#BLOOMBERG API VBA CODE#
You can start to debug example code and try to replicate it on
Retrieving snapshot data from Bloomberg by using VBA wrapper. What I am presenting in this post, is an example of stand-alone VBA class for You should be well familiar with the use of objects in VBA, handling multidimensional arrays and debugging tools. Plus, I have the skills to do some Bloomberg-related development for someone else.ĭepending on programming background, learning Bloomberg data API can be at least a bit ofĬhallenging at first.
#BLOOMBERG API VBA HOW TO#
Today, I feel much more comfortable with Bloomberg API. So, what have I learned? Why all this self torture? After all, do I still have working black box solution for getting market data out from Bloomberg? Yes, but now I know exactly how and why it is working and if something goes wrong some day, I will have a pretty good idea what can go wrong and why, and how to fix it without spending my weekend with debugger. Finally, I wanted to gain some deeper understanding of this API and I spent a lot of time debugging code and investigating different objects. It was actually working fine, but I always had uncomfortable feeling in my stomach, when I was using that module. Then, I used to have this one huge monolithic, unmanageable and frightening black box module for all data retrieving. After using BDP- and BDH-functions in Excel, I started my woodshedding with some copy-pasted examples from Bloomberg WAPI site.
Understanding Bloomberg data API has been a long-term project for me.
You can find it from here: New Bloomberg V3COM API wrapper Note, that there is an updated version available for this Bloomberg wrapper.