彭博的 BDP(Bloomberg Data Point)和 BDH(Bloomberg Data History)是两个非常有用的 Excel 函数,其中前者用来获取点数据(最新),后者用来获取历史序列数据(当然也可以为历史点数据)。
=BDP("US712219AJ30 Govt", "RTG_MOODY")
获得穆迪对于 US712219AJ30 Govt 对应的这笔中国以美元发行的国债的信用评级。
其中第一个参数为证券的代码,可以是 ISIN、Ticker 或者任何 Bloomberg 支持的 Identifier ,第二个参数是需要获取的信息对应的参数( Field ),比如穆迪评级对应的参数为"RTG_MOODY"。
对于 BDP 的第二个参数,我们可以在安装了彭博的机器上的 Excel 上查找 Bloomberg 的帮助。但如果想快速浏览彭博所有提供支持的参数,可以打开"C:/BLP/API"目录下的 bbfields.tbl 和 bbfields.ext。两个文件都是文本格式,用记事本或写字板打开即可。
前一个文件的内容大概是下面这个样子:
10|Real Time Quotes|0| |0001|Last Trade/Last Price|LAST_PRICE|4062|27|3
10|Real Time Quotes|0| |0002|Bid Price|BID|4062|539|3
10|Real Time Quotes|0| |0003|Ask Price|ASK|4062|539|3
10|Real Time Quotes|0| |0007|Volume|VOLUME|1942|11|2
10|Real Time Quotes|0| |0009|High Price|HIGH|3998|11|3
10|Real Time Quotes|0| |000A|Low Price|LOW|3998|11|3
10|Real Time Quotes|0| |000B|Bid Yield|BID_YIELD|906|27|2
10|Real Time Quotes|0| |000C|Ask Yield|ASK_YIELD|906|27|2
文件里面每行描述了一个参数( field ),格式为
Category|Category name|Subcategory|Subcategory name|Field ID|Field name|Field mnemonic|Market bitmask|Data source bitmask|Data type
从文件中可以看到,除去已经废弃的,彭博支持超过 40000 个参数。
第二个文件 bbfields.ext 里这是这些参数的详细描述
0009|Highest price the security reached during the current trading day. If the market is closed then it is the highest price the security reached on the last day the market was open. Field updates in realtime.
000A|Lowest price the security reached during the current trading day. If the market is closed then it is the lowest price the security reached on the last day the market was open. Field updates in realtime.
000B|The current bid yield of the security. Field updates in realtime.
000C|The current ask yield of the security. Field updates in realtime.
这个文件也是每一行描述一个参数,格式为 Field ID|Field Description ,与 bbfields.tbl 文件通过 Field ID 一一对应。
通过 Excel 的分列功能,我们可以快速将上面两个文件导入到 Excel 中。bbfields.tbl 已经将各个参数分门别类,比如 Category Name 为 Rating 的参数就是所有与评级有关的参数,大约有 1600 个。通过这两个文件可以快速了解彭博能提供哪些信息。
参数类型 | 该类型参数的数量 |
---|---|
Analytics - Risk Measures | 671 |
Analytics - Yield/Discount Margin | 459 |
ARD Balance Sheet | 2883 |
ARD Cash Flow | 1587 |
ARD Income Statement | 2311 |
ARD Reference Items | 4618 |
Bloomberg Dividend Forecast | 16 |
Bloomberg Estimates | 1966 |
Broker Advertised Volumes | 71 |
Call/Put/Sink Info | 62 |
Convertibles & Preferreds | 125 |
Covenant/Default | 56 |
Depository Receipts/Certificates | 22 |
Descriptive Info | 2491 |
Dividends Info | 149 |
Domain Values | 2 |
Energy | 569 |
Equity Fundamentals | 1149 |
Equity Indices | 738 |
Euro Conversion | 92 |
Fixed-Income Indices | 4 |
Floating Rate Info | 97 |
Fundamentals - Balance Sheet | 688 |
Fundamentals - Cash Flow | 148 |
Fundamentals - Earnings Estimates | 94 |
Fundamentals - FDIC | 1180 |
Fundamentals - Federal Reserve | 1114 |
Fundamentals - Financial Ratios | 1798 |
Fundamentals - Income Statement | 624 |
Fundamentals - Japanese ARD Balance Sheet | 868 |
Fundamentals - Japanese ARD Cash Flow Statement | 592 |
Fundamentals - Japanese ARD Descriptive Summary | 106 |
Fundamentals - Japanese ARD Footnotes/Other | 1289 |
Fundamentals - Japanese ARD Income Statement | 732 |
Fundamentals - Premium Earnings Estimate | 17 |
Fundamentals - Valuation Models | 58 |
Fundamentals-ESG | 422 |
Funds | 294 |
Futures | 205 |
Industry Specific | 2402 |
Loans | 198 |
Market and Economic Indices | 16 |
Merrill Lynch Indices | 25 |
Mtge Adjustable Rate Descriptive Info | 24 |
Mtge Prepayments - Historical/Projected | 88 |
Mtge Whole Loan/ABS Collateral Performance | 198 |
Options | 342 |
Pricing | 1434 |
Ratings | 1649 |
Real Time Quotes | 517 |
Schedule | 21 |
Security Identifiers | 145 |
Standardized ARD | 1867 |
Swaps | 525 |
TableInfo | 1 |
Technical Indicators | 196 |
Total Return/Risk Measures | 637 |
Trading System - Others | 2 |
Warrants | 143 |
总计 | 40797 |
Q. E. D.