I need to create a sheet will all trade executions there has ever been on a certain exchange. The exchange does not have a lot of activity.
I have a bloomberg function that fetches all the trades there has ever been on the exchange for specific tickers. However, it only does so for that one ticker. I have 14938 tickers it has to run through and give me all the trade executions there has been for each. For a lot of the tickers there will be no activity.
The sheet need show something like this:
Ticker Volume Timestamp
Vodl l3 125 000 07.01.2012 - 08.45.36
Vodl l3 478 000 08.01.2012 - 10.59.44
LLOYl l3 100 000 07.01.2012 - 11.36.49
Do I have to make a macro that runs through all the symbols and fetches the data from bloomberg and pushes it to a new sheet? If so, how do I do that?
I have the following bloomberg formula:
=BDH("A1","TRADE","1/1/2000 9:00:00 AM","","Dir=V","Dts=S","Sort=A","IntrRw=True","CondCodes=H","QRM=H","ExchCode=H","BrkrCodes=H","RPSCodes=H","BICMICCodes=H","Type=S","Price=S","Size=S","TradeTime=H","Yield=H","ActionCodes=H","IndicatorCodes=H","UpfrontPrice=H","Spread=H")
Where A1 is for example "VODL L3 Equity"
I have a bloomberg function that fetches all the trades there has ever been on the exchange for specific tickers. However, it only does so for that one ticker. I have 14938 tickers it has to run through and give me all the trade executions there has been for each. For a lot of the tickers there will be no activity.
The sheet need show something like this:
Ticker Volume Timestamp
Vodl l3 125 000 07.01.2012 - 08.45.36
Vodl l3 478 000 08.01.2012 - 10.59.44
LLOYl l3 100 000 07.01.2012 - 11.36.49
Do I have to make a macro that runs through all the symbols and fetches the data from bloomberg and pushes it to a new sheet? If so, how do I do that?
I have the following bloomberg formula:
=BDH("A1","TRADE","1/1/2000 9:00:00 AM","","Dir=V","Dts=S","Sort=A","IntrRw=True","CondCodes=H","QRM=H","ExchCode=H","BrkrCodes=H","RPSCodes=H","BICMICCodes=H","Type=S","Price=S","Size=S","TradeTime=H","Yield=H","ActionCodes=H","IndicatorCodes=H","UpfrontPrice=H","Spread=H")
Where A1 is for example "VODL L3 Equity"
