MATLAB: Does the Datafeed Toolbox allow you to specify derivatives by their ISIN

bloombergcusipDatafeed Toolboxisin

CUSIPs are identification numbers for North American securities. The Datafeed Toolbox will allow you to specify a derivative by its CUSIP.

I would like to know how I can specify my security by its international identification number (ISIN).

Best Answer

This enhancement has been incorporated in Release 14 Service Pack 3 (R14SP3). For previous product releases, there are no workarounds.

Related Solutions

MATLAB: What does the ‘Ident’ field in the BLOOMBERG.FETCH command refer to in Datafeed Toolbox 3.1 (R2008a)

'Ident' refers to the security identifier for a given Bloomberg query using the FETCH command. When no value is specified for 'Ident', the default option used by the command is CUSIP. These are the options available:

     'TICKERX'      'Ticker-Exchange'   
     'CUSIPX'       'CUSIP-Exchange'    
     'CUSIP8'       'CUSIP(8char)'      
     'CUSIP'        'CUSIP'             
     'TICKER'       'Ticker'            
     'EUROCLR'      'Euroclear'         
     'ISMA'         'ISMA'              
     'SEDOL1'       'Sedol-1'           
     'SEDOL2'       'Sedol-2'           
     'CEDEL'        'Cedel'             
     'WERTP'        'Wertpapier'        
     'RGA'          'RGA'               
     'ISIN'         'ISIN'              
     'DUTCH'        'Dutch'             
     'VALOREN'      'Valoren'           
     'FRENCH'       'French'            
     'COMNUM'       'CommonNumber'      
     'JAPAN'        'Japanese'          
     'BELG'         'Belgian'           
     'DENMRK'       'Danish'            
     'AUSTRIA'      'Austrian'          
     'LUXEMBRG'     'Luxembourgeois'    
     'SWEDEN'       'Swedish'           
     'NORWAY'       'Norwegian'         
     'ITALY'        'Italian'           
     'JNCOMNUM'     'JapanCompanyNumber'
     'SPAIN'        'Spanish'           
     'FIRMID'       'FirmIdentifier'    
     'MISC'         'Misc.Domestic'     
     'AIBD'         'AIBD'              
     'CINS'         'CUSIPInternational'
     'IRISH'        'IrishSedolNumber'  
     'CATS'         'MalaysianCATSCode' 
     'STCM'                  [1x24 char]
     'TICKERDIV'    'Ticker-Dividend'   
     'CLIENT'       'Client-Portfolio'  
     'TCA'          'Ticker-Coupon-Age' 
     'OBJECTID'     'Getmonidbyobjectid'
     'APIR'         'APIR'              
     'TCM'                   [1x22 char]

The available options for the 'Ident' field in the FETCH command are listed under the 'bbsectype' vector of the BBFIELDS.MAT documentation file.

The following example illustrates using the FETCH command.

   C = bloomberg;
   D = fetch(C,'US444333111','HISTORY','LAST_PRICE','8/01/99','8/10/99',[],'USD','ISIN')

The previous example returns the closing price converted to US dollars for the given dates for the given security ISIN id using the default period of the data.

These examples can also be located by executing 'help bloomberg.fetch' at the MATLAB command prompt.

MATLAB: How to specify an issue by its SEDOL number in the Datafeed Toolbox

This enhancement has been incorporated in Release 14 Service Pack 3 (R14SP3). For previous product releases, there are no workarounds.

Here's a sample function call:

blb = bloomberg;
% Return today's trade time series for the given security SEDOL1 id
% aggregated into 5 minute intervals.
d = fetch(blb,'2224563','TIMESERIES',NOW,5,'Trade','SEDOL1');

Best Answer

Related Solutions

MATLAB: What does the ‘Ident’ field in the BLOOMBERG.FETCH command refer to in Datafeed Toolbox 3.1 (R2008a)

MATLAB: How to specify an issue by its SEDOL number in the Datafeed Toolbox

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