The Bloomberg excel formumla =BDH() only retrieves the prices for 1 security. If I want to get other securities, I'll need to repeat the formula which is no issue as I've written a script for that.
The problem comes when the dates of the securities doesn't match up, either due to trading days or contract expiry.
E.g. =BDH(name_of_commod,"PX_LAST","19/12/2015","2/5/2017") for two separate tickers produces:
QWV8 Comdty QWZ8 Comdty
#NAME? 495.2 #NAME? 479.7
14/2/2017 496.7 18/4/2017 462.2
15/2/2017 494.4 19/4/2017 457.1
16/2/2017 495.3 20/4/2017 456.6
17/2/2017 495 21/4/2017 457
20/2/2017 498.7 24/4/2017 454.9
21/2/2017 498.4 25/4/2017 453.5
22/2/2017 498.1 26/4/2017 445
23/2/2017 491.6 27/4/2017 439.9
24/2/2017 489.5 28/4/2017 450
27/2/2017 481.6 2/5/2017 448.4
The mismatch here is due to that QWZ8 is not available till 18th Apr, which kind of screws over my calculations as I've got about a hundred other securities in the data set.
Is there a way to output bloomberg data such that all the dates align to the same row?
Like such:
QWV8 Comdty QWZ8 Comdty
18/4/2017 461.3 18/4/2017 462.2
19/4/2017 456.2 19/4/2017 457.1
20/4/2017 455.7 20/4/2017 456.6
21/4/2017 456.1 21/4/2017 457
24/4/2017 454 24/4/2017 454.9
25/4/2017 452.6 25/4/2017 453.5
26/4/2017 444 26/4/2017 445
27/4/2017 438.9 27/4/2017 439.9
28/4/2017 449 28/4/2017 450
2/5/2017 447.4 2/5/2017 448.4
You can use overrides to specify how missing dates are handled. For example:
=BDH(name_of_commod,"PX_LAST","19/12/2015","2/5/2017","Days=W,Fill=N")
will have one datapoint for each workday and if no data was available for a date will leave the "price" cell blank.
The possible values are for Days are:
N, W or Weekdays - All weekdays
C, A or All - All calendar days
T, Trading- Omits all non-trading days.
and for Fill:
C, P, or Previous - Carries over the last available data.
N, E, or Error - Returns an error message.
B or Blank - Returns a blank.
NA - Excel is not available
PNA - Previous value and Excel is #N/A when the previous value is not available
Any other value the client enters will be used literally as a filler.
You can find a more exhaustive list of valid overrides in the help for the function. (In Excel, go to the cell with the formula and click "More Functions..." and "Help on this function")
Related
It's in reference to the Google Finance function in Google Sheets: https://support.google.com/docs/answer/3093281?hl=en
I would like to obtain the "all time LOW" (ATL) and "all time HIGH" (ATH) for a specific ticker (i.e. ABBV or GOOG) but only in 1 cell for each. Basically "What's the ATL/ATH value for this ticker?"
I've tried to do both formulas for ATL and ATH, but only ATL gives the expected result for now.
To get the ATL, you can use
=GOOGLEFINANCE("ABBV","low","01/12/1980",TODAY(),7)
and to get the ATH you can use:
=GOOGLEFINANCE("ABBV","high","01/12/1980",TODAY(),7)
The output of this is 2 columns of data:
Please note that column A, containing the timestamp, will be the one making trouble when it comes to computing the MAX function as it translates into some weird figures.
In order to get the ATL, I'll be using the MIN function which works perfectly fine:
=MIN(GOOGLEFINANCE("ABBV","low","01/01/1980",TODAY(),7))
as it will just scan the 2 columns of data and grab the lowest value which is 32.51 in USD.
BUT when I'm trying to do the same with MAX or MAXA for the ATH using for example
=MAX(GOOGLEFINANCE("ABBV","high","01/12/1980",TODAY(),7)
the result that comes out is 43616.66667 which seems to be a random computation of the column A containing the timestamp.
The expected result of the ATH should be 125.86 in USD.
I've tried using FILTER to excluded values >1000 but FILTER doesn't let me search in column B, so then I tried with VLOOKUP using this formula
=VLOOKUP(MAX(GOOGLEFINANCE("ABBV","high","01/12/1980",TODAY(),7)),GOOGLEFINANCE("ABBV","high","01/12/1980",TODAY(),7),2,FALSE)
but again it returns the value of column B but based on the MAX value of column A which end up giving me 80.1 and not the expected 125.86.
use:
=MAX(INDEX(GOOGLEFINANCE("ABBV", "high", "01/12/1980", TODAY(), 7), , 2))
43616.66667 is not a "random computation". it's date 31/05/2019 16:00:00 converted into a date value
MAX and MIN functions return single output from all possible cells in the included range which are in your case two columns. the date is considered as a number too so maxing out those two columns will output you the max value whenever it is from 1st or 2nd column. by introducing INDEX you can skip 1st column and look for a max value only in the 2nd column.
=MAX(INDEX(GOOGLEFINANCE("BTCSGD", "price", "01/12/1980", TODAY(), 7), , 2))
replace BTCSGD with any stock price you want to search up.
You can put ABCXYZ where ABC is the stock/ETF/Crypto and XYZ is the currency
I searched a lot, but didn't find an answer to the following question:
Financial data often come as daily data but with missing dates (weekends, banking holidays ...). I would like to have those data really on a daily basis with missing values, where originally the dates were missing.
So far I did this in liberoffice-calc half-manually, which takes a lot of time. I didn't find ways to really automate this, as there is no fixed rule, which dates are missing.
Example:
I have:
21/12/18 1
27/12/18 2
28/12/18 3
02/01/19 4
I want:
21/12/18 1
22/12/18
23/12/18
24/12/18
25/12/18
26/12/18
27/12/18 2
28/12/18 3
29/12/18
30/12/18
31/12/18
01/01/19
02/01/19 4
I'm not familiar with liberoffice-calc. In Excel or Google Sheets, I would use a lookup table.
In one tab of the spreadsheet, I was enter the dates I want in column A. In another tab, I would place the actual data I have. Then, in column B of the first tab, I would lookup the value for that day from the data on the second tab.
Assuming 1 is in B2, put a start date in say D2 and in E2:
=IFERROR(INDEX(B:B,MATCH(D2,A:A,0)),"")
then copy both down to suit.
I am using VBA that gets data from an Excel 2013 spreadsheet. I have a couple years experience in computer science from a while back using VBA and java, but I'm by no means an expert.
I have a column of numbers ranging from 20 to 60 total. Each of those numbers represents 'minutes' and can range from 3 to 500 (normally 60 to 300). Each number has an assigner called a 'load number' (such as N03, N22 and etc.) and a date/time. All of these values are attributed to a 'load' that needs to be picked. 'Pickers' are the ones that have the loads or minutes assigned to them. They can only pick so many minutes per given day which ranges from 400-600 (8 hour shift = 400 minutes).
What I need to do is assign sets of loads that are equal to an approximate amount of total minutes (set number w/ threshold) to two groups of pickers (The groups are AM and PM, each have 3-5 pickers). Once one load is assigned to a picker, it can't be assigned to another UNLESS the loads for a given day have too many minutes and all the pickers can't be assigned an approximate amount of minutes.
Example: Out of 8 pickers, 6 can be assigned loads totaling between 380-420 minutes, but 2 can't be assigned between 380-420 because of the remaining loads.
In the case of the given example, for the remaining 2 pickers, a total of 760 - 840 minutes can be assigned to BOTH of them.
Loads also need to be assigned based on their date/time. If pickers are picking loads due on the same day, the earliest loads need to be assigned to the AM group of pickers and, accordingly, the latest to the PM group of pickers. If all loads to be assigned are for the next day, they can be assigned to anyone as long as the earliest loads are prioritized.
Example: AM shift starts at 5AM w/ 5 pickers. There is three loads that are 200 minutes (4 hours, actual) due at 9AM on the same day
The three loads should be assigned to three different pickers, so the loads can be done on time. They would be marked as the #1 load, so each picker knows to do it first
Example: Another load is due at 9AM on the same day. It is 400 minutes though.
2 pickers can be assigned to this load as their #1 pick and 200 minutes would be assigned to both of them.
Once the loads are assigned to the pickers, the results will be displayed in a separate spreadsheet with each row having: AM/PM, Picker's name, Load number #'s 1-10 w/ load number and minutes to pick and the total minutes.
Example: PICKER | AM | Toby | 029-N10 (268), 030-N05 (93), 030-N04 (111) | 472 TOTAL
Any help / pointers on this problem would be appreciated. I've looked at similar questions posted on here and abroad, but couldn't find any that would give me enough to go by to start working on a solution. It's not too bad assigning loads manually, but it gets complex one there's over 30 and 4,000 minutes total and especially when most of them are larger. It would just be much easier having a program assign everything and save 1-2 hours in the process everyday.
Edit:
The data, in Excel, is structured into 8 columns and up to 50 rows. Each row represents a 'load' and has only 3 useful cells. I got all the information into three arrays, which can be used to display the info for any load by using the same element (1-50) for each array.
Dim LoadNumbers(1 To 50) As String
Dim LoadTime(1 To 50) As Double
Dim LoadMinutes(1 To 50) As Double
Dim C As Integer
C = 1
Do While C < 50
LoadNumbers(C) = Cells(C, 2)
LoadTime(C) = Cells(C, 5) * 24
LoadMinutes(C) = Cells(C, 7)
C = C + 1
Loop
For example:
LoadNumbers(5) & " # " & LoadTimes(5) & " Hours PST # " & LoadMinutes(5) & " Minutes"
Will return:
039-N06 # 9.5 Hours PST # 67.4 Minutes (9.5 hours = 9:30AM)
The LoadTimes and LoadMinutes arrays are the ones I need to assign loads. I will have another two cells that users will input the desired minutes (M) to be assigned and the threshold (T). I then need to VBA script to assign (M-T to M+T) minutes to each picker.
Here's what the values in LoadMinutes look like:
141.8
96
73.7
32.2
67.4
106.1
21.3
14.2
141.6
49.5
68.6
200.6
72
174.9
223.1
161.8
76.6
235.5
76.2
134.9
236.7
166.3
170.7
134.6
63.9
352.9
136.2
146.3
243.2
There's 29 loads # 3,818 minutes total
Lets say the minutes need to be between 430 to 470. Out of those 29 loads, I need to assign sets of different numbers adding up to 430 to 470 based on their time. The times in LoadTimes ranges from 7 to 20 (7AM to 8PM).
I have to put together a report every quarter using data pulled off of Morningstar Direct. I have to automate the whole process, or at least parts of it. We have put this report together for the last two quarters, and we use the same format each time. So, we already have the general templates for the report - now I'm just looking for a way to pull the data from Morningstar and putting into the templates correctly.
Does anyone have any general idea where I should start?
A B C D E F
Group Name Weight Gross Net Contribution
Equity 25% 10% 8% .25
IBM 5% 15% 12%
AAPL 7% 23% 18%
Fixed Income 25% 5% 4% .17
10 Yr Bond 10% 7% 5%
Emerging Mrkts
And it goes on breaking things into more groups, and there are many more holdings within each group.
What I want it to do is search until it finds "Equity", for example, and then go over one row, grab the name of the position, its weight, and its net return, and do that for each holding in Equity. The for it to do the same thing in Fixed Income, and on and on - selecting the names, weights, and nets for each holding. Then copy and pasting them into another workbook.
Anyway that is possible?
It sounds like you need to parse your information. By using left(), right(), and mid() you can select the good data and ignore the superfluous. You could separate the data in one cell into multiple cells in the desired format.
A B
Name Address
John Q. Public 123 My Street, City, State, Zip
E (First Name) F (Middle Initial) (extra work to program missing data)
=LEFT(A2,FIND(" ",A2)) =MID(A2,LEN(E2)+1,FIND(" ",MID(A2,LEN(E2)-1,99)))
G (Last Name) H (City)
=MID(A2,(LEN(E2)+LEN(F2)+2),99) =MID(B2,LEN(H2)+2,FIND(",",MID(B2,LEN(H2)+2,99))-1)
I (State)
=MID(B2,(LEN(I2)+LEN(H2)+4),FIND(",",MID(B2,(LEN(I2)+LEN(H2)+4),99))-1)
J (Zip Code)
=MID(B2,(LEN(H2)+LEN(I2)+LEN(J2)+6),99)
This code will parse the name in the cell A2 and address in cell B2 into separate fields.
Similar cuts should allow you to get rid of the unwanted data.
==================================================================
7/8/2015
Your data seems to be your desired output. If so, please provide sanitized input data for comparison. You probably need to loop through your input to find the groups. When the group changes, prepare the summary figures.
I have a google spreadsheet for my gaming information. It contains 2 sheets - one for monster information, another for team.
Monster information sheet contains the attack value, defend value, and the mana cost of monsters. It's almost like a database of monsters that I can summon.
Team sheet does the following:
Asks for the amount of mana I currently have.
Computes a list of up to 5 monsters that I can summon (it can be less than 5).
Each monster has their own mana cost, therefore total mana cost mustn't exceed the amount of mana I have given in point 1.
The tabulated list should give me a team that have the highest combined attack value. It does not matter how many monsters are summoned. Each monster cannot be summoned twice though.
I have been thinking of using query() function so that I can make use of SQL statements. (so that I can hopefully retrieve the tabulated list directly)
Sample: Monster Info
A B C D
1 Monster Attack Defense Cost
2 MonA 1200 1200 35
3 MonB 1400 1300 50
... ...
Sample: Team
A B C D
1 Mana 120
2
3 Attack Team
4 Monster Attack Cost Total Attack
5 MonB 1400 50 1400
6 MonA 1200 35 2600
7 ... ...
I have these formula in "Team" sheet
A5: =query('Monster Info'!$A$:$D,"SELECT A,B,D ORDER BY B DESC LIMIT 5")
B5: =CONTINUE(A5, 1, 2)
C5: =CONTINUE(A5, 1, 3)
D5: =C5
A6: =CONTINUE(A5, 2, 1)
B6: =CONTINUE(A5, 2, 2)
C6: =CONTINUE(A5, 2, 3)
D6: =D5+C6
That only gets the 5 best attack monsters, regardless of the mana cost consideration. How do I do that such that it takes consideration of both attack value and mana cost value? There is another problem shown in the example below:
Example: (simplified version, without defense value etc)
Monster Attack Cost
MonA 1400 50
MonB 1200 35
MonC 1100 30
MonD 900 25
MonE 500 20
MonF 400 15
MonG 350 10
MonH 250 5
If I have 160 mana, then the obvious team is A+B+C+D+E (5100 Attack).
If I have 150 mana, it becomes A+B+C+D+G (4950 Attack).
If I have 140 mana, it becomes A+B+C+D (4600 Attack).
If I have 130 mana, it becomes B+C+D+E+F (4100 Attack using 125 mana) or A+B+C+F (4100 Attack using all 130 mana).
If I have 120 mana, it becomes B+C+D+E+G (4050 Attack).
If I have 110 mana, it becomes B+C+D+F+H (3850 Attack).
As you can see, there isn't really a pattern within the results.
Any expert willing to share their insights on this?
I've played with the problem for an hour and I only have a workaround here. Your problem seems to be a standard linear programming task which should can easily be solved by a "Solver" software. There used to be a so called "Solver" in google spreadsheet, but unfortunately it was removed from the newest version. If you are not insisting on Google solution, you should try it in one of the Solver-supported spreadsheet manager softwares.
I tried MS Office (it has a Solver add-in, installation guide: http://office.microsoft.com/en-001/excel-help/load-the-solver-add-in-HP010342660.aspx).
Before you run the solver, you should prepare your original dataset a bit, with helper columns and cells.
Add a new column next to the "Cost" column (let's assume it is column "D"), and under it put each row either 0, or 1. This column will tell you if a monster is selected to the attack team or not.
Add two more columns ("E" and "F" respectively). These columns will be products of the Attack and of the Cost respectively. So you should write a function to the E2 cell: =b2*d2, and for the F2 cell: =c2*d2. With this way if a monster is selected (which is told by the D column, remember), the appropriate E and F cells will be non zero values, aotherwise they will be 0.
Create a SUM row under the last row, and create a summarizing function for the D,E,F columns respectively. So in my spreadsheet D10 cell gets its value like this: =sum(d2:d9), and so on.
I created a spreadsheet to show these steps: https://docs.google.com/spreadsheets/d/1_7XRlupEEwat3CthSSz8h_yJ44MysK9hMsj0ijPEn18/edit?usp=sharing
Remember to copy this worksheet to an MS Office worksheet, before you start the Solver.
Now, you are ready to start the Solver. (Data menu, Solver in MS Office). You can see a video here on using the Solver: https://www.youtube.com/watch?v=Oyc0k9kiD7o
It's not that hard as it looks like, but for this case I'll describe what to write where:
Set Objective: you should select the "E10" cell, as that represents the sum of all the attack points.
Check "Max" radiobutton as we would like to maximize the value of the attacks.
By Changing variable cells: Select the "d2:d9" interval as those cells are representing whether a monster is selected or not. The solver will try to adjust these values (0, or 1) in order to maximise the sum attack.
Subject to the Contraints: Here we should add some constraints. Click on the Add button, and then:
First we should ensure that d2:d9 are all binary values. So "Cell reference" should be "d2:d9" and from the dropdown menu, select "bin" as binary.
Another constraint should be that the sum of the selected monsters should not exceed 5. So select the cell where the sum of the selected monsters is represented (D10) and add "<=" and the value "5"
Finally we cannot use more manna that we have, so select the cell in which you store the sum of used manna (F2), and "<=", and add the whole amount of manna we can spend in my case it's in the I2 cell).
Done. It should work, in my case it worked at least.
Hope it helps anyway.