Using Bloomberg Identifiers and Excel for Equity Data Retrieval

Summary

The question asks how to retrieve stock returns and company characteristics for a large international panel when the available identifiers include SEDOLs and exchange-specific tickers. The response gives a minimal Bloomberg Excel example: use the BDP function with a SEDOL-based security identifier and a requested data field, illustrated with a last-price field.

This demonstrates that Bloomberg queries can use SEDOL identifiers rather than relying solely on ticker symbols, which may be ambiguous across exchanges. The answer does not explain how to request historical returns, market capitalization, assemble panel data, or process thousands of securities. The example is a starting point for identifier and field lookup, not a complete workflow for the regression dataset.

Key ideas

• Bloomberg Excel’s BDP function can retrieve a security field using a SEDOL-based identifier.
• A field name specifies which data item to request, with last price shown as an example.
• SEDOL-based lookup can help avoid relying on exchange-specific ticker symbols.
• The response does not describe historical data retrieval or bulk panel construction.

Tags

# Bloomberg: fetching returns based on identifiers


# Bloomberg: fetching returns based on identifiers












I have a list of about 8000 global companies identified using SEDOL identifiers and tickers (for whatever exchanges the companies are listed).

I need to retrieve data about these for a regression, primarily stock returns, but also for instance market capitalisation. How do I do such a query with Bloomberg?

One problem is identification of companies. My data has SEDOLs and tickers, but Bloomberg seem to be based on tickers. How does that work, considering that I guess tickers are not unique, but specific to each exchange?

The main problem is doing this query, where the data for the firms needs to be panel data. Any ideas? Also, what is the best source/community/site for Bloomberg questions?

Best Regards,

Frans

## Answer by AlRacoon (score 2)

https://quant.stackexchange.com/a/50691

In excel, use the BDP function.

For example: =BDP("2005973 US Sedol","Px_last")

Where 2005973 is the Sedol number (in this case for IBM), and Px_last is the last price field for this stock.

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