Last active
December 31, 2024 13:42
-
-
Save vmetnev/786194e23c8c2c7d0ce1c56dd9feb7e1 to your computer and use it in GitHub Desktop.
Bloomberg queries
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
# python3 -m pip install blp | |
# https://pypi.org/project/blp/ | |
# https://matthewgilbert.github.io/blp/quickstart.html | |
import datetime | |
import json | |
import pandas | |
from blp import blp | |
bquery = blp.BlpQuery().start() | |
# Request PX_LAST for a specific security | |
data = bquery.bdp(["IMB US EQUITY"], ["NAME", "PX_LAST"]) | |
print((data)) | |
# print(type(data)) | |
index_members = bquery.bds("INDU Index", "INDX_MWEIGHT") | |
# print((index_members)) | |
historical_data = bquery.bdh( | |
["SPY US Equity", "TLT US Equity"], | |
["PX_LAST", "VOLUME"], | |
start_date="20190101", | |
end_date="20190110", | |
options={"adjustmentSplit": True} | |
) | |
# print((historical_data)) | |
with blp.BlpQuery() as bq: | |
df = bq.bdh( | |
["GME US Equity"], | |
["PX_LAST", "VOLUME"], | |
start_date="20210101", | |
end_date="20210130", | |
) | |
# print(df) | |
# this_bql = bquery.bql("get(px_last) for(['IBM US Equity', 'AAPL US Equity'])") | |
# print((this_bql)) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment