cell to fill the option parameters, to omit them you just leave them blank instead of giving your value.

Example 2: In the EXAMPLE OF BLPH

REFERENCE CELL, We use the BLPH function and refer all the parameters to cells.

=BLPH(A20,A23:A25,B20,C20,D20,E20,F20,G20,H20,I20,4,26,L20,M20,N20,O20)

Giving all the required parameters, we can choose to give some optional parameters value and leave the other blank. If we want to set the PERIOD to W for weekly, but did not want to set any of the other optional parameters, we could achieve this by setting F20 to be W (note: without ).


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IV. Practical Examples 1. Download Data for Corporate Bonds

In order to download some information about corporate bond, we need to know the target bond ticker in the Bloomberg system then using the Table wizard or Excel function methods to download the requested data to the excel file. So in this section, I will introduce the step by step method to find a corporate bond ticker and the easiest method to download the requested data.

NOTE: Please see the Excel file named CorpBondExample.xls for the result table.

Find Corporate Securities Ticker: Step one: Go to the Bloomberg page CORP<GO> 1<GO> 1<GO> OR go to any Bloomberg page type Corp TK<GO>

Step two: Type in the known information for example the corporate name GE, IBM or YAHOO <GO>

Step three: Choose the TICKER you are looking for, in the example, GE will be the ticker we are looking for. So just choose anyone with the ticker name GE, for example 22).


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In this result table, you have a lot of options to choose OPTION 1: coupon type under Cpn Typ draw down table.

OPTION 2: Maturity Type under Mty Typ draw down table.

OPTION 3: Exclude Type under Exclude draw down table.


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Also in the result Bloomberg screen you can sort the table based on different column. You can choose Issuer , Coupon , Maturity , Series , Rating , Maturity Type , Country , or Currency by right click the mouse on the corresponding name. In the

example, we choose to sort based on Maturity .

EXAMPLE: In the data download example, we will choose the GE ticker, Floating coupon type, Callable bond, and exclude all the Matured or called bond. We will get the

following Bloomberg Screen.

Use Page Down we will see the following screen:


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If I want to choose all the securities in those two Bloomberg screens to the download

some information, we will use the right top PIN . Hold the PIN and drop to the target excel sheet. For the PAGE 1/2 , hold the PIN and drop to the cell A2 in a opened excel file. For the Page 2/2 , hold the PIN and drop to the cell A22. Because there are total 20 securities in the page 1/2, we want to start the security from page two from A 22.

Then in the Excel file, we can use excel functions or FILL RANGE method to download data for the target securities. In this example, I will show you how to construct a table similar to the previous Bloomberg Screen which give us all the description of the corporate bond.

Download Data in Excel File: Step one: find the FIELDS using Field Search

wizard :

Go to cell B1, Click , choose the Corp , choose all fields except Bulk formatted fields only , type issuer , then <GO>. Select the issuer under the category Descriptive Info .

Now, make sure you click the Position mnemorics option with Horizontally which in the left end corner of the wizard window.

*: Type coupon type in the Show fields that contain , then <GO>. Select the Coupon Type under the category Descriptive Info .


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Do the same procedure as * for all the fields search. To get the following excel table.

NOTE: Refer to the FIELD SEARCH WIZARD section for detailed information.

Step two File in the table using the Fill Range

wizard :

Go to HOME cell A1, click the , choose one fill in method, then <GO>. You will get the following result table.

NOTE: Refer to the FILL RANGE WIZARD section for detailed information.

2. Download Data for Required Index In order to download some information about Index, we need to know the target

index ticker in the Bloomberg system then using the Table wizard or Excel function methods to download the requested data to the excel file. So in this section, I will introduce the step by step method to find an Index ticker and the easiest method to download the requested data.

NOTE: Please see the Excel file named IndexExample.xls for the result table.


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Find Index Securities Ticker: Step one: Go to the Bloomberg page click the INDEX yellow key<GO> 1<GO> OR click the INDEX yellow key<GO> SEARCH<GO>. You will get the following INDEX search page, type in the key word of the target index. Eg. Treasury Strips US <GO> to search the US treasury strips index.

Step two: We will see the following Bloomberg window result, in this window we choose the 12) INDICES/STATISTICS


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Step three: You will see the following result page. In the right top corner of the page, you can see the total results and pages. You can narrow down the result to give more information key word in the yellow tab and search again. In this example, suppose we want to get the ticker of US Treasury Strips 1 year then we will click the 14).

Step four: Then we can get the following Bloomberg Page. The ticker will be the left top corner. We will input this ticker to the Excel sheet to get the required information.

NOTE: usually you can guess the other similar INDEX ticker based on the ticker. For example, C0792Y Index will be the ticker for BFV USD US Treasury Strips 2 Year.


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Step five (option): If you want to get similar index ticker for different parameters, you can use the ALLQ<GO> after step four. In the example we will get the following Bloomberg window.

Download Data in Excel File: Step one: Input the Ticker Write the Ticker to the Excel file cell. In the Excel example, we will try to construct the US Treasury Strips term Structure. So we will use the 3 months, 6 months, 1 year, 2 year, 3 year, 4 year, 5 year, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y. we will use the right

top PIN . See Corp bond section for more detail.

Step two: find the FIELDS using Field Search

wizard :

Go to cell B1, Click , choose the Index , choose all fields except Bulk formatted fields only , type last price , then <GO>. Select the PX_PRICE under the category Pricing .

Now, make sure you click the Position mnemorics option with Horizontally which in the left end corner of the wizard window.

NOTE: Refer to the FIELD SEARCH WIZARD section for detailed information.


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Step three File in the table using the Fill Range

wizard :

Go to HOME cell A1, click the , choose one fill in method, then <GO>. You will get the following result table.

NOTE: Refer to the FILL RANGE WIZARD section for detailed information.


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3. How to save the Bloomberg Download Data without formulas

When you finish download all the data using the above methods to the Excel. In order to keep those data in text format and can not be updated from Bloomberg automatically, you need to save those data without formulas.

The easiest way to do that is using COPY (Ctrl+c) and PASTER SPECIAL function in the Excel. I will use the USD INTEREST RATE SWAP excel file as example. Please follow the 3 steps:

STEP ONE: Create or open the file which has connection with Bloomberg to download the data. Select the data area you want to save from the original download sheet.

E.g. Open the excel file USD INTEREST RATE SWAP and update the data of the file in the white cell of square area A1 to E71. Assume we want to save the download data of square area A1 to E15, select the area as following figure:

The cell with formula


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STEP TWO: Copy those data

Method one: use [Ctrl] + [c] from the keyboard Method two: Click right button of the mouse you will see a list, choose Copy and click the LEFT button of the mouse. As following figure:

NOTE: After the copy command, the solid boundary of the selected area will become flash moving dash line.

STEP THREE: (the most important step) Paste special the data: Go to the file or sheet where you want to store those data. Choose one cell then click the RIGHT button of the mouse, select the Paste Special


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You will see the Paste Special Selection Table as following figure; choose the Values

then click ok


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Then those selected data will be stored as test without formula. As shown in the following data:

Note:

If you have download bunch of data in one sheet and want to save all the data, you can uses the little tricky to do that.

Instead of choose the cell area to copy you can choose the LEFT TOP cell as marked in the following figure in the STEP ONE, and also in the STEP THREE, you can choose the LEFT TOP cell in the new sheet or file to do the Paste Special step.

The cell without formula


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The LEFT TOP cell to select the whole sheet


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V. API Error Library

Introduction When you make a request for Bloomberg data either via a Wizard or one of the worksheet functions, you expect to see data returned. If you do not see data returned, an error will appear instead. These errors are like messages describing as accurately as possible what has gone wrong. Understanding these messages is the key to taking appropriate measures to resolve the problem.

The API Error Library will give you description of all Bloomberg API errors and some related Excel errors and also this library will give the proposed actions to

resolve the problem. Especially when you use the Bloomberg Excel functions to request data. You may meet two broad groups of errors Bloomberg API software errors & Excel errors. Bloomberg handled errors are all preceded by a #N/A. There are three Excel errors that can be invoked when trying to retrieve Bloomberg data. These are #NAME?, #REF! And #VALUE!. These are dealt with in the library. It is important to note that these errors can be brought about for a range of other reasons NOT related to Bloomberg API software.

Bloomberg Handled Errors List

1. #N/A 2. #N/A Auth 3. #N/A Auth -3001 4. #N/A Auth -4001 5. #N/A Com 6. #N/A Data CTRL 7. #N/A End 8. #N/A FLD 9. #N/A Hist Fld 10. #N/A 11. #N/A N Ap 12. #N/A N.A. 13. #N/A N/A 14. #N/A NA

15. #N/A NtrdVal 16. #N/A Nested 17. #N/A Period 18. #N/A Perm 19. #N/A RevOrd 20. #N/A Rl Tim 21. #N/A Sec 22. #N/A Shntrd 23. #N/A Size 24. #N/A Start 25. #N/A Tim 26. #N/A Trd 27. #N/A Unknown 28. #N/A Sec Tp

29. #N/A Neg 30. #N/A OvrdVal 31. #N/A Full 32. #N/A ShYieldFlg 33. #N/A BulkFld 34. #N/A Ccy 35. #N/A Dberr 36. #N/A InvalidRepl 37. #N/A ShDates 38. #N/A MD Limit 39. #NAME? 40. #REF! 41. #VALUE!

Note: If you have any question during the data download, don t forget to double hit the <HELP> key and write a brief note of the problem and the action you have taken to the Bloomberg help desk.


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1. #N/A Type:

Bloomberg handled error / Communication

Cause:

The request for the field is in transition

Action:

Wait for the data to be retrieved. If, after a number of minutes, no data is retrieved and no other error is displayed, there is a communication error.

Close down Excel, shut down the Bloomberg DDE server, then go to START

RUN and type BBSTOP and click <OK> to stop the BBCOMM. Then re-open DDE Server from START

PROGRAMS

BLOOMBERG

DDE SERVER(lightning bolt) followed by Excel. If the problem persists, contact the Help Desk.

2. #N/A Auth Type:

Bloomberg Handled error / Authorization Cause:

#N/A Auth indicates the user is not getting permission to receive data via the API and hence into Excel. This is because the user clicked 'No' when asked if they agree to abide by the terms of the Data Feed Addendum, or, because the Addendum was never signed.

Action:

Shut Down Excel, the DDE and reboot your machine. When prompted with: 'do you agree to abide by the terms of the Data Feed Addendum?' or a similar message, make sure you click 'Yes'. If this fails to resolve, use the BREP <GO> and contact ALYSSA LEWIS who can advise you on signing the Addendum if necessary or offer further help.

3. #N/A Auth -3001 Type:


#N/A Auth -3001 indicates the user has exceeded the 3500 security limitation of real-time data download per user. This limit only applies to real-time streaming data. The request of data will be displayed until the limit is reached and then the error message #N/A Auth -3001 will be displayed with each subsequent request.

Action:

As this is a daily limit, the user's can shorter the list of securities for which real-time data is being requested.

4. #N/A Auth -4001 Type:


Indicates the user has exceeded the limitation of data download per day per user. This limit only applies to static data, not real-time streaming data. The request of data will be displayed until the limit is reached and then the error message #N/A Auth -4001 will be displayed with each subsequent request for both static and real-time data requests.


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Action:

As this is a daily limit, the user's hit count is reset around midnight regionally. After the limitation is reset they can begin to receive data again. The limit implemented is 500,000 pieces of data per user per day.

5. #N/A Com Type:

Bloomberg Handled error / Communication

Cause:

The connection between the BBCOMM (which handles the actual transfer of data from our database to your PC) and the DDE (which passes requests from Excel to the BBCOMM) has been severed.

Action:

Since the connection may be jammed, it is best to restart it. Close down Excel, shut down the Bloomberg DDE server, then go to START->RUN and type "BBSTOP" and click <OK> to stop the BBCOMM. Then re-open DDE Server from START->PROGRAMS->BLOOMBERG->DDE SERVER (lightning bolt) followed by Excel. If the problem persists, contact the Help Desk.

6. #N/A Data CTRL (never happened) Type:

Bloomberg Handled error / Installation Cause:

The operating system has failed to register the file blpdatax.dll - a file which is critical for the data retrieval in DDE version 2.2 or higher. This commonly occurs with a Windows 95 operating system - or any system which has neither Microsoft IE5 or higher or Microsoft Office2000 installed.

Action:

If running Windows 95, ask your PC Support department to install either Microsoft IE5 or higher or Office2000, then, re-install the Bloomberg API software. Check minimum and preferred pc Desktop requirements on BBPC <GO> 2 <GO> 1 <GO>. If problem persists, contact the Help Desk.

7. #N/A End Type:

Bloomberg Handled error / Parameter Mis-specification - BLPH / BLPI Cause:

Exclusive to BLPH and BLPI functions where the End Date parameter is not valid or is set before the Start Date

Action:

Change the end date parameter so that it is valid.

8. #N/A FLD Type:

Bloomberg Handled error / Field Mis-specification Cause:

The field mnemonic you have used is invalid Action:

Check the field mnemonic. The best way to find valid fields is to use the Field Search tool (see Chap II Section 6 Field Search tool). If you have been recommended a field that appears unavailable to you, make sure you are running the latest version of the Data Dictionary(see Note V.8.1). Note that field mnemonics are not case sensitive and underscores are not required


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Note V.8.1: How to check Software Versions?

Type UPGR<GO> to view the versions of API software that you are currently running. Or, you may contact our Technical Support department at the number displayed when you hit the <cancel> key on your Bloomberg.

9. #N/A Hist Fld Type:


The field for which you have requested historical data is not a history field Occurs primarily with BLPH function and BLPSH functions

Action:

Change the field to one which is history enabled. For a list fields which are history enabled, open the History wizard, enter a security and hit Next. The fields listed under the categories displayed are history fields which can be used in conjunction with BLPH.

10. #N/A History Type:

Bloomberg Handled error / Parameter Mis-specification BLPH/BLPSH Cause:

There is no Historical data available for the Date(s) specified. Occurs primarily with BLPH and BLPSH functions.

Action:

Adjust the Date / Date Range as necessary and also confirm that the data is available historically on a Bloomberg screen.

11. #N/A N Ap Type:


The field is not applicable for the security. An example would be trying to retrieve the yield on a stock, or the dividend per share on a bond.

Action:

Change the security or the field so that they are appropriately matched.

12. #N/A N.A. Type:

Bloomberg Handled error / Data Cause:

Data for the specified derived field is not available. There are a number of reasons why this can occur. Of the thousands of fields available to the API, many are derived from contributed data. While Bloomberg System endeavor to calculate and display all fields as soon as the necessary data is made available to us, not all data may be available for a particular field to hold non-null values at all times. This error may also be caused where values stipulated for an overridable field are significantly different from what may be regarded as the 'normal range' of acceptable values. For example assigning the value of 1000 to a yield.


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Action:

If you suspect the data should be available, contact the Help desk detailing the field and security<s> you are using. Check values assigned to overridable fields.

13. #N/A N/A Type:

Bloomberg Handled error / Data

Cause:

The data for the specified history, intraday or real time field is not available. Again, there are potentially a number of causes for this. Some exchanges may not allow data into the API at all if it is not on a real time basis. An example of this is the New York Stock Exchange does not allow a delayed user to download any Bid & Ask data for NYSE listed securities.

Action:

Check if you are signed up for real time data. You can use the EXCH function on the Bloomberg for this. Contact the Help desk detailing the field and security<s> you are using.

14. #N/A NA Type:


To be distinguished from #N/A N.A. and #N/A N/A outlined above, #N/A NA occurs exclusively with the BLPH function when the user has requested the inclusion of Non-trading days, and specifically requested the 'filler' for the non-trading days to be #N/A NA. I.e.: The user has stipulated N for the ninth parameter of the BLPH function. (See Chap III Section 2 FILLER parameters)

Action:

Since this is a user stipulated, no action would be necessary.

15. #N/A NtrdVal Type:

Bloomberg Handled error / Parameter Mis-specification - BLPH Cause:

Exclusive to the BLPH function where the value passed to the optional 'FILLER' parameter (the ninth parameter of BLPH) is invalid. (See Chap III Section 2 FILLER parameter)

Action:

Edit the setting for this parameter to either N or C.

16. #N/A Nested (never happened) Type:

Bloomberg Handled error / Historical data Cause:

May occur when an excel generated date, e.g. =today(), is used within a BLPSH and BLPH formulas.

Action:

This error occurred in a older version of the software and should no longer arise. Therefore if you see this problem please contact the HELP Desk.


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17. #N/A Period Type:

Bloomberg Handled error / Parameter Mis-specification - BLPH

Cause:

Exclusive to the BLPH function where the value passed to the optional 'PERIOD' parameter (the seventh parameter of BLPH) is invalid. (See Chap III Section 2 PERIOD parameter)

Action:

Edit the setting for this parameter.

18. #N/A Perm Type:

Bloomberg Handled error / Permission Cause:

User is not permitted to view the specific field requested, given the security and price provider the user has selected. This error will be returned where the fields requested require third party subscriptions, e.g. many IBES fields (see Note V.18.1).

Action:

Contact third parties to ensure you are subscribed / got permission for the data. If you feel you should be permitted for the field, contact the Help Desk.

Note V.18.1

N.B effective 01-Aug-00, only a limited subset of IBES fields will be available through the API without a subscription to IBES. The 'free' fields are outlined on pages 3 & 4 of a letter to affected clients as at June 24. See BBXL <GO> 14 <GO> 8 <GO>. All questions regarding subscriptions should be made to IBES: New York: 646 822 2800.

19. #N/A RevOrd Type:


Exclusive to the BLPH function where the value passed to the optional 'REVERSE' parameter (See Chap III Section 2 REVERSE parameter) is invalid. There are only two settings for this parameter -TRUE and FALSE. Any deviation from this will result in this error. Note V.19.1:

this parameter is peculiar in the fact that it is a 'Boolean' variable. This means, if you are using it from WITHIN a BLPH function it does NOT require quotation marks around it.

Action:

Edit parameter to either TRUE or FALSE. Remove quotation marks if used from within a BLPH function.

20. #N/A Rl Tim Type:


The security for which real time data is being requested is not being priced in real time. Typically occurs for bonds where the existing price provider is not pricing on an Intra-day basis.


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Note: for Equities the CNDF<GO> setting will affect whether an Equity is recognized by Bloomberg in API.

Action:

Check that the pricing provider is pricing on an intraday or executable basis using the ALLQ<GO> or PCS<GO> screens on the Bloomberg. API, by default will use the price provider selected in your default settings on Bloomberg (FMPS) * Also note that if a provider's price or yield is in Grey on the ALLQ<GO> screen that the value Does not monitor real-time as indicated in the note at the bottom of ALLQ<GO> screen.

21. #N/A Sec Type:

Bloomberg Handled error / Security Mis-specification Cause:

The security for which data has been requested is not recognized by Bloomberg. This will be caused by one of two reasons - either the security has been spelled incorrectly or the yellow market sector key which should append the ticker has been omitted.

Action:

Check the spelling of the security.

If using equity tickers, ensure that you include the exchange ticker.

If using identifiers (e.g cusips, isins etc), ensure that they are correct, and that you have stipulated that you are using such identifiers.

Ensure that you have stipulated an appropriate yellow market sector key. See Note III.1.1 for all valid sector keys.

22. #N/A Shntrd Type:


Exclusive to the BLPH function. The value passed to the 'Non-Trading Days' parameter (the eighth parameter of BLPH) is invalid. The only valid values for this parameter are "N" for Non-Trading Days and "C" for All Calendar Days.

Action:

Edit the setting for this parameter to either N or C. (See Chap III Section 2 NON-TRADING parameter)

23. #N/A Size Type:

Bloomberg Handled error / Miscellaneous Cause:

Data requested forms part of a DDE request where the number of data points due to be returned exceeds Excel's array limitation of 1600 cells. Occurs when requesting a large number of historic data points using a DDE history request.


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Note: Choosing the "Select Fix Time from Current" selection in the "Select Time Parameters" step of the History Wizard will ONLY allow the use of the DDE type request.

Action:

Ensure that you select "Use BLPH" type request on the last step of the History Wizard instead of DDE type request. Another alternative is to adjust time series chosen in the "Select Time Parameters" step within the History Wizard.

24. #N/A Start Type:


Exclusive to the BLPH function where the value passed to the compulsory parameter 'Start Date' (the third parameter of BLPH) is invalid, usually because it is not a valid date format, or because it is a date set in the future.

Action:

Change the Start date parameter so that it is valid. (See Chap III Section 2 START DATE parameter)

25. #N/A Tim Type:

Bloomberg Handled error / Communication Cause:

The request for the field has timed out. After a given period of time (usually 90 seconds) if there is no response from our database, this error will be displayed. It is symptomatic of an underlying communication error (usually caused by the BBCOMM failing to make a connection).

Action:

Close down Excel, shut down the Bloomberg DDE server, then go to START->RUN and type "BBSTOP" and click <OK> to stop the BBCOMM. Then re-open DDE Server from START->PROGRAMS->BLOOMBERG->DDE SERVER (lightning bolt) followed by Excel. If the problem persists, contact the Help Desk.

26. #N/A Trd Type:


The security for which real time data was requested has not traded in more than thirty days. Occurs particularly where selected price providers are not actively pricing the security.

Action:

For fixed income securities, check you pricing provider using FMPS <GO> or PCS <GO>. Contact the Help Desk for further assistance.

27. #N/A Unknown Type:


An error for which there is no other programmed error handler. Occurs infrequently when our development team adds new errors between versions of the DDE software.


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Action:

Contact the Help Desk with details of security, field and details of the request.

28. #N/A Sec Tp Type:

Bloomberg Handled error / Security Mis-specification

Cause:

The specified security type is not among the valid security types (not ticker exchange nor SEDOL nor CUSIP).

Action:

Check that the security is a valid security type and follows the proper syntax.

29. #N/A Neg Type:


The specified field is a numeric field that cannot be negative but the calculated value is negative.

Action:

Check that the data is field is applicable for the security indicated.

30. #N/A OvrdVal Type:

Bloomberg Handled error / Calculation Override Cause:

Invalid override value has been entered for user input within a calculation override BLP statement.

Action:

Check that the proper value is entered into the calculation override.

31. #N/A Full Type:


Indicates that the BLPB function has failed to insert the necessary number of columns due to the final sheet column being occupied.

Action:

Create the BLPB formula on a spreadsheet that has the necessary number of columns available.

32. #N/A ShYieldFlg Type:


Indicates that the BLPH function recognized that the Price/Yield flag parameter is not correct.

Action:

Be sure that the proper input is utilized for the Show Price parameter of the BLPH function. (See Chap III Section 2 Show Price parameter)

33. #N/A BulkFld Type:

Bloomberg Handled error / Field Mis-specification within the BLPB function

Cause:

Indicates that the BLPB function or Bulk DDE link is attempting to use a field that does not conform to the Bloomberg Bulk format.


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Action:

Be sure that a Bloomberg Bulk field is used in the BLPB function.

34. #N/A Ccy Type:

Bloomberg Handled error / Miscellaneous

Cause:

Indicates that the currency specified does not exist

Action:

Be sure that the currency is a 3 letter ISO code. Use the History Wizard to get a list of valid currencies or refer the Valid Currencies List in the Appendix

35. #N/A Dberr Type:

Bloomberg Handled Error / Security Mis-specification Cause:

The security for which data has been requested is not recognized. This will be caused by one of two reasons - either the security has been spelled incorrectly or the yellow market sector key which should append the ticker has been omitted.

Action:

Check the spelling of the security. If using equity tickers, ensure that you include the exchange ticker. If using identifiers (e.g CUSIPS, ISINS etc), ensure that they are correct, and that you have stipulated that you are using such identifiers.

36. #N/A InvalidRepl Type:

Bloomberg Handled Error / Miscellaneous Cause:

Indicates that an unspecified error has been identified. Action:

Contact the Bloomberg 24 hour Help Desk via <HELP><HELP> to troubleshoot.

37. #N/A ShDates Type:


Exclusive to the BLPH Function. This error message occurs when the value passed to the "Dates" parameter (the tenth parameter of BLPH) is invalid. The only valid values for the "Dates" parameter are TRUE and FALSE.

Action:

Edit the setting for this parameter to either TRUE or FALSE. The entry of "TRUE" of "FALSE" with quotation marks will also cause this error. (See Chap III Section 2 DATES parameters)

38. #N/A MD Limit Type:

Bloomberg Handled Error / Data Limit Cause:

Exclusive to the Market Depth fields in API, when you go over the 500 security monitoring limit, this is the error message received.

Action:

Adjust the number of securities being monitored for Market Depth information.


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39. #NAME? Type:

Excel Handled Error

Cause:

Text comprising the formula name is not recognized. Specific Cause in relation to Bloomberg Software Either one of the worksheet functions has been mis-spelt, or the Add-In has been disabled, or one of the files BLP.XLA or BLPH.XLA has been deleted or the software has not been installed.

Action:

Check the spelling of the function. Check that between the Window and Data menu options in Excel, you can see the Bloomberg menu option (indicating the Add-In has been installed) From the Excel menu, select Tools --> Add-Ins, and ensure that the Bloomberg Add-In is checked.

Search for the files BLP.XLA and BLPH.XLA In extreme cases where these have been deleted, a re-installation of the DDE will be necessary.

40. #REF! Type:

Excel Handled Error General Cause:

Where a cell reference is not valid. Specific

Cause:

Rin relation to Bloomberg Software. Referencing a Dynamic Data Exchange (DDE) topic which is unavailable. This means that the Add-In BLP.XLA is not correctly referenced in the spreadsheet. This error will only occur when using the BLP function, and is only supported insofar as it relates to the BLP function.

Action:

Check that the Bloomberg DDE Server is open (located on the Windows Taskbar).

Click the Lightning Bolt icon at the top of Excel to "Enable Real-Time Links". If #REF! persists, click on START FIND FILES OR FOLDERS and search for BLP.XLA. Once located, go back to Excel, click on EDIT LINKS CHANGE SOURCE and navigate to the directory where the BLP.XLA resides and select it.

41. #VALUE! Type:

Excel Handled Error General Cause:

A parameter used contains data of the 'wrong type' e.g text where a number is

Expected. Specific Cause:

Relation to Bloomberg Software. The problem here is that Excel uses this error as a capture-all error where a

Note V.39.1:: The BLPH function requires a minimum of DDE 2.2 and the BLPI, a minimum of DDE 3.0 otherwise #NAME? will result.

Note V.40.1::If this is not open, click on START PROGRAMS

BLOOMBERG

DDE SERVER.


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parameter has been mis-specified. Bloomberg Add-In will override this error for specific problems i.e most of the Errors outlined above give errors which are different to #VALUE! because Bloomberg have programmed them that way. There are instances where the #VALUE! error can sneak through -e.g leaving out the quotation marks around a field when embedding within a BLPH. This said, the Cause for this Error remains the same for our functionality - namely parameter mis-specification of some kind.

Action:

Check that the parameters are correctly specified and of the right 'type'.

Examples: In the following examples, I will show you some common error and the solving method.

In this example, we can see five common errors. For the #N/A Sec, that because IBM and IBM corp are invalid security name. So if you change them to be IBM equity then we can get the right solution. First, check the missing market yellow key. Second, check the right market yellow key.

For the #N/A Fld, that because BID price is not the right field name. Go to the Field Search Wizard to check the right field name.

But please see the Cell F4, it has wrong security name and field name. But you can see the field error has higher priority than the security error problem.

For the #N/A N/A, the data is not available. In the IBM Equity example, IBM is traded in the NYSE which does not allow a delayed user to download any BID & ASK data for NYSE listed securities.

#N/A N.A. which means data for the specified derived field is not available. The reason for that is NYSE does not apply this bid information for us. We need to buy some silences to get the information. If you suspect the data should be available, contact the Help desk detailing the field and security<s> you are using.

#N/A Rl Tim which means the security for which real time data is being requested is not being priced in real time. For EQUITY you can type the TICKER EQUITY ALLQ to check the data availability. But in the example INDEX you can not use this function to get the right answer.


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VI. Appendix I. Valid Security sector Key: Govt, Corp, Mtge, Muni, Pfd, Equity, Comdty, Index, Curncy, Client. II. Valid Identifiers: TICKER/EXCHANGE, AIBD, AUSTRIA, BELG, CEDEL, COMNUM, CUSIP, DENMRK, DUTCH, EUROCLR, FRENCH, ISIN, ISMA, ITALY, JNCOMNUM, JAPAN, LUXEMBRG, NORWAY, RGA, SEDOL1, SEDOL2, SPAIN, SWEDEN, VALOREN, WERTP

III. State Code: ALABAMA

AL MASSACHUSETTS MA

SOUTH DAKOTA SD ALASKA AK MICHIGAN MI

TENNESSEE TN ARIZONA AZ MINNESOTA MN TEXAS TX ARKANSAS

AR MISSISSIPPI MS

UTAH UT CALIFORNIA CA MISSOURI MO

VERMONT VT COLORADO CO MONTANA MT

VIRGINIA VA CONNECTICUT

CT NEBRASKA NE WASHINGTON WA DELAWARE DE NEVADA NV

WEST VIRGINIA WV FLORIDA FL NEW HAMPSHIRE NH

WISCONSIN WI GEORGIA GA NEW JERSEY NJ

WYOMING WY HAWAII HI NEW MEXICO NM

D. OF COLUMBIA DC IDAHO ID NEW YORK NY

PUERTO RICO PR ILLINOIS IL NORTH CAROLINA NC

VIRGIN ISLANDS VI INDIANA IN NORTH DAKOTA ND

OTHER TERR OT IOWA IA OHIO OH

TRUST TERR TT KANSAS KS OKLAHOMA OK

AMER SAMOA AS KENTUCKY KY OREGON OR

CANAL ZONE CZ LOUISIANA

LA PENNSYLVANIA PA

GUAM GU MAINE ME RHODE ISLAND RI MARYLAND MD SOUTH CAROLINA SC

IV. Valid Currencies List SO STAN DARD

COUNTRY

SO STAN DARD

COUNTRY

SO STAN DARD

COUNTRY

SO STAN DARD COUNTRY

AD ANDORRA CU

CUBA KI KIRIBATI PZ PANAMA CANAL ZONE

AE UNITED ARAB EMIRATES CV

APE VERDE KM COMOROS QA QATARI

AF AFGHANISTAN CX

HRISTMAS ISLAND KN

ST. KITTS AND NEVIS RE REUNION

AG ANTIGUA AND BARBUDA CY

YPRUS KP

KOREA, DEM. PEOPLE'S REP.(NORTH) RO ROMANIA

AI ANGUILLA CZ

ZECH REPUBLIC KR KOREA, REPUBLIC OF (SOUTH) RU

RUSSIAN FEDERATION


Page 72 of 73

AL ALBANIA DE

ERMANY KW KUWAIT RW RWANDA

AM ARMENIA DJ

JIBOUTI KY CAYMAN ISLANDS SA SAUDI ARABIA

AN NETHERLANDS ANTILLES DK

ENMARK KZ KAZAKHSTAN SB SOLOMON ISLANDS

AO ANGOLA DM

DOMINICA LA

LAOS PEOPLE'S DEMOCRATIC REP. SC SEYCHELLES

AQ

ANTARCTICA DO

DOMINICAN REPUBLIC LB LEBANON SD SUDAN

AR

ARGENTINA DZ

LGERIA LC ST. LUCIA SE SWEDEN

AS

AMERICAN SAMOA EC

CUADOR LI LIECHTENSTEIN SG SINGAPORE AT

AUSTRIA EE

STONIA LK SRI LANKA SH ST. HELENA AU AUSTRALIA EG

EGYPT LR LIBERIA SI SLOVENIA

AW

ARUBA EH

ESTERN SAHARA LS LESOTHO SJ SVALBARD AND JAN MAYEN ISLANDS

AZ

ZERBAIJAN ER

RITREA LT LITHUANIA SK SLOVAKIA

BA

OSNIA AND HERZEGOVINA ES

PAIN LU LUXEMBOURG SL SIERRA LEONE BB

ARBADOS ET

THIOPIA LV LATVIA SM SAN MARINO

BD

ANGLADESH FI NLAND LY LIBYAN ARAB JAMAHIRIYA SN SENEGAL

BE

ELGIUM FJ JI MA MOROCCO SO SOMALIA

BF

URKINA FASO FK

ALKLAND ISLANDS (MALVINAS) MC MONACO SR SURINAME

BG

BULGARIA FM

MICRONESIA (FEDERATED STATES OF) MD

MOLDOVA, REPUBLIC OF ST

SAO TOME AND PRINCIPE

BH

AHRAIN FO AEROE ISLANDS MG MADAGASCAR SV EL SALVADOR

BI

RUNDI FR RANCE MH MARSHALL ISLANDS SY

SYRIAN ARAB REPUBLIC

BJ

ENIN GA GABON MK

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