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Graphing fund closing prices from Bloomberg using time series with different dates

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  1. #1
    Registered User
    Join Date
    10-19-2012
    Location
    Norway
    MS-Off Ver
    Excel 2003
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    5

    Graphing fund closing prices from Bloomberg using time series with different dates

    I (my boss) want to create an excel sheet which streams closing prices on six different mutual funds, from Bloomberg. The sheet has to be able to create one chart with all the funds in it for comparison (thus the funds will be indexed, all starting on 100. Don't worry about the indexing part - it's been taken care of). The problem is that the funds doesn't quote closing prices in a standardized way. Some quote daily, others weekly, and the funds are traded on exchanges open at different times. When the funds quote new closing prices, the prices are added to the existing column of historical prices.

    The data should be charted automatically as the closing prices are updated, and the issue with the different dates in the time series needs to be addressed, in order for the chart to compare the funds to each other on the different dates. I almost solved this by looking at this post: http://peltiertech.com/WordPress/plo...fferent-dates/, however, this will only chart the data over a specific fixed period, and it does not work if more data is added in automatically on a daily/weekly basis.

    FYI: In order to get the actual prices, you need a Bloomberg terminal, however this problem can still be solved even though you don't have one. I use =BDH(security_ticker_in_Bloomberg;"PX_LAST";start_date;end_date), where end_date is set to a cell =TODAY(), and start_date is set to the end_date cell, minus the chosen number of days I want charted back in time.


    All help will be appreciated!
    Last edited by m-bat; 10-30-2012 at 05:27 AM.

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