This document refers to Macrobond 1.13 and later.
With the Macrobond Bloomberg connector you can retrieve historical time series from Bloomberg if Bloomberg Terminal is installed and running on your computer.
The application determines the start date and frequency automatically. The highest supported frequency is daily data and the earliest start date is 1930-01-01.
Please note that the product Bloomberg Anywhere, which is a light weight version of Bloomberg Terminal, does not come with the API needed by the Macrobond Bloomberg Connector. You need to run the installed version of Bloomberg Terminal for the connector to work.
Enabling the Bloomberg connector
To be able to use the Bloomberg connector, it must be enabled in the Macrobond application. This is done on the page “My series” in the Settings dialog found on the Edit menu:
Series names for the Bloomberg connector, in their simplest form, are specified as "ih:bl:symbol".
The symbol is a Bloomberg symbol. The default format for Bloomberg symbols is the Bloomberg ticker followed by the “yellow key”. An example of a Bloomberg symbol is IBM US Equity and the series name to enter in Macrobond would then be “ih:bl:IBM US Equity”. When you use this as a series name in the Series List you need to specify the quotes around the name since it contains spaces.
A name without a specific field specified will refer to the field PX_LAST. The full format of the name is "ih:bl:symbol:field:override1=value1:override2=value2", where the field and the list of overrides are optional.
Here is an example the uses another field than PX_LAST: "ih:bl:IBM US Equity:BEST_EPS".
You may optionally append one or more “overrides” to the name. For example: "ih:bl:nky Index:BEST_PE_RATIO:eqy_consolidated=N".
Bloomberg have some variations on their symbol codes. For instance, you can include the pricing source as in "ih:bl:MSFT@ETPX US Equity".
You may also use other symbol schemas than the Bloomberg ticker format. For example: "ih:bl:/cusip/912828GM6@BGN"
Please consult the Bloomberg documentation for further information on the symbol format, field names and overrides.
Entering Bloomberg symbols in the Series browser
To make it easier to enter Bloomberg symbols and to use such series together with the Action command bar, you can select Bloomberg in the Series browser. This allows you to type in the Bloomberg symbols and look them up.
You may include the “yellow key” (“Equity”, “Index” etc.) at the end of the symbol. If it is not included, the Macrobond application will try all the keys and present all series found.
If you want some other field than PX_LAST, you may include it like in this example:
You can also find below a non-exhaustive list of Bloomberg field codes:
|Last trade/Last price||LAST_PRICE|
|Best P/E Ratio||PE_RATIO|
|Closing Price 1 Day Ago||CLOSE_1D|
|Current Enterprise Value||ENTP_VAL|
|Enterprise Value (EV) to Book Value||BOOK_VALUE|
|Estimated P/E Nest Year Aggregate||YR_AGGTE|
|Net Asset Value (NAV)||ASSET_VAL|
|Price to Book Ratio||BOOK_RATIO|
|Total market Value TOT_MKT_VAL||MKT_VAL|
|Volatility 30 day||VOLATILITY_30D|
|VWAP (Vol Weighted Average Price)||AVG_PX|
|Yesterday Close Price||YEST_CLOSE|
If you get an error like “Unknown series prefix” when trying to specify a Bloomberg series in the Series List, please verify that the Bloomberg connector has been enabled in Macrobond as described in the section “Enabling the Bloomberg connector” above.
For other errors, the best approach is to try loading the same series by using the Bloomberg Excel add-in by using the BDH function. If you cannot load the series using the BDH function, please contact Bloomberg support.
Using Bloomberg “overrides”
Bloomberg has a system for specifying additional parameters in historical data requests that can affect the series returned. An override can look like this:
As explained above you can specify such overrides when writing the series names in Macrobond. These the same overrides as you can specify in the Bloomberg BDH Excel function. In the BDH function there are, however, some possible parameters that look like “overrides”, but they are technically not. Some of these are also supported in the Macrobond application (as of Macrobond 1.13):
|QtTyp||Price/Yield quote. Valid values are “P” (price) and “Y” (yield). The default is “Y”.|
|Quote||Quote calculation. Valid values are “A” (average) and “C” (close). The default is “C”.|
|CshAdjNormal||Cash Adjustment Normal. Valid values are “Y” (yes) and “N” (no). The default is “N”.|
|CshAdjAbnormal||Cash Adjustment Abnormal. Valid values are “Y” (yes) and “N” (no). The default is “N”.|
|CapChg||Capital Changes. Valid values are “Y” (yes) and “N” (no). The default is “N”.|
|Curr||Currency conversion. Valid values are ISO codes such as “USD” and “GBP”.|
For further details, please see the Bloomberg documentation.
Using Bloomberg series in EViews via Macrobond
Since Macrobond integrates with both Bloomberg and EViews, you can download series from Bloomberg into EViews via Macrobond. For this to work, you need to run “EViews Enterprise Edition 7.2 May 29 2012 build” or later.
For example, if you have defined a database alias called “mb” for the Macrobond database in EViews, you can use the fetch command to load a series from Bloomberg:
Fetch(d=mb,link) "ih:bl:ibm us equity"
If the Bloomberg entity has the field ECO_FUTURE_RELEASE_DATE, this timestamp will be available as the attribute update_next in EViews. This can be useful for automating tasks.