CODEWITHSUNDEEP
excelfunctionbloomberg
Jonny
Jonny

Reputation: 11

Bloomberg Excel API: using ISIN and stock data missing

I'm trying to download financial information (market and accountant information) for a long list of firm. I'm using the BDH function with the ISIN, and it works but only for accountant information. Instead for the market information such the volatility it give me "#ND /ND". But if I try to select manually the security with their name, istead of using the ISIN, Bloomberg give me the volatility I want. Why? What can I do? This is a screenshot of my excel:

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Where in the colum H I use the function 

=BDH($C2;$I$1:$Z$1;$E2;$E2;"Quote=A";"Days=A";"Per=Y";"Dts=S")

Upvotes: 1

Views: 4710

Answers (1)

assylias
assylias

Reputation: 328598

I suspect it is due to a combination of using an ISIN (which is ambiguous because it refers to a company but not a specific listing) and Per=Y.

I suggest the following as a starting point:

  • find the primary ticker using =BDP(C2, "EQY_PRIM_SECURITY_TICKER")
  • find the primary exchange using =BDP(C2, "EQY_PRIM_SECURITY_PRIM_EXCH")
  • concatenate the 2 to get a valid ticker: =ticker & exchange & " Equity"
  • use this BDH formula: =BDH(full_ticker, "VOLATILITY_30D", 20171231, 20171231, "Days=A,Fill=P,Dates=H")

Upvotes: 1

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