Get average (Quote field in BDH) when loading data from Bloomberg to MATLAB

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Kaisa Parkkila
Kaisa Parkkila 2015 年 8 月 21 日
In Excel, it is possible to define whether the BDH function returns average (a) or close (c) quotes. Can this be done when loading data from Bloomberg to MATLAB using the history command?
e.g., in MATLAB:
javaaddpath 'C\Matlab\blpapi3.jar'
c = blp;
h = history(c, 'SPX index', 'PX_LAST', '1/1/2015', today, 'monthly');
e.g., in Excel:
=BDH("SPX index","px_last",DATE(2015,1,1),TODAY(),"PER=M,quote=a","cols=2;rows=7")
=BDH("SPX index","px_last",DATE(2015,1,1),TODAY(),"PER=M,quote=C","cols=2;rows=7")

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