MATLAB: Does Bloomberg give “Invalid Security” error when using getdata with ISIN

Datafeed Toolbox

I am trying to get total return of a security( given ISIN) between a start period and end period.

Given ISIN for Nestle SA is CH0038863350. In excel, I typically combine the ISIN number in following way.

CH0038863350 ISIN and it fetches the required fields.

I am trying to do the same in Matlab but it results in " Invalid Security"

fromdate1= '06/30/2017';

todate1='07/31/2017';

startDate = datestr(fromdate1,'YYYYmmDD');

endDate = datestr(todate1,'YYYYmmDD');

crncy= 'USD';

z= 'CH0038863350 ISIN' ;

StocksYTDret= getdata(c,z,'CUST_TRR_RETURN_HOLDING_PER',…

{'CUST_TRR_START_DT','CUST_TRR_END_DT','CUST_TRR_CRNCY'},…

{startDate,endDate,crncy})

It results in error. Could you tell me what is the best way to get the data as I have 1000+ ISIN numbers to fetch data fronm Bloomberg.

Best Answer

According to the Bloomberg API, the security ISINs should be given in the format '/isin/CH0038863350'. Failure to do so will return a struct with an ERROR field of "Invalid Security" and the data will be NaN.

>> z = '/isin/CH0038863350';

>> StocksYTDret = getdata(c,z,'CUST_TRR_RETURN_HOLDING_PER',{'CUST_TRR_START_DT','CUST_TRR_END_DT','CUST_TRR_CRNCY'},{startDate,endDate,crncy})

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MATLAB: How to use the “blp.realtime” function to retrieve BID, ASK and LAST_PRICE data using the “v3stockticker” event handler in Datafeed Toolbox R2014a

The "realtime" method of the "blp" class sets up a timer to listen to incoming data from the Bloomberg server. Every time an event, such as a trade, occurs the event handler specified as the 4th input argument to "realtime" is executed. The event handler is the function in charge of processing the incoming data. The "v3stockticker" event handler is an example event handler. It was written to show how to display LAST_TRADE and VOLUME information in the Command Window. It is the responsibility of the user to write his or her own event handler in order to process the correct data.

For example, if you wanted to display the BID, ASK and LAST_PRICE fields in the Command Window in a similar fashion as "v3stockticker" does, you could use the attached exampleEventHandler.m file.

Note that you are not restricted to displaying the data in the Command Window. For example, the "v3pricevol" event handler is an example that illustrates how to display, and continuously update, incoming trades on a chart:

>> [subs,t] = realtime(c,'IBM US Equity',{'Last_Price','Volume'},'v3pricevol')

MATLAB: Total return data from Bloomberg

Hello Bryan,

By looking through the Bloomberg API Documentation for this field, you can see that you need to specify 'CUST_TRR_START_DT' and 'CUST_TRR_END_DT' in order to specify the time period over which you want the return. You can read about this by setting the equity to 'MSFT US Equity' in the Bloomberg Terminal, selecting the 'Fields' option, and searching for 'CUST_TRR_RETURN_HOLDING_PER'.

With this in mind, it is necessary to override these values in your Bloomberg query. The documentation linked below shows how to do this: https://www.mathworks.com/help/datafeed/blp.getdata.html#bt79nr9-1

The MATLAB Command that performs this is written below:

>> getdata(c,'MSFT US Equity',...
'CUST_TRR_RETURN_HOLDING_PER',...
 {'CUST_TRR_START_DT','CUST_TRR_END_DT'},...
 {'20080901','20090901'})
   ans = 
       CUST_TRR_RETURN_HOLDING_PER: -9.7714

Best Answer

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MATLAB: How to use the “blp.realtime” function to retrieve BID, ASK and LAST_PRICE data using the “v3stockticker” event handler in Datafeed Toolbox R2014a

MATLAB: Total return data from Bloomberg

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