Downloading Historical Index Levels with Bloomberg Excel Tools
Summary
The document explains a workflow for retrieving historical daily closing levels for total-return and other indices through Bloomberg's Excel tools. The user seeks daily observations for several regional equity and bond benchmarks that ETFs track, having found monthly data elsewhere. The accepted response recommends using Bloomberg's spreadsheet builder to request historical data for a selected index ticker, choose the last-price field, set the date range and frequency, and place the returned series in a worksheet.
The answer presents this as a general method for historical price downloads across financial instruments. It does not demonstrate the workflow with a specific index, confirm that every named benchmark exposes the requested daily total-return series, or discuss licensing, field definitions, missing observations, and adjustment conventions. Users should verify that the chosen ticker and field represent the intended total-return measure, since an index's reported closing level may not automatically match that requirement.
Key ideas
- Bloomberg's Excel spreadsheet builder can request historical data for an index ticker.
- A historical request requires selecting a data field, date range, frequency, and worksheet destination.
- The described closing-price field may need verification against the desired total-return series.
- The workflow is presented as applicable to instruments beyond the indices in the question.
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Full text
# How to get historical daily index values from Bloomberg Terminal? # How to get historical daily index values from Bloomberg Terminal? I found a lot of questions asking about index returns and index constituents, however, i'm looking for just daily closing values for certain Total Return indices. (FTSE/MSCI/BBBarclays) - these are not the market indices like S&P500 or DAX...but indices that ETFs are tracking. Edit: Seems like the question needs to be more specific. I didnt think the answer was dependent on the actual Index itself - but maybe it does, so here are the indexes (i also have the bloomberg tickers for each): - MSCI Eastern Europe ex Russia - FTSE Emerging Index - FTSE Developed Asia Pacific ex Japan - Bloomberg Barclays EM USD Sovereign + Quasi-Sov Index - Bloomberg Barclays Global Aggregate Corporate - Markit iBoxx USD Treasuries 10+ Mid Price TCA TRI - BBerg Barclays World Govt Inflation-Linked Bond Index USD hedged I can get end of month data from FTSE Russell website like this table below, but I needed daily values for the Total Return. I will try out the `GP` command and the `BDH` functions in Excel API when I get access to the terminal again and try to export the data. Any other suggestions welcome. ## Answer by CleverseekerRover1 (score 2, accepted) https://quant.stackexchange.com/a/44841 Use the Bloomberg Excel API and download the data using the Spreadsheet builder function in Excel. Firstly, select historical data in the spreadsheet builder, secondly type in your desired index using it's Bloomberg Ticker. Then you select PX_LAST, which gives you the last closing price. Then you specify your timeframe for which you'd like the data and data frequency and you specify in which Excel cell the data will be put in, usually A1 in a new and empty Excel Tab. Then hit ENTER. This will download the data directly into Excel. This approach applies to any financial instrument in Bloomberg to download historical price data via the Excel API.
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