portfolio

Current portfolio data for Bloomberg connection V3

Syntax

d = portfolio(c,p,f)

d = portfolio(c,p,f,o,ov)

[d,plist] = portfolio(___)

Description

d = portfolio(c,p,f) returns current portfolio data for the fields f in the portfolio p using the Bloomberg^® connection c.

d = portfolio(c,p,f,o,ov) returns current portfolio data using override field o and override value ov.

[d,plist] = portfolio(___) also returns the portfolio list plist using any of the input argument combinations in the previous syntaxes.

Examples

Request Portfolio Data

Create the Bloomberg connection.

c = blp;

Alternatively, you can connect to the Bloomberg Server using blpsrv or Bloomberg B-PIPE^® using bpipe.

Request portfolio data for a custom portfolio with portfolio identifier U335877-1 Client. Request data using all fields f.

p = 'U335877-1 Client';
f = {'PORTFOLIO_MEMBERS','PORTFOLIO_MPOSITION',...
     'PORTFOLIO_MWEIGHT','PORTFOLIO_DATA'};

d = portfolio(c,p,f)

d = 

    PORTFOLIO_MPOSITION: {{0x1 cell}} 
      PORTFOLIO_MWEIGHT: {{0x1 cell}} 
         PORTFOLIO_DATA: {{0x1 cell}} 
      PORTFOLIO_MEMBERS: {{0x1 cell}} 

d is a structure that contains portfolio data. Each structure field corresponds to data for each portfolio field.

Close the connection.

close(c)

Request Portfolio Data Using Specific Date

Create the Bloomberg connection.

c = blp;

Alternatively, you can connect to the Bloomberg Server using blpsrv or Bloomberg B-PIPE using bpipe.

Request portfolio data for a custom portfolio with portfolio identifier U335877-1 Client. Request data using all fields f. Filter the portfolio data by specifying the date of November 3, 2014 using the override value REFERENCE_DATE equal to 20141103.

p = 'U335877-1 Client';
f = {'PORTFOLIO_MEMBERS','PORTFOLIO_MPOSITION',...
     'PORTFOLIO_MWEIGHT','PORTFOLIO_DATA'};
o = {'REFERENCE_DATE'};
ov = {'20141103'};

[d,plist] = portfolio(c,p,f,o,ov)

d = 

    PORTFOLIO_MPOSITION: {{0x1 cell}} 
      PORTFOLIO_MWEIGHT: {{0x1 cell}} 
         PORTFOLIO_DATA: {{0x1 cell}} 
      PORTFOLIO_MEMBERS: {{0x1 cell}} 

plist = 

    'U335877-1 Client'

d is a structure that contains portfolio data. Each structure field corresponds to data for each portfolio field.

plist is a cell array that contains the portfolio identifier.

Close the connection.

close(c)

Input Arguments

c — Bloomberg connection

connection object

Bloomberg connection, specified as a connection object created using blp, blpsrv, or bpipe.

p — Portfolio

character vector | string scalar

Portfolio, specified as a character vector or string scalar. Specify the portfolio by the ID that you can find in the upper-right corner of the portfolio display page. Append the text ' Client' (without quotes) to the ID. For example, if the ID is U335877-1, then specify 'U335877-1 Client'.

Access the portfolio display page by using the PRTU<GO> option from the Bloomberg terminal. For details, see the Bloomberg API Developer’s Guide using the WAPI <GO> option from the Bloomberg terminal.

Example: 'U335877-1 Client'

Data Types: char | cell | string

f — Portfolio fields

'PORTFOLIO_DATA' | 'PORTFOLIO_MEMBERS' | 'PORTFOLIO_MPOSITION' | 'PORTFOLIO_MWEIGHT'

Portfolio fields, specified as one of the preceding values for one field. To specify multiple fields, use a cell array of these values.

Bloomberg Field Name	Bloomberg Field Description
'PORTFOLIO_DATA'	Returns a list of the identifiers, positions, market values, cost, cost date, and cost foreign exchange rate of each security in a custom portfolio.
'PORTFOLIO_MEMBERS'	Returns a list of identifiers for the members of a custom portfolio.
'PORTFOLIO_MPOSITION'	Returns a list of identifiers and the position for each security in a custom portfolio.
'PORTFOLIO_MWEIGHT'	Returns a list of identifiers and the percentage weight for each security in a custom portfolio.

Data Types: char | cell

o — Bloomberg override field

character vector | string scalar | cell array of character vectors | string array

Bloomberg override field, specified as a character vector, string scalar, cell array of character vectors, or string array. The Bloomberg value 'REFERENCE_DATE' denotes returning Bloomberg data for a specific date.

Data Types: char | cell | string

ov — Bloomberg override field value

[] (default) | character vector | string scalar | cell array of character vectors | string array

Bloomberg override field value, specified as a character vector, string scalar, cell array of character vectors, or string array. A character vector or string denotes one Bloomberg override field value. A cell array of character vectors or string array denotes multiple Bloomberg override field values. Use this field value to filter the Bloomberg data result set.

Example: '20100101'

Data Types: char | cell | string

Output Arguments

d — Portfolio data

structure (default) | table

Portfolio data, returned as a structure or table. The data type of the portfolio data depends on the DataReturnFormat property of the connection object.

plist — Portfolio list

cell array of character vectors

Portfolio list, returned as a cell array of character vectors for the corresponding portfolio identifiers in p. The contents of plist are identical in value and order to p.