Slow extraction of data with the Bloomberg API (Matlab Datafeed Toolbox)

Asked Feb 28 '18 at 15:18

Active Feb 28 '18 at 15:18

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I am using the Datafeed Toolbox to extract data from Bloomberg. In particular I use the functions:

d = history(c,s,f,fromdate,todate)

I found however that the data extraction is quite slow.

E.g. for a list of 248 tickers, and for the field PX_LAST within period 1/1/2016 - 2/28/2018, it takes up to 2-3 minutes to extract the data.

Is this an issue with my Matlab or is there a way to optimize this number?

asked Feb 28 '18 at 15:18

WJA

Does that require an active internet connection? – Sardar Usama Feb 28 '18 at 16:54
Yes, but it is not the internet. I have > 800mb/s download. – WJA Feb 28 '18 at 16:55
903.01 Mbps download and 485.44 Mbps upload as given by Speedtest.net – WJA Feb 28 '18 at 17:01
You can try vectorising the code of the `history` function or try mex-ing it. – Sardar Usama Feb 28 '18 at 17:06
Just because you have gigabit download, does not mean the server you're connecting to is streaming data at that speed. There can be bottlenecks at any point in the transmission. – Wolfie Feb 28 '18 at 17:28

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