In Excel, it is possible to define whether the BDH function returns average (a) or close (c) quotes.
Can this be done when loading data from Bloomberg to MATLAB using the history command?
e.g., in MATLAB:
javaaddpath 'C\Matlab\blpapi3.jar'
c = blp;
h = history(c, 'SPX index', 'PX_LAST', '1/1/2015', today, 'monthly');
e.g., in Excel:
=BDH("SPX index","px_last",DATE(2015,1,1),TODAY(),"PER=M,quote=a","cols=2;rows=7")
=BDH("SPX index","px_last",DATE(2015,1,1),TODAY(),"PER=M,quote=C","cols=2;rows=7")
