彭博检索历史数据 - API [英] Retrieve Bloomberg Historical Data - API

问题描述

从下面的code，我试图找回 250 的意见，而不是 177 。差距是由于在呼叫只考虑个交易日这是没什么问题。

的事实

  S ='SX5E指数;
 F ='LAST_PRICE
 T = datestr（TODAY（） -  250，MM / DD / YY'）;
 T = datestr（TODAY（），MM / DD / YY'）;
 [DT，〜] =历史（CON，S，F，T，T）
 

然而，有没有从今天取回的最后250意见（），无论起始日期 T 是？

最佳

修改

@Daniel：根据您的建议，并与展望未来while循环，我已经低于结束了的方式围绕这是任何 Matlab的默认日历设置免费的。 感谢

 而L〜= P
N = P-L;
T = T-N;
[DT，〜] =历史（CON，S，F，T，T）;
L =长度（DT）;
结束
 




解决方案

也许是我的主意，用 isbusday 没有得到很好的意见解释。以下是我想尝试：

  N = 250;
M = N;
而（SUM（isbusday（TODAY（） -  N：今日（）））≤M）
    缺少= M-SUM（isbusday（TODAY（） -  N：今日（）））;
    N = N +丢失;
结束
 

计数的失踪天数，添加缺少的日子，并再次检查（如果你增加了一个节日）

您应该结束了n天的总数，你必须查询。

（缺少工具箱中，我无法测试code）

From the below code, I was attempting to retrieve 250 observations rather than 177. The gap is due to the fact that the call only considers trading days which is fine to me.

 s='SX5E INDEX';
 f='LAST_PRICE'
 t= datestr(today()-250,'mm/dd/yy');
 T= datestr(today(),'mm/dd/yy');
 [dt,~]=history(con,s,f,t,T)

However, is there a way of retrieving the last 250 observations from today(), whatever the starting date t is ?

Best

EDIT

@Daniel : Based on your suggestion, and Going forward with while loop, I've ended up with the below way around which is free from any Matlab default calendar setting. Thanks

while l~=p
n=p-l;
t=t-n;
[dt,~]=history(con,s,f,t,T);
l=length(dt);
end

解决方案

Maybe my idea to use isbusday wasn't well explained in the comments. Here is what I would try:

n=250;
m=n;
while(sum(isbusday(today()-n:today()))<m)
    missing=m-sum(isbusday(today()-n:today()));
    n=n+missing;
end

Count the number of missing days, add the missing days and check again (in case you added a holiday)

You should end up with n the total number of days you have to query.

(Lacking the toolbox, I was unable to test the code)

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