You can probably initiate the Bloomberg API within the VBA code and then make calls based on available functions with the API. A full list of fields available for the Bloomberg API can be found at [http://about.bloomberg.com/software/info_api.html].
An example of initiating and using this once logged in to Bloomberg could be:
Alternatively, you could download the Bloomberg ActiveX control (available from [http://about.bloomberg.com/software/api_tools.html]) and interact with that from within your Excel VBA Code.