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Qualifying Bloomberg Currency Tickers by Market Close and Data Source

Article Quant Q&A · Author: Malthus
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Summary

The document describes Bloomberg ticker conventions for retrieving currency exchange rate series associated with particular market closes or contributors. The answer identifies the generic currency ticker as a Bloomberg Generic series, with daily closes corresponding to the terminal’s default timezone. It explains that inserting a qualifier into the ticker can select a composite close for a location, including London, New York, and Tokyo. A time-specific snapshot can also be requested by using an hour qualifier.

The answer further distinguishes time and location qualifiers from source qualifiers: a contributor code can be used to request a named institution’s series, while a terminal query can display available contributors. The question also asks about government yield series, but the supplied answer addresses only currency tickers, so it does not provide a yield-data convention or download workflow. It likewise gives no detailed steps for exporting the series through the Excel add-on, and users should verify ticker syntax and data availability for their terminal setup.

Key ideas

  • Bloomberg Generic currency tickers provide daily closes in the terminal’s default timezone.
  • Location qualifiers select composite exchange rate closes for specific markets.
  • Time qualifiers can request a snapshot at a specified hour.
  • Contributor qualifiers identify a source-specific series, and a terminal query can list contributors.
  • The response does not explain how to retrieve government yield data or export through Excel.

Tags

ForexFixed income
Full text
# Bloomberg Currency Exchange Rate Data (London and New York)


# Bloomberg Currency Exchange Rate Data (London and New York)












I'm new to Bloomberg terminals (a paper I'm reading uses data from a terminal - my first exposure) and I'm having trouble figuring out how to download a few different time series: (1) daily closing exchange rates for a set of currency pairs for both London and New York, and (2) daily closing government yield data, again for both London and New York.

The paper I'm reading refers to "bloomberg dataseries" in the following formats (using Australia as an example):

Exchange rates:

- AUD/USD for London close: "AUDUSD CMPL Curncy".

- AUD/USD for New York close: "AUDUSD CMPN Curncy".

Government yields:





I know that CMPL and CMPN refers to the pricing source (Composite London, and Composite New York, respectively). However, I'm having trouble finding any reference as to how to download these particular data series, using the Bloomberg Excel add-on or otherwise. Any help would be appreciated.

## Answer by Thomas Browne (score 3)

https://quant.stackexchange.com/a/44871

`AUDUSD Crncy` where `Crncy` is the F11 key will give you the "BGN" or "Bloomberg Generic" series with daily closes for the timezone your terminal is set for. BGN is a washed, aggregated, medianed series from multiple contributors and is Bloomberg's best guess.

You can qualify any `Crncy` ticker by inserting a qualifier string in between:

`AUDUSD CMPT Curncy` is Tokyo close each day. Similarly CMPN (New York) or CMPL (London). You can also specify an hour:

`AUDUSD F110 Crncy` will be 11am snap for you terminal's default timezone.

You can also qualify the source:

`AUDUSD BARX Crncy` for Barclays close for your timezone. Get the contributors by typing `AUDUSD Crncy ALLQ` then pressing Enter.

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.