pybbg

python interface to Bloomberg data for Pandas

Prerequisite

Bloomberg Open API and python pandas

Install via pip

This package is not yet on pypi manual global install is as follows:

pip install git+https://github.com/kyuni22/pybbg 

Functions available

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

Examples

• bdh and bdib in IPython Notebook
• bdp bds bdh in python unittest