Downloading historical price and market information

Downloading historical price and market information


In this presentation I’ll be showing you how
to download historical price and market, or accounting information into Excel from Bloomberg.
First thing to check is 1) that Bloomberg is open (the application) and secondly that
you have this Bloomberg ribbon available. You’ll see there are a number of different
tools that you can use to download information into Excel, and we’re going to focus on historical
data. So at the top of this toolbar at the left, you’ll see a button for real time or
historical data. You click on that and you’ll be choosing historical end of day data. Now
a wizard will pop up and this will allow you to select the securities that you’d like to
download information on. So starting off let’s choose BHP. So I’m typing BHP and it’s coming
up with a drop-down box and I can select the equity, security. I’m now going to choose
a peer company, Rio Tinto. The Australian listing, AU. And I’m also going to choose
information on the exchange, so ASX200. And double click on that like the others to bring
that up. If I wanted to, I would also be able to pull up information on an entire index
by selecting an index in the second half of the screen. For example if I said, S&P 500.
Index on the drop down box. And then it’s letting me choose from securities. So for
example I could then choose either all of them or individual companies that I wanted
to look at. So I might just choose one company and then add that to the bottom. When I’ve
finished with my company list I’m going to select next. Now I need to choose the data
fields that I want to download. So I can do this in two ways, firstly I can choose or
search for a field, by typing it in this search text book, for example price. And pressing
enter. PX Last is typically the field you would use to download the end of day share
price and I’m going to double click on that. But if I’m interested in finding accounting
related fields, it may be worth going back into Bloomberg and searching under a page
known as FLDS. Enter. Which will let me do a search for the data fields that are available
for particular securities. So if I put the security up here, BHP for example, and the
data field that I’m after is earnings per share, and I press enter, it’s going to give
me a list of the data fields relating to earnings per share. There’s actually 44 pages, but
it’s going to rank them by most used and most likely. So you’ll see that the first few are
all potentially relevant. The first one here says BEST EPS, and BEST when looking at Bloomberg
always refers to consensus from analysts. If I want a full definition, I can click on
the item and it will give me more information about this particular data field.
To get back to the previous page I’ll select the end menu key on the keyboard. So I can
see these are a couple of items that I’m interested in. I’m going to go back now that I’ve seen
they are the right items, back to Excel, and I’m going to search, do the same search, EPS.
I’m going to select both BEST EPS by double clicking on that. I’m also going to download
Trailing 12 months EPS by clicking on that, and you’ll see the same definitions are in
Excel itself, except it can be easier to navigate in the Bloomberg page. So I’m happy with that,
last price, consensus EPS or BEST EPS and Trailing 12 months EPS. I’m going to hit next
to go to the next page. So this is when I’m selecting the period and range of data. The
period can be selected at the top right. I can choose weekly, monthly, quarterly data.
I’m going to choose semi-annual data to download for all these items. And now I can choose
the date range. What I’m going to choose is either between a series of dates by doing
a fixed time series or a relative time series when I might be looking at the last 10 semi-annual
periods. I’m going to do the last 5 years of data, therefore it’s going to be the last
10 semi-annual periods. Okay, Next. So this is quite important. This is going
to be determining what, how I want to treat days when the data isn’t available for example,
a weekend, a holiday, a trading halt. I would always recommend to select either all trading
weekdays or all calendar days and then either carry over last value or select a blank field
for when data is not available. Next. This is a selection of how you want
to treat corporate actions. The recommended settings are typically recommended. And this
is describing how it’s going to be laid out. For example, is the data going to be orientated
on the horizontal axis or the vertical axis. And whether you want to display the security
and date fields. And finally, do you want this to be in reverse or chronological order.
When you’re happy with the settings, click finish. It’s going to begin the process of
downloading the data. So now you’ll see that it’s downloaded the
data sets that we’re after. And you’ve got the information that we’ve requested. Now
if you wanted to make changes to the data we’ve selected, all of the data that’s been
downloaded has been aggregated from this cell, the top date cell. The formula itself is obtained
in this cell and the format it takes is=BDH(ticker, field or fields, start date, end date). Now
these other arguments are all the other arguments that were used in the Excel wizard. If you
want to change any of these or work out what they are and what they represent and what
the overrides are, you can click on the fx button, click on to help on this function
and you’ll get a full description and information of the formulas, how they’re represented and
any of the fields that you’re able to override. What you’ll also be able to do is, if there
are any other arguments you wanted to modify, you can click on that argument and it’ll give
you the different selections that are available. So I’m going to leave it as is, because I’m
happy with the data I’ve got there. And that’s the best way to download historical data.

Author:

9 thoughts on “Downloading historical price and market information”

  • Hello!Thank you for the YouTube video. I want to extract the monthly historical prices from 01/01/2010 to 31/12/2017 along with; eps, dps, leverage,
    total fixed/non-current asset, total current asset, total current liabilities,
    total non-current liabilities, share capital and net profit of ALL NIGERIAN SECURITIES.I'm using your video as guidance and I have open excel, followed the first step and add all of my securities but I am stocks in trying to select an index in the second half of the screen which provide me with a lot of index from the indices drop down ribbon from ''Dow Jones Indus. AVG up to MILAN MIB 30 INDEX'' which is the last one. But unfortunately I don't no which one to select for Nigeria. can you please advice??Thank youKind regardsJamil.

  • Hello! Do you know if is it possible to extract historical data regarding index constituents and their weghts in the index? thank you in advance!!

  • Bloomberg Terminal has so many functions, in my channel I am creating a playlist which focuses on the essentials for Research/Financial Analysts, come have a look

  • how can i download 2 diffrent stocks with the same dates ? cause there is a stocks that didnt selled in the same dates so how can i remove or filter the dates that the 2 stocks had in common?

  • The layout has changed with the new "Spreadsheet Builder". Does anyone know how to select all securities from one index (As he did with S&P 500)?

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