Every ticker.
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Bloomberg historical data field: average volume
- Thread starter Maverick2608
- Start date
Every ticker.
It didn't work for me either apparently.
I would try HELP HELP.
Sorry, I misunderstood what you want. You want the 30 days average volume of all stocks. It's possible to do it with any charting software. All charting software is capable of scanning the database.Thank you. I does not look practical across 100,000 entries. It looks more suitable to study individual stocks.
1. Sum the volume of each ticker symbol for a period 30 days from a start to end date and dump to a text file.
2. Use a script(either python or java) and sort the text file by date
3. For each date, sum the volume and divide by the number of observations
4. Result is in time series of total average volume
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Here is a composite of average Close price of 3 stocks example in Amibroker. It can be done for Volume and many stocks.
Create my own composite - AFL Programming - AmiBroker Community Forum
Create my own composite - AFL Programming - AmiBroker Community Forum
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.It didn't work for me either apparently.
I would try HELP HELP.
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Unfortunately Bloomberg confirmed that the variable is not historically available despite being indicated as "historical" in the system. However, it can be programmed, so I will buy acces to another system.
that sucks.