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downloading historical index member data from bb using excel

 
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friedrich



Joined: 08 Nov 2006
Posts: 2

PostPosted: Wed Nov 08, 2006 1:01 pm    Post subject: downloading historical index member data from bb using excel Reply with quote

hi

I want to retrieve historical data on index members and related weights from bloomberg in excel. however, the function objBloomberg.BLPGetHistoricalData does not accept the field reference "INDX_MEMBERS" or s.th. similar.

does anyone know how to circumvent this problem and how to download such data using excel / vba ?


thank you



friedrich
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poje



Joined: 02 Nov 2006
Posts: 2

PostPosted: Fri Nov 10, 2006 4:37 am    Post subject: Reply with quote

Which index are you going to download?

Take "TWSE Index" for example, you can use Bloomberg command "MEMB" to export member & weights info into excel format.

I don't know how to download this information by using Bloomberg excel api.

Because the fields like "indx_members","indx_mweights" seem only exist in portfolio, and their contents are incorrect.
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friedrich



Joined: 08 Nov 2006
Posts: 2

PostPosted: Mon Nov 13, 2006 4:31 am    Post subject: Reply with quote

Using "MEMB", I can only download the [b]current[/b] member list and weights. But I cannot download the [b]historical [/b] member lists and weights (e.g. over the last 12 months) since one cannot use "MEMB" with blph (history).
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