Closed KEVORK890 closed 4 years ago
This sounds like not a package related issue. Please always give examples to show what you really mean.
I have been using the function blp.bdh to retrieve the historical "Open", "High", "Low" and "Last Price" data. Although the values of the first three fields are correct, the last price doesn't really match with the historical close price of the day
Please show explicit example including screenshots, otherwise will close this issue.
Example showed in the image below: ticker "ED1 Comdty" The close price on the 3rd March from Bloomberg terminal is different than the "last price" from "blh" function (99.0100 vs 98.9775). On the other hands, "open" values on 4th March match (99.0150)
RHS is not closing price... Closing price is based on exchange hours, not by end-of-day of your timezone.
RHS is not closing price... Closing price is based on exchange hours, not by end-of-day of your timezone.
In this case, 22:59 corresponds to the close time of the exchange. In any case, how can I fetch the close value? thanks
bdh
dowloads EOD values from HCP\<GO> page.
If you really need intraday data, use bdib
and do data manipulation necessary.
But doubt that's what you really want.
Hi, is there a way to obtain the correct close value of the day? Indeed, the "last price" value does not really match with the close. Thanks