Chain [Bloomberg]

The RTW Bloomberg Chain dialog box allows you to subscribe to groups of records of related data. Records linked within the chain are placed in consecutive cells with RTD formulas. In the RTW Bloomberg engine, Chain refers to the subset of the Bloomberg bulk data that deals with Futures and Options Chains.

To construct a chain of data, select Vistasource → Bloomberg → Chain to display the RTW Bloomberg Chain dialog box.

Enter the name of the record root, e.g. MSFT US.

Select the appropriate Market Sector for the record. For instance, for MSFT US, you would choose Equity.

The following choices are available:

• Futures Chain [FUT_CHAIN]
• Option Chain by Unique Bloomberg Identifier [OPT_CHAIN_ID_BB_UNIQUE]
• Option Chain [OPT_CHAIN]
• Warrant Chain [WARRANT_CHAIN]

Enter a start cell or a cell range for the formula output. You can select cells directly in the worksheet without having to type their reference by clicking on the icon next to the entry field. In many cases you just need to enter a start cell.

By default, an individual RTD formula will be created for each chain record. Turn this option on to create a single RTD array formula which returns values for all the records in the chain.

The engine name is axbloom.

Select the record type, e.g. TICKERX.

The chain can only reside in columns.

Use Cell Addresses for Rows/Columns/Bulk Formula This option ensures that the chain setup stays valid if you change the record or field names.

Click OK to initiate the construction of the chain.