How do I extract Bloomberg prices for a particular set of dates?
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I need to extract closing prices from Bloomberg for a particular set of dates via the datafeed toolbox, and I am not quite sure how to do this. I know how to extract data for dates between a set start date and end date, however this does not help me since I am trying to extract data for an international equity but based on South African dates (i.e. including international holidays, and excluding local holidays). Does anyone know how I can do this? For example, I want to see the price of CSPX LN Equity on 04-May-2015, since this is not a South African holiday.
c = blp;
status = isconnection(c);
[d, ~] = history(c, {'CSPX LN Equity'}, {'PX_LAST'}, '24-Apr-2015', '14-May-2015', 'daily', []);
price = array2table(d(:,2),'RowNames',cellstr(datestr(d(:,1))),'VariableNames',{'CSPX'});
close(c);
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