How to download a lot of data from Bloomberg?
<p>I am trying to download as much information from Bloomberg for as many securities as I can. This is for a machine learning project, and I would like to have the data reside locally, rather than querying for it each time I need it. I know how to download information for a few fields for a specified security.</p>

<p>Unfortunately, I am pretty new to Bloomberg. I've taken a look at the excel add-in, and it doesn't allow me to specify that I want ALL securities and ALL their data fields. </p>

<p>Is there a way to blanket download data from Bloomberg via excel? Or do I have to do this programmatically. Appreciate any help on how to do this.</p>