bloomberg

问题 Having set up a ReferenceDataRequest I send it along to an EventQueue Service refdata = _session.GetService("//blp/refdata"); Request request = refdata.CreateRequest("ReferenceDataRequest"); // append the appropriate symbol and field data to the request EventQueue eventQueue = new EventQueue(); Guid guid = Guid.NewGuid(); CorrelationID id = new CorrelationID(guid); _session.SendRequest(request, eventQueue, id); long _eventWaitTimeout = 60000; myEvent = eventQueue.NextEvent(_eventWaitTimeout);

问题 I recently started using Python so I could interact with the Bloomberg API, and I'm having some trouble storing the data into a Pandas dataframe (or a panel). I can get the output in the command prompt just fine, so that's not an issue. A very similar question was asked here: Pandas wrapper for Bloomberg api? The referenced code in the accepted answer for that question is for the old API, however, and it doesn't work for the new open API. Apparently the user who asked the question was able to

问题 I recently started using Python so I could interact with the Bloomberg API, and I'm having some trouble storing the data into a Pandas dataframe (or a panel). I can get the output in the command prompt just fine, so that's not an issue. A very similar question was asked here: Pandas wrapper for Bloomberg api? The referenced code in the accepted answer for that question is for the old API, however, and it doesn't work for the new open API. Apparently the user who asked the question was able to

问题 I'm working on a macro to place multiple formulas in one cell. In this case, its 3 Bloomberg formulas into one cell. The formula works in Excel when copied or typed manually but not when type it in the VBA module, where it creates an error (Compile error: Expected: End of statement) and highlights "rtg_mdy_sen_unsecured_debt". I believe the problem is the use of quotation marks in the formula but I can't find any information on how to work around it. The formula that works in Excel (when

问题 pdblp allows daily historical Bloomberg requests via: con = pdblp.BCon(debug=False) con = start() df = con.bdh(['SPY Equity'], 'PX_LAST', '20150103', '20150619') How can intraday price/volume/open interest etc requests be made? Desired behavior resembling as below, the price on 15 minute intervals. df = con.bdh(['SPY Equity'], 'PX_Last', ... , periodSelection = 'MINUTE', period=15) 回答1: Have you looked at the intraday request python example? You need to specify the timing in your request. def

问题 I'm trying to setup my Mac OS X system to use the pdblp Python library which requires me to first install the Bloomberg Open API libary for Python. After cloning the git repo and running python setup.py install , I get File "setup.py", line 20, in <module> raise Exception("BLPAPI_ROOT environment variable isn't defined") Exception: BLPAPI_ROOT environment variable isn't defined How should I proceed? 回答1: You also need to install the C/C++ libraries and then set BLPAPI_ROOT to the location of

问题 I have a script that imports some external data into the worksheet, which in turn affects some =BDP(...) formulas. Optimally, I'd like to do some checks on the BDP results immidiately after copying the data. The Bloomberg Excel Add-in updates asynchronously - how do I wait for the results and then resume the script? It seems that the results are only imported after the VBA script finishes, no matter how long it runs. Thanks in advance Martin 回答1: I built something similar using BDH. I had to

问题 Does anyone know how to get asynchronous data through Bloomberg's new data API (COM v3) with Python? I found this code below on wilmott.com and it works just fine, but it's for the old API version. Does anyone know the corresponding code for the new version? from win32com.client import DispatchWithEvents from pythoncom import PumpWaitingMessages, Empty, Missing from time import time class BBCommEvent: def OnData(self, Security, cookie, Fields, Data, Status): print 'OnData: ' + `Data` def

问题 I am struggling with the logic to get hourly OPEN, HIGH, LOW and LAST_PRICE snapshot from Bloomberg using .Net API 3.0. I have googled it many times but with no luck! Any help on this will be much appreciated. I am trying to find equivalent of following VBA BDH function in Bloomberg .Net API (C#). BDH(B5,C6:F6,TODAY()-30,"","BarTp=T","BarSz=120","days=T","Dir=V","Dts=S",,"Quot‌​e=C","UseDPDF=Y","Sort=D",,"cols=5;rows=271") where B5 is security name and C6:F6 contain OPEN, HIGH, LOW and LAST

问题 I'm trying to automate construction of an Excel 2007 spreadsheet that uses the Bloomberg plugin to pull down live prices. The problem is that when I open Excel through win32com the Bloomberg plugin does not load (so all of the formulas end up with "#NAME?" errors). Manually uninstalling and reinstalling the plugin works, but copying the VBA code from the recorded macro leads to a "Run-time error '13': Type mismatch" error. I can click the End button and everything runs fine, but I want to