This is a simple interface to integrate pandas and the Bloomberg Open API. The standard Bloomberg API provides an extensive set of features for building applications on top of however does not provide easy and interactive access to data. This package provides several functions for accessing historical market data and reference data. A simple set of examples is available here.
The library borrows heavily from a similar package available here
and for pdblp.parser
pyparsing >= 2.2.0
You can install from PyPi using
pip install pdblp
or you can clone this repository and pip install the package, i.e.
git clone https://github.com/matthewgilbert/pdblp.git
pip install -e pdblp
blpapi can be installed directly from the above link or you can install from
the conda channel dsm into an environment, e.g.
conda install -n py36 -c dsm blpapi
If going this route make sure there is a build available for your version of python https://anaconda.org/dsm/blpapi/files
If you are getting 'GLIBCXX_3.4.21' not found error when attempting to import
blpapi, the following appears to resolve this issue.
conda install libgcc
The documentation can be viewed at https://matthewgilbert.github.io/pdblp/
For general documentation on the Bloomberg API check out the Developer's Guide.
For documentation on relevant Bloomberg fields for accessing data, check out
the Reference Guide: Services and Schemas. To access these, from a
Bloomberg Terminal go WAPI <GO> -> API Developer's Guide.
The documentation relies on Sphinx.
Building the documentation can be done by setting up a conda environment using
conda create --name pdblp_doc --file doc-environment.yml, sourcing this
environment and then installing the relevant version of pdblp. Documentation
can then be built using
cd doc
make html
and viewed in ./doc/_build. Before building this ensure that you are logged into a Bloomberg terminal as this is required for building many of the examples.