How do I construct a currency futures contract on Bloomberg in order to get historical prices?
387 views Last updated on Jul 02, 2015 Finance
Use Bloomberg, available in the Ford Library.
Type historic futures and hit Help
Choose 1) Freqently 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 contructed and then hit the CMDTY key and hit GO.
Choose Price History then 1)HP - Historical Prices
Change to the dates you want.