Bloomberg VWAP Interval

I am trying to use the open Bloomberg API to gather the VWAP volume on a specific date for a specific time range.

But with this formula:

BDP(DHR US Equity; "VWAP_VOLUME"; "VWAP_START_TIME=15:54:00"; "VWAP_END_TIME=15:55:00"; "VWAP_START_DT=20180629"; "VWAP_END_DT=20180629")


I get the data Volume (3,552), but I want the data from the VWAP cell (99,0245).

Volume

VWAP

Is that possible?

1 Answer
1

If you replace the field by EQY_WEIGHTED_AVG_PX you should get your answer.

EQY_WEIGHTED_AVG_PX

There’s also VWAP for real time updates but I think it only works for the current trading session (not historical data).

VWAP

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