Question: How do I construct a currency futures contract on Bloomberg in order to get historical prices?

Answer


Use Bloomberg.
Type historic futures and hit Help
Choose 1) Frequently Asked Questions and then 1) Historic Prices
There it shows you how to construct a code for a futures contract.
Type ctm and hit GO to get to the Contract Table Menu. You will get a 2 letter code for the currency you want.
Type month codes and hit HELP for the month code for the contract, e.g., H is March.
The year is a 2 digit number, e.g., 02 for 2002.
Type the code you have constructed and then hit the CMDTY key and hit GO.
Choose Price History then 1)HP - Historical Prices
Change to the dates you want.


Bloomberg stations are located on the 5th floor of Bobst Library, in the KMC UC-70 computer lab, 5th floor reading room, and CRC. Undergraduates may use the Bloomberg stations in the Tisch LC11-13-15 computer lab or on the 5th floor of Bobst library.

Answered By: Business Librarians
Last Updated: Oct 06, 2015Views:

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