When I request data from Bloomberg using
Ticker = 'EURCHF Curncy'; Mnemonic= 'PX_LAST'; BBStartString= '03/31/11'; BBEndString= '04/01/11'; Freq= 'mas'; Connect = bloomberg; DataB1 = fetch(Connect,Ticker,'HISTORY',Mnemonic,BBStartString, BBEndString,Freq)
I obtain the result 1.3012 for 31-Mar-2011.
But using the equivalent
Ticker = 'EURCHF Curncy'; Mnemonic= 'PX_LAST'; BBStartString= '03/31/11'; BBEndString= '04/01/11'; Per = {'monthly' 'all_calendar_days' 'previous_value'} Connect = blp; DataB2 = history(Connect,Ticker,Mnemonic,BBStartString,BBEndString,Per)
I obtain the result 1.3153 for 01-Apr-2011.
I would like to know why the dates of the results are different. Moreover, I would like to use BLP, but get monthly data for the end of month just like using Connect = bloomberg.
Best Answer