New release of Bloomberg-to-Mathematica code

A new release of my code to move data from Bloomberg to Mathematica. The big changes here include

  • rolling all four functions (current data, historical data, intraday data, and intraday bar data) into a single executable. This reduces the number of connections needed by Mathematica among other advantages,
  • standardization of function names,
  • addition of DPDF code to intraday functions, allowing the user to specify whether or not data should be adjusted for dividends, and
  • it has been compiled for the first time for x64 as well as x86.

This interface, its source code, and compiled binaries are freely available at
https://github.com/MichaelSternNYC/

Example:

x1 = msBBGhistory["IBM US Equity", "Px_Close_1D", {2015, 1, 1}, "", "Day", "use DPDF" -> False];
x2 = msBBGhistory["IBM US Equity", "Px_Close_1D", {2015, 1, 1}, "", "Day", "use DPDF" -> True];
DateListPlot[{Callout[x1/x1["FirstValue"], "without dividends"], Callout[x2/x2["FirstValue"], "with dividends"]}, PlotStyle -> {Red, Blue}, PlotLabel -> "Historical IBM Returns", Frame -> {True, True, False, False}, ImageSize -> Large]

Graph of normalized IBM prices demonstrating dividend adjustment and Callouts.

2 thoughts on “New release of Bloomberg-to-Mathematica code

  1. Bob Fine

    The Bloomberg terminal I have access to is on a machine running 32 bit windows. Your Bloomberg Link functionality is throwing errors on this machine. Do I need to run it on a terminal running 64 bit windows.

    Reply
    1. stern Post author

      The code compiles under both 32-bit and 64-bit windows and I’m pretty sure I put both binaries on GitHub. If not, let me know and I’ll post the 32-bit versions for you.

      Reply

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