Bloomberg -
First a formula approach.
In A1 put a date, say yesterday's date:
In C3 put the currency ticker:
In C4 type in this field header (purely aesthetic):
In D4 we need the field name to look up:
Then in C5 the formula to retrieve the data:
Code:
=BDH($C$3,$D$4,$A$1,$A$1,"Dts=S","Quote=C","Days=A","DtFmt=D","cols=2;rows=1")
- BDH is the Bloomberg Data History function.
- PX_LAST is the last price on the date specified.
- The DTS parameter defines whether or not to display the price's corresponding date ("S" is show). DtFmt formats the date output.
- The Quote parameter defines whether to retrieve Average or Close price ("C" is close).
- The Days parameter defines which days to observe. "A" is all calendar days.
If A1 contains a non-business day then it will retrieve the closing price from the previous business day. eg. For 4th April 2010 the price returned would be the closing price on 2nd April 2010.
Just repeat the set-up for each currency pair. The other tickers you need are:
Code:
AUDUSD Curncy
GBPUSD Curncy
I got all of this information using the import wizard in Excel under Bloomberg | Import Data. The Bloomberg Excel Tools add-in must be installed for the BDH() function to be recognised.
VBA solution to follow...