Datafeed Toolbox: Retrieving tick data for a specific time range from Bloomberg

Hi all,

I am trying to retrieve tick data for a specific ticker for a specific time range from Bloomberg. In the documentation for the 'timeseries' function I found an example:

https://nl.mathworks.com/help/datafeed/blp.timeseries.html#mw_8b6c8864-9224-4345-973a-086c90603948

However, when running the sample code, also by opening the example itself in MATLAB using the command

openExample('datafeed/RetrieveTimeSeriesTickDataForDateTimeRangeWithFieldExample')

I get the following error:

Error using blp/timeseries (line 463)
Java exception occurred:
java.lang.ArrayIndexOutOfBoundsException: 0 >= 0

  at java.util.Vector.elementAt(Unknown Source)

Error in deleteme (line 9)
d = timeseries(c,s,{startdate:enddate,starttime,endtime},interval,field);

Is anyone familiar with this error and a possible fix? Or is there a workaround available?

Thanks in advance for your response(s)!

[Steve Schaefer]

You should be able to get the desired data without any error when using the following command:

d = timeseries(c,s,{datetime("11/13/2018 01:01:00","InputFormat","MM/dd/yyyy HH:mm:SS") datetime("11/13/2018 23:59:59","InputFormat","MM/dd/yyyy HH:mm:SS")},interval,field)

Please note that the 4 input syntax is only used when the user wants to get data for a range of data for the same block of times over a range of days.

As for your case, you are making a request for a contiguous data request which only needs two date inputs.