CODEWITHSUNDEEP
excelfinancebloombergquantitative-finance
dydcmlc
dydcmlc

Reputation: 11

Getting historical options data using bloomberg into excel

I'm trying to get the option price from 11/8/17 to 14/8/17 with the 12/20/19 expiration for the 4200 put on the SX5E Index.

I wrote the code below but it gives me an N/A Invalid Field error. 

=BDH("SX5E 12/20/19 P4200 Index",11/8/2017,14/8/2017)

I tried changing the dates around and adding a 0 before the 8 but it does not work and the security name is valid as I searched it on bloomberg and fixed an error that said it was invalid from before.

Upvotes: 1

Views: 4319

Answers (1)

assylias
assylias

Reputation: 328785

You haven't specified a field. Say you want to retrieve the daily price, you can use PX_LAST for example:

=BDH("SX5E 12/20/19 P4200 Index", "PX_LAST", 20170811, 20170814)

Also note that I'm not sure it will work with the date format you are using, I've changed it to yyyymmdd. Alternatively you can use references to other cells containing the dates you need.

Upvotes: 0

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