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Bloomberg Historical Data Dates and Time Zone Conventions

Article Quant Q&A · Author: Ahhhhhhhhh
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Summary

The document addresses whether Bloomberg historical data dates need adjustment when analyzing bonds across countries and time zones. The answer distinguishes desktop functions from programmatic interfaces. It says desktop APIs such as BDP and BDH use the local time configured on the terminal, while programming APIs require supplied dates and times in UTC and return them in that format regardless of the user’s location.

This distinction helps determine whether an apparent date mismatch across markets comes from local terminal settings or from how an API handles timestamps. The answer does not describe field-specific behavior, exchange calendars, historical timestamp semantics, or exceptions across data products. Users working with a particular dataset should therefore confirm its conventions, especially when translating date-only observations or comparing markets whose local calendar dates differ.

Key ideas

  • Bloomberg desktop API date handling follows the local time configured on the terminal.
  • Bloomberg programming APIs use UTC for input dates and times and return data in UTC format.
  • Timezone handling can affect comparisons of historical observations across countries.

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Fixed incomeMulti-assetStatistics
Full text
# How does historical data from bloomberg interact with timezones?


# How does historical data from bloomberg interact with timezones?












I'm running analysis on multiple countries bonds over a long stretch of time. I was asked about what determines the date of data in Bloomberg, ex: December 31st in NY will be January 1st in Japan and Australia, and I need to know if Bloomberg accounts for that. Does anyone have experience with this problem/question? I'm just trying to determine if I need to offset by a day to account for this.

## Answer by Tarun Bhasker L (score 1)

https://quant.stackexchange.com/a/77736

For desktop APIs like BDP, BDH etc it expects the local time that is setup on your terminal.

For programming APIs (i.e python, C++, COM Data control etc) you have to provide input dates and times in UTC standard regardless of where you are located and it returns in the same format.

bbg developers guide https://data.bloomberglp.com/professional/sites/10/2017/03/BLPAPI-Core-Developer-Guide.pdf

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.