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Only current.

No, "VOLUME_AVG_20D" is not historical either.

I will check the 21D again. Thanks.

Yes, unfortunately Bloomberg confirmed that they are not historically available (even though the 30 day average is indicated as being historically available), so I have to program it.

I found out. Just needed to use the right date format. Thanks for the support ;-)

I want to change this formula so it returns just one figure = average 30 day volume for at specific date. How should the formula look like to achieve that?

I found the error. "," should be substituted with ";" apparently.

=BQL("AAPL US Equity","rolling(avg(dropna(px_volume(dates=range(-30d,0d)))),iterationdates=range(-1y,0d))") Excel will not accept it. Can anyone spot the error?

Unfortunately Bloomberg confirmed that the variable is not historically available despite being indicated as "historical" in the system. However, it can be programmed within Bloomberg for Excel.

Every ticker.

I checked. The "VOLUME_AVG_30D" is actually indicated as "historical," but unfortunately returns: #N/A N/A

Oh, I did not know that. I will check. Thank you.

Thank you. I does not look practical across 100,000 entries. It looks more suitable to study individual stocks.

Thank you. I believe it is not a historical data field. I will check.

I cannot seem to find a Bloomberg historical data field: average volume. Of course I can draw 3 months volume and calculate the average. But if you have 100,000 data entries - stocks at different dates, it would require a massive amount of data to calculate the figure across the 100,000...

That is great for you. However, they do not offer that service for me unfortunately.

When I change base currency in IB, all the calculations to calculate tax in my currency (for me more than 30000 lines of calculation) is done for me, so I do not need to do the calculations myself. I guarantee you that is not irrelevant.

IB offers other base currencies than USD. That is big help when you have to translate all trades to foreign currency to pay tax in foreign currency - especially since when you sell a stock you indirectly buy USD and when you buy a stock you indirectly sell USD. Does Schwab allow other base...

Great. The majority of countries on that list has just been opened up. It used to be only a handfuld.

And? There is no look ahead bias. Yes there are transaction costs.