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alpha-xone / xbbg

An intuitive Bloomberg API
https://xbbg.readthedocs.io/
Apache License 2.0
246 stars 52 forks source link

Close of the day #13

Closed KEVORK890 closed 4 years ago

KEVORK890 commented 4 years ago

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

alpha-xone commented 4 years ago

This sounds like not a package related issue. Please always give examples to show what you really mean.

KEVORK890 commented 4 years ago

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

alpha-xone commented 4 years ago

Please show explicit example including screenshots, otherwise will close this issue.

KEVORK890 commented 4 years ago

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)

image

alpha-xone commented 4 years ago

RHS is not closing price... Closing price is based on exchange hours, not by end-of-day of your timezone.

KEVORK890 commented 4 years ago

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

alpha-xone commented 4 years ago

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.