One way to handle it would be when you start your second macro that copies the data, check to see to see if a mid-point cell is empty (something like A100?? Seeing your code would help here...). If so, wait 10 seconds and check again. This will force that second macro to stay in a holding pattern while the first one catches up.
Word of caution though, I would set a max number of loops otherwise if that data doesn't download for some reason it won't hang up your machine.
UPDATE 1:
I wrote out the code below to accomplish what you're trying to do. There are a couple of things you'll need to work into your current code, but it I've purposely made it comment heavy so you should be able to follow. Let me know if this works for you.
Public boolBloombergCompleted As Boolean
Sub GetBloombergData()
'add this line after the data grab is complete
boolBloombergCompleted = True
End Sub
Sub WriteData()
Dim iRow As Integer
Dim boolTimeOut As Boolean
'change the last number as fit, make sure it's larger than the number of rows of data you're pulling in though
For iRow = 1 To 1000
' Check to see if the cell is blank
If Sheet1.Cells(iRow, 1) = vbNullString Then
' If the cell is blank and GetBloombergData has completed then exit sub
If boolBloombergCompleted = True Then
Exit Sub: Debug.Print "WriteData completed"
Else
' Call the wait function below
boolTimeOut = WaitForDataGrabToCatchUp(Sheet1.Cells(iRow, 1))
If boolTimeOut = True Then GoTo TimeOutErr:
End If
End If
' < Add your code to write data in here >
Next iRow
Exit Sub
TimeOutErr:
MsgBox "The write sub timed out while waiting for data to load", vbExclamation
End Sub
Function WaitForDataGrabToCatchUp(rng As Range) As Boolean
Dim StartTime1 As Long
Dim StartTime2 As Long
Dim PauseTime As Long
Dim StopTime As Long
' Set the amount of time to pause between checking the spreadsheet for updates
PauseTime = 5 'seconds
' Set the maximum amount of time to wait before timing out
StopTime = 60 'seconds
' StartTime1 is used for calculating overall time
StartTime1 = Timer
Do While rng = vbNullString
' check if the StopTime has been reached
If Timer - StartTime1 > StopTime Then
WaitForDataGrabToCatchUp = True
Exit Function
Else
' loop for amount of PausedTime (the DoEvents part here is key to keep the data grab moving)
StartTime2 = Timer
Do While Timer < StartTime2 + PauseTime
Debug.Print Timer - StartTime1
DoEvents
Loop
End If
Loop
WaitForDataGrabToCatchUp = False ' means it did not time out
End Function