I am not able to access trade data using the following code outside of market hours. I am using the following code for this
c=bloomberg;a = fetch(c,'C Equity','TIMESERIES',{'05/20/2011 04:00','05/20/2011 09:30'});
However, I am able to access the BID and ASK data without any issues. I faced a similar issue with Excel, but found a workaround for it by using the following BDH code
BDH("SPY US EQUITY","BID, TRADE, ASK","5/20/2011 9:00:00 AM","5/20/2011 9:29:59 AM","Dir=V","Dts=S","Sort=A","IntrRw=True","CondCodes=S","QRM=S","ExchCode=H","BrkrCodes=H","RPSCodes=H","BICMICCodes=H","Type=S","Price=S","Size=S")
"CondCodes=S"and "QRM=S" are the condition code used to display all the trades pre and post market.
When I Used, "CondCodes=H"and "QRM=H" I saw the same issue as with MATLAB.
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