python interface to Bloomberg data for Pandas
Bloomberg Open API and python pandas
This package is not yet on pypi manual global install is as follows:
pip install git+https://github.com/kyuni22/pybbg
New Functions bds and bdp
- bdh(tickers, fields, start date, end date, period selection) - similar interface with Bloomberg Excel API's bdh fucntion
- tickers - one ticker as a string or a list of strings
- fields - one field as a string or a list of strings (mnemonics or calcroutes from FLDS screen)
- if one field is used, the second index on the data frame is removed otherwise a multi-index data frame is used
- start/end date - end date defaults to today
- period selection - default to daily
- overrides - a dictionary, keys map to FLDS fields to overrides, values are the override values
- other_request_parameters - a dictionary, see
DOCS 2074429 <GO>page 17 for key/value pairs that are valid here - move_dates_to_period_end - boolean - if true forces WEEKLY to the friday of that week, forces MONTHLY to the last calendar day of that month.
- bdp(tickers, fields) - similar to excel bdp
- tickers - one string or a list of strings
- fields - one field or a list of fields
- returns a table where columns are tickers and rows are fields, cell values are values
- now with overrides
- bds(ticker, field) - similar to excel BDS
- ticker - one ticker at a time
- field - one "bulk data" field at a time
- returns the bulk data table as seen in FLDS as a pandas data frame
- bdib(ticker, field list, start date and time, end date and time, event type, interval) - get intraday bar data and convert to pandas