Bloomberg Server API and Ruby/Python
Did you check out some questions at SO on this. It might help you
- Bloomberg API request timing out
- Asynchronous data through Bloomberg's new data API (COM v3) with Python?
Resolver is an spreadsheet implementation in IronPython and has a very good integration for Bloomberg API
- http://www.resolversystems.com/documentation/apidocs/MarketData_Bloomberg.html
Asynchronous data through Bloomberg's new data API (COM v3) with Python?
I finally figured it out. I did a fair bit of combrowse.py detective work, and I compared with the JAVA, C, C++, and .NET examples in the BBG API download. Interestingly enough the Bloomberg Helpdesk people knew pretty much null when it came to these things, or perhaps I was just talking to the wrong person.
Here is my code.
asynchronousHandler.py:
import win32com.client
from pythoncom import PumpWaitingMessages
from time import time, strftime
import constants
class EventHandler:
def OnProcessEvent(self, result):
event = win32com.client.gencache.EnsureDispatch(result)
if event.EventType == constants.SUBSCRIPTION_DATA:
self.getData(event)
elif event.EventType == constants.SUBSCRIPTION_STATUS:
self.getStatus(event)
else:
self.getMisc(event)
def getData(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message
dataString = ''
for fieldIndex, field in enumerate(constants.fields):
if message.AsElement.HasElement(field):
element = message.GetElement(field)
if element.IsNull:
theValue = ''
else:
theValue = ', Value: ' + str(element.Value)
dataString = dataString + ', (Type: ' + element.Name + theValue + ')'
print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + dataString
def getMisc(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message
print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString
def getStatus(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message
if message.AsElement.HasElement('reason'):
element = message.AsElement.GetElement('reason')
print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + ', Category: ' + element.GetElement('category').Value + ', Description: ' + element.GetElement('description').Value
if message.AsElement.HasElement('exceptions'):
element = message.AsElement.GetElement('exceptions')
exceptionString = ''
for n in range(element.NumValues):
exceptionInfo = element.GetValue(n)
fieldId = exceptionInfo.GetElement('fieldId')
reason = exceptionInfo.GetElement('reason')
exceptionString = exceptionString + ', (Field: ' + fieldId.Value + ', Category: ' + reason.GetElement('category').Value + ', Description: ' + reason.GetElement('description').Value + ') '
print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + exceptionString
class bloombergSource:
def __init__(self):
session = win32com.client.DispatchWithEvents('blpapicom.Session' , EventHandler)
session.Start()
started = session.OpenService('//blp/mktdata')
subscriptions = session.CreateSubscriptionList()
for tickerIndex, ticker in enumerate(constants.tickers):
if len(constants.interval) > 0:
subscriptions.AddEx(ticker, constants.fields, constants.interval, session.CreateCorrelationId(tickerIndex))
else:
subscriptions.Add(ticker, constants.fields, session.CreateCorrelationId(tickerIndex))
session.Subscribe(subscriptions)
endTime = time() + 2
while True:
PumpWaitingMessages()
if endTime < time():
break
if __name__ == "__main__":
aBloombergSource = bloombergSource()
constants.py:
ADMIN = 1
AUTHORIZATION_STATUS = 11
BLPSERVICE_STATUS = 9
PARTIAL_RESPONSE = 6
PUBLISHING_DATA = 13
REQUEST_STATUS = 4
RESOLUTION_STATUS = 12
RESPONSE = 5
SESSION_STATUS = 2
SUBSCRIPTION_DATA = 8
SUBSCRIPTION_STATUS = 3
TIMEOUT = 10
TOKEN_STATUS = 15
TOPIC_STATUS = 14
UNKNOWN = -1
fields = ['BID']
tickers = ['AUD Curncy']
interval = '' #'interval=5.0'
For historical data I used this simple script:
import win32com.client
session = win32com.client.Dispatch('blpapicom.Session')
session.QueueEvents = True
session.Start()
started = session.OpenService('//blp/refdata')
dataService = session.GetService('//blp/refdata')
request = dataService.CreateRequest('HistoricalDataRequest')
request.GetElement('securities').AppendValue('5 HK Equity')
request.GetElement('fields').AppendValue('PX_LAST')
request.Set('periodicitySelection', 'DAILY')
request.Set('startDate', '20090119')
request.Set('endDate', '20090130')
cid = session.SendRequest(request)
ADMIN = 1
AUTHORIZATION_STATUS = 11
BLPSERVICE_STATUS = 9
PARTIAL_RESPONSE = 6
PUBLISHING_DATA = 13
REQUEST_STATUS = 4
RESOLUTION_STATUS = 12
RESPONSE = 5
SESSION_STATUS = 2
SUBSCRIPTION_DATA = 8
SUBSCRIPTION_STATUS = 3
TIMEOUT = 10
TOKEN_STATUS = 15
TOPIC_STATUS = 14
UNKNOWN = -1
stayHere = True
while stayHere:
event = session.NextEvent();
if event.EventType == PARTIAL_RESPONSE or event.EventType == RESPONSE:
iterator = event.CreateMessageIterator()
iterator.Next()
message = iterator.Message
securityData = message.GetElement('securityData')
securityName = securityData.GetElement('security')
fieldData = securityData.GetElement('fieldData')
returnList = [[0 for col in range(fieldData.GetValue(row).NumValues+1)] for row in range(fieldData.NumValues)]
for row in range(fieldData.NumValues):
rowField = fieldData.GetValue(row)
for col in range(rowField.NumValues+1):
colField = rowField.GetElement(col)
returnList[row][col] = colField.Value
stayHere = False
break
element = None
iterator = None
message = None
event = None
session = None
print returnList
Bloomberg API request timing out
I didn't really ever get around to solving this question, but we did find a workaround.
Based on a small, apparently throwaway, comment in the Server API documentation, we opted to create a second session. One session is responsible for static requests, the other for real-time. e.g.
_marketDataSession.OpenService("//blp/mktdata");
_staticSession.OpenService("//blp/refdata");
The means one session operates in subscription mode, the other more synchronously - I think it was this duality which was at the root of our problems.
Since making that change, we've not had any problems.
Is it possible to access (read: query) an xml data service provider (REST or SOAP) directly from the command line? If so, how?
The curl
command takes a URL as its argument and issues an HTTP GET to get the resource at that address. If that HTTP request accesses a REST web service, then it displays the response from that service. You can of course build on this as your starting point.
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