Finding Bloomberg Option Codes with the BBOPT Function

Summary

The document addresses how to retrieve a changing set of valid security codes from Bloomberg in Excel, especially when option strikes and expirations change. Instead of manually listing possible strikes and building each option code, the accepted answer points users to Bloomberg’s Excel materials for an example of using the BBOPT function to request a list of option feed codes.

The suggested route is to consult the XLOP spreadsheet, available through Bloomberg’s XLTP terminal function, and review its Single Options tab. This is a practical pointer for discovering option securities and reducing omissions when fetching data for many instruments. The note does not provide the function’s arguments, category filters, or a complete example, and it does not explain how the approach applies to other instrument types. Availability and details may depend on Bloomberg access and documentation.

Key ideas

• Bloomberg Excel tools can provide lists of option feed codes.
• The answer points to the XLOP spreadsheet, accessed through XLTP.
• The Single Options tab demonstrates use of BBOPT for retrieving codes.
• The note offers a documentation pointer rather than a complete formula or general security-listing method.

Tags

# Obtaining logical lists of Bloomberg security codes in Excel


# Obtaining logical lists of Bloomberg security codes in Excel












I am using Bloomberg's BDP and BDH functions in excel to retrieve data for a set of options.

The problem is that (as underlying prices move and expiration dates come and go) option strikes are constantly being created. Rather than setting up a list of all possible strikes and concatenating my option codes, I would like to be able to "ask" Bloomberg for all the valid option codes in a certain category.

By doing this I can be sure I did not miss any and possibly save some time when fetching data for many instruments.

Is there a simple way to populate a list of securities (stocks, futures, options, options on futures, etc.) from Bloomberg based on categories?

Here is a crude example of what I mean: '=BSECURITY("Commodity", "Interest Rate", "Treasuries", "Future-Options", DATE)

## Answer by Leo (score 1, accepted)

https://quant.stackexchange.com/a/15794

Using BBPlus, and help desk, I found out this is possible.

From terminal XLTP XLOP. Download the XLOP spreadsheet. From "Single Options" tab you can see a great example of how to use BBOPT() function to pull a list of feed codes.

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.