=BQL("AAPL US Equity","rolling(avg(dropna(px_volume(dates=range(-30d,0d)))),iterationdates=range(-1y,0d))") Excel will not accept it. Can anyone spot the error?
I want to change this formula so it returns just one figure = average 30 day volume for at specific date. How should the formula look like to achieve that?
Don't you make this way too complicated? Bbg has already metrics it updates on its servers for 21d and I think even 30d avg volume. Just search within the api wizard for average volume and you will find it.
Yes, unfortunately Bloomberg confirmed that they are not historically available (even though the 30 day average is indicated as being historically available), so I have to program it.
Hmm, strange, I thought to remember they offer at the very least the historical 21d one... Oh well...