Bloomberg: Data limits

Limits to data extraction in the Bloomberg Excel add-in

Bloomberg have 3 kind of limits.

1. Open fields

You can have no more that 3500 real time fields open at the same time. If you exceed this limit you will see "NA Limit" as error message and you just need to delete some securities/ fields in order for the error message to disappear and to see the values.

2. Daily limits

Bloomberg also has a daily limit. The Daily API limit is 500,000 hits/per day. A "hit" is defined as one request for a single security/field pairing. Therefore, if you request static data for 5 fields and 10 securities, that will translate into a total of 50 hits. So try to refresh just the portion of the spreadsheet that really needs to be refreshed and avoid refreshing it all or reopen it many times a day.

3. Monthly limit

The last limit is a monthly limit. Monthly limits comes from a proprietary model. Usually only 0.4% of our user database ever goes over this limit. This limit is based on unique securities and depends on the type of data being downloaded. For example some data, such as intra-day, is valued a little bit higher than historical end-of-day for any given list of securities. We do not recommend more than 5000 to 7000 unique identifiers per month and the limit upgrade will only allow you to get data to complete your project. If a security is used more than once in a month it will not count again towards the monthly limit.