CODEWITHSUNDEEP
pythonpython-2.7bloomberg
Maxim
Maxim

Reputation: 507

Bloomberg Desktop Api v3 Python 2.7 add historical data to a list

I have searched for the answer but unfortunately I have not been able to find it for the 'new' APIv3 that supports Python 2.7.

Full disclosure, I am very new to Python.

I am able to establish a connection with Bloomberg and query historical data with the included example(SimpleHistoryExample.py), however I am having trouble adding it to a simple list. It prints out the data in what looks like jagged lists:

HistoricalDataResponse = {
securityData = {
    security = "IBM US Equity"
    eidData[] = {
    }
    sequenceNumber = 0
    fieldExceptions[] = {
    }
    fieldData[] = {
        fieldData = {
            date = 2006-01-31
            PX_LAST = 81.300000
            OPEN = 82.450000
        }
        fieldData = {
            date = 2006-02-28
            PX_LAST = 80.240000
            OPEN = 80.900000
        }
    ETC......

All I am trying to do is query ex. "BAC US EQUITY" and get "PX_LAST" from DATE1 to DATE2 into a list ex.listHistPrices which I then can slice and dice however I see fit.

Unfortunately I can't find any documentation for the Python SDK and only examples.

Any help would be appreciated.

Upvotes: 3

Views: 1281

Answers (2)

Maxim
Maxim

Reputation: 507

I found the exact code I need on github!

https://github.com/kyuni22/pybbg/blob/master/pybbg/pybbg_k.py

The only other thing needed was to get and install Pandas with the dependencies

Upvotes: 2

acushner
acushner

Reputation: 9946

i use a 2-step approach for this:

  1. store the data from bberg in a bottomless defaultdict:

    def dd(): return defaultdict(dd)

  2. convert that to a pandas DataFrame for easier access using from_dict

note, this will use a lot of memory on larger datasets.

Upvotes: 0

Related Questions