I’m trying to do a Signal Test for S&P 500 returns following jobless claims being higher than the median survey estimate.
I can get both the external symbol (claims) and data field (survey median) from Bloomberg just fine. I can do the test against jobless claims and get the dates.
However, I’d like to test this against the S&P 500, and can’t figure out a way to force the data field to refer to jobless claims, not the S&P.
I’ve tried everything I can think of and searched through the KB, forum, and other help topics with no effect, so hopefully, I’m not missing something obvious. Any help is appreciated.
v1 = GETDATA(CODE=INJCJC INDEX:BLMB); v2 = DATAFIELD(FIELD=BN_SURVEY_MEDIAN); v1>v2