Downloading all the futures contracts for an underlying in BBG

  • Thread starter Thread starter tagoma
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Hi all.

Is there a simple trick for downloading all the futures contracts for a specified underlying?

Or, even better are there integrated tools in BBG to construct constant maturity futures series?

Best,
Édouard.
 
use BDS(ticker, "FUT_CHAIN") in excel. For the 3m eurodollar futures chain, it would be BDS("EDA Comdty", "FUT_CHAIN")
 
Thank you for your inputs.

Marcos, I meant: eg. the ticker for CME corn is C. I wish to build a database containing all the current contracts, that is CH13, CK13, CN13 ... as well as many closed contracts as possible CZ12, CU12, CN12, .....

Anyway, what is the trick in BBG to retieve closed future contracts (as in Rrts one uses the '^`)?

Thank you
Édouard
 
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