I am rather new to Julia so please forgive me if this is asked before.
I used this in order to get a list of members of a specific stock index:
using BLPData, Dates, DataFrames
session=BLPData.Session()
xu030=DataFrame(BLPData.bds(session,"XU030 INDEX","INDX_MEMBERS")) .*" EQUITY"
and I can pull data for 2 stocks using
fields = "LAST_PRICE"; # Retrieve data for closing prices
fromdate = Date(2021, 8, 2); # Start of date range for historical data
todate = Date(2021, 8, 25); # End of date range for historical data
xu030Data=BLPData.bdh(session,["GARAN TI EQUITY","AKBNK TI EQUITY"],[fields], fromdate, todate )
How can I achieve this using xu030 as a multiple list of securities:
Hello,
I am rather new to Julia so please forgive me if this is asked before.
I used this in order to get a list of members of a specific stock index:
using BLPData, Dates, DataFrames session=BLPData.Session() xu030=DataFrame(BLPData.bds(session,"XU030 INDEX","INDX_MEMBERS")) .*" EQUITY"
and I can pull data for 2 stocks using
fields = "LAST_PRICE"; # Retrieve data for closing prices fromdate = Date(2021, 8, 2); # Start of date range for historical data todate = Date(2021, 8, 25); # End of date range for historical data
xu030Data=BLPData.bdh(session,["GARAN TI EQUITY","AKBNK TI EQUITY"],[fields], fromdate, todate )
How can I achieve this using xu030 as a multiple list of securities:
xu030Data=BLPData.bdh(session,[xu030],[fields], fromdate, todate )
its very easy ,in matlab:
[d,sec] = history(session,xu030,fields,fromdate,todate,period);
I also could not find an equivalent for this variable:
period = {'daily','non_trading_weekdays','previous_value'};
If there is a compatible way in your wrapper above formula will be like:
xu030Data=BLPData.bdh(session,[xu030],[fields], fromdate, todate ,period)
Thank you!