blp | Pythonic interface for Bloomberg Open API
kandi X-RAY | blp Summary
kandi X-RAY | blp Summary
blp provides a simple pythonic interface to the blpapi package. blp is the next iteration of the pdblp package. blp was designed with the following in mind.
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Top functions reviewed by kandi - BETA
- Process the response .
- Send a request to the Blp API .
- Create a query .
- Convert a dictionary to a request .
- Create a historical data query .
- Create an interval query .
- Create an interval request for an interval .
- Authenticate .
- Subscribe to a dict .
- Convert an element into a value .
blp Key Features
blp Examples and Code Snippets
Community Discussions
Trending Discussions on blp
QUESTION
I am trying to insert a collection of objects in a flask api. We use marshmallow for deserializing. My endpoint looks like this:
...ANSWER
Answered 2022-Apr-04 at 08:13Disclaimer: flask-smorest maintainer speaking.
I don't think the issue is related to the fact that the input is a list.
IIUC, your problem is that you're gettings dicts, rather than objects, injected in the view function. This is the default marshmallow behaviour. It can be overridden in marshmallow by using a post_load
hook to actually instantiate the object.
I generally don't do that. In practice I find it better to instantiate objects in the view function. For instance, in a PUT resource, I prefer to instantiate the existing item from DB then update it with new data. In this case it is better to have the new data as dict than object.
There may not be a single truth, here, it could be a matter of opinion, but while the idea of having the object instantiated in the decorator and passed to the view is appealing, it might be a bit of an abusive shortcut.
I realize this answer is of the "no idea but you shouldn't do it anyway" type. Just saying laybe you shouldn't struggle to achieve this.
This said, I'd be surprised if it worked with non-list / non-nested inputs and I'd wonder why it doesn't work specifically in this case.
QUESTION
I am working with .tif images. I try to read a .tif image in order to access it later on pixel level and read some values. The error that I get when using Pillow is this:
...ANSWER
Answered 2022-Mar-13 at 14:09Your image is 4-channels of 32-bits each. PIL doesn’t support such images - see Available Modes here.
I would suggest tifffile
or OpenCV’s cv2.imread(…, cv2.IMREAD_UNCHANGED)
QUESTION
I am new to Pyxll and Asyncio and having trouble get the following code going. I kept getting the initial value = 0 on the spreadsheet and it's not refreshing. Could you help and let me know what I did wrong? I followed the example from Pyxll's tutorial here: https://www.pyxll.com/docs/userguide/rtd.html#using-the-asyncio-event-loop
...ANSWER
Answered 2022-Feb-23 at 17:49I figured out with xbbg blp.bdp function which does similar thing. This is a good substitute if you have a massive bbg function pulling RT price. PyXLL allows you to input an array of tickers which saves a lot of time. I hope this could save someone some time :)
QUESTION
Please can anyone advise how I may retrieve FX Forwards NDF's outright bid / outright ask or indeed any price data for USD/KRW for the 1W, 1M, 3M etc tenors.
I have attempted to follow the DAPI instructions as well as attempting to find answers via Stackoverflow to no avail. I can however succesfully retrieve live bid asks for SPOT USD KRW or even Equities such as AAPL no problem
I have tried using different combinations of the tickers, although I see no error codes no actual live prices come back? Please does anyone have any ideas to get live ticking NDF outright prices:
Any & all help is greatly appreciated :) as Bloomberg seemingly don't provide any assistance
['USD/KRW N 2M Curncy'], ['USD/KRW N 3M Curncy'] , ['USD/KRW N 3M ICAP Curncy']
p.s the Excel Bloomberg formula such as =BFxForward("USDKRW","3M","BidOutright") is essentially what I'm trying to replicate via python, attempting to follow the DAPI instructions seems to not work.
I have used the C++ BLPAPI pdf examples to attempt to get this working however no NDF examples seemingly exist.
...ANSWER
Answered 2022-Jan-06 at 10:57This is the KRW FRD
screen in the Bloomi Terminal:
If you hover the mouse over the 3M outright Bid (in the circle), the pop-up shows the underlying ticker to be KWN+3M BGN Curncy
.
When I put this ticker in Excel as:
=BDP("KWN+3M BGN Curncy","BID","UpdateFrequency",500)
then I get updating bid side pricing which matches the Terminal screen.
Since the underlying DAPI for Excel and Python is the same, I would guess that this ticker will work with the blpapi too. I usually find it is quicker to test tickers and fields in Excel.
QUESTION
I am trying to extract data from Bloomberg. I need data for multiple fields with diferent currencies. I can't get what I need from this answer https://github.com/alpha-xone/xbbg
Can anyone help, please?. for a "specifc time" and on a "period of time"?
I tried the following code but it didn't work.
...ANSWER
Answered 2021-Nov-29 at 21:10It is best to group similar securities together when pulling in historic data. In the OP's question, 'TPXDDVD Index' is a calculated total return index. Hence it will not have the same fields available as the other two, which as their tickers suggest are quoted funds.
Taking just the two quoted funds, SCTOGAA LN Equity
and VAPEJSI ID Equity
, we can determine the default currency in which each field is denominated. This being Bloomberg, naming conventions are organic and may not be obvious! The two value fields are FUND_NET_ASSET_VAL
and FUND_TOTAL_ASSETS
, and the default currency might be different for each.
We can use the bdp()
function to pull back these currencies as follows (NB tickers are in a python list:
QUESTION
ANSWER
Answered 2021-Nov-24 at 16:25It seams PIL and crop has some problems with LZW compression. Removing the compression with Photoshop makes the script running like expected.
QUESTION
I have the following Bloomberg BDS excel-formula: (";" is substituted with "," due to different settings in excel)
...ANSWER
Answered 2021-Aug-31 at 13:52You are specifying the parameters incorrectly. The function does not understand the CHAIN_POINTS_OVRD value, so is falling back to the default of 1, which is why the returned dataframe only has one value.
With xbbg
you can usually supply Python types, with the override name becoming the parameter name (no quotes) in the bds
call. So in this case the date override can be a datetime
value, and the chain points override can be a number.
QUESTION
I have the following excel-formula:
=@BDH("TSLA US Equity";"IVOL_Delta";start_date;end_date;IVOL_MATURITY=Maturity_90D;IVOL_DELTA_LEVEL=DELTA_LVL_25;IVOL_DELTA_PUT_OR_CALL=IVOL_CALL;days=a;Sort=D;cols=2;rows=1826)
.
Where the security is TSLA US Equity, the field is IVOL_Delta, start date and end dates speaks for itself, and the options is the remaining.
It works just fine in Excel.
I would like to use the API for python instead, but I don't know how to translate the options to a feasible input, I have tried both as dictionary and as list (could have messed something up though).
I tried the following code without luck (it works if the if I delete the dict and "options=opt" lines):
...ANSWER
Answered 2021-Aug-20 at 09:15The output in Excel of this formula:
=BDH("TSLA US Equity","PX_LAST,IVOL_Delta,VOLUME_TOTAL_CALL",D2,D3,"IVOL_MATURITY","Maturity_90D","IVOL_DELTA_LEVEL","DELTA_LVL_25","IVOL_DELTA_PUT_OR_CALL","IVOL_CALL")
is:
You can get the same data using the xbbg
package. There are plenty of wrappers for Bloomberg in Python, but this one is my personal favourite (pip install xbbg
)
QUESTION
I need to get open, high, low, close, volume data from bloomberg api for commodities like CL1, S 1, C1...
Right now, I am doing
...ANSWER
Answered 2021-Jun-25 at 14:42Xbbg uses an 'exchange' purely as a method for working out the timezone and trading hours for calls to the underlying Bloomberg API (as the API only takes a start and end UTC date/time).
The reason that "CL1" works and "S 1" doesn't is that the former ticker is listed in the default xbbg assets.yml file. This file provides a lookup of common tickers to identify their trading hours / TZ. The 'exchanges' are listed in exch.yml.
The parameter name to use for tickers that are not in assets.yml to specify CME is 'ref':
QUESTION
I want to implement selective bloom for an imported GLTF model in ThreeJS using an Emission map.
To achieve this I am supposed to first make the objects that should not have bloom completely black and using the UnrealBloomPass and the ShaderPass I'm going to mix the bloomed and non-bloomed effect passes together somehow.
I need to use GLSL code, which I'm only barely familiar with. Here is my basic setup:
...ANSWER
Answered 2021-Apr-15 at 17:32The order for selective bloom is still the same:
- Make all non-bloomed objects totally black
- Render the scene with bloomComposer
- Restore materials/colors to previous
- Render the scene with finalComposer
Patch model's material, having a common uniform, that indicates which render will be used:
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