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RetrieveBloombergIntraday Tick Data UsingBloombergServer C++ Interface

This example shows how to retrieve intraday tick data from Bloomberg®.

Connect toBloomberg

Connect to the Bloomberg Server using the IP address of the machine running the Bloomberg Server. This example uses the Bloomberg Server C++ interface and assumes the following:

  • The Bloomberg UUID is12345678.

  • The IP address for the machine running the Bloomberg Server is'111.11.11.111'.

cis abloombergServerobject.

uuid = 12345678; ipaddress ='111.11.11.111'; c = bloombergServer(uuid,ipaddress);

弗吉尼亚州lidate the Bloomberg connection.

v = isconnection(c)
v = 1

vreturnstrue显示,布隆伯格连接是有效的。

Retrieve Intraday Tick Data

Retrieve the trade tick series for the past 50 days for the IBM®security aggregated into 5-minute intervals.

d = timeseries(c,'IBM US Equity',{floor(now)-50,floor(now)},5,'Trade')
ans = Columns 1 through 7 735487.40 187.20 187.60 187.02 187.08 207683.00 560.00 735487.40 187.03 187.13 186.65 186.78 46990.00 349.00 735487.40 186.78 186.78 186.40 186.47 51589.00 399.00 ... Column 8 38902968.00 8779374.00 9626896.00 ...

The columns indcontain the following:

  • Numeric representation of date and time

  • Open price

  • High price

  • Low price

  • Closing price

  • Volume of ticks

  • Number of ticks

  • Total tick value in the bar

The first row of data shows prices and tick data for the current date. The next row shows tick data for 5 minutes later.

CloseBloombergConnection

close(c)

See Also

Objects

Functions

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