How do I construct a currency futures contract on Bloomberg in order to get historical prices?

Answer

Use Bloomberg, available on select computers in the Business Library or virtually.

  • 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 constructed, hit the <CMDTY> key, and then hit <GO>.
  • Choose Price History then HP - Historical Prices.
  • Change to the dates you want.
  • Last Updated Jun 22, 2022
  • Views 1
  • Answered By Todd DeGraff

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