Rblpapi icon indicating copy to clipboard operation
Rblpapi copied to clipboard

Published 20 hours ago • verified publisher icon Rblp

Exchange Code

Open CharlesRSmith44 opened this issue 4 years ago • 3 comments

I can't figure out how to download the exchange code for trades using the getTicks function. Is this possible?

Thank you!

CharlesRSmith44 avatar Jun 08 '20 00:06 CharlesRSmith44

Currently, no. This package is constrained by the Bloomberg API itself, and its documentation is vague on what fields are available in tick data. There is nothing said about exchange code.

Possibly the field is available but undocumented. You could ask the help desk about this.

johnlaing avatar Jun 08 '20 17:06 johnlaing

I need that too. I asked for help in Bloomberg help desk for C++ they did not provide any support for that. Also, documentation is poor. In the other hand, Excel can provide that data with formula below.

=BDH("UC1 Curncy","Trade","2021-05-27 00:00:00","2021-05-27 23:59:59","IntrRw=true","BrkrCodes=S","Price=S","Type=H","Headers=Y","cols=5;rows=16671")

Christianolob avatar May 28 '21 12:05 Christianolob

The parameter in the API is includeExchangeCodes, but this doesn't seem to be exposed yet in the getTicks function.

This is the request diagram from the official docs image

This is the response diagram from the official docs image

wmorgan85 avatar May 28 '21 12:05 wmorgan85