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pdblp does not handle responseError in ReferenceDataResponse #74
Description
Code Sample
fun = blpcon.ref(securities, fundamental_fields, [('EQY_FUND_RELATIVE_PERIOD', relativePeriod)])Problem description
When daily limit has reached, I get TypeError: string indices must be integers
~\.conda\envs\myconda36\lib\site-packages\pdblp\pdblp.py in ref(self, tickers, flds, ovrds)
362 logger.info('Sending Request:\n{}'.format(request))
363 self._session.sendRequest(request, identity=self._identity)
--> 364 data = self._parse_ref(flds)
365 data = pd.DataFrame(data)
366 data.columns = ['ticker', 'field', 'value']
~\.conda\envs\myconda36\lib\site-packages\pdblp\pdblp.py in _parse_ref(self, flds, keep_corrId, sent_events)
377 d = msg['element']['ReferenceDataResponse']
378 for security_data_dict in d:
--> 379 secData = security_data_dict['securityData']
380 ticker = secData['security']
381 if 'securityError' in secData:
TypeError: string indices must be integers
When enabling debug, this is trace:
pdblp.pdblp:INFO:Event Type: 'PARTIAL_RESPONSE'
pdblp.pdblp:INFO:Message Received:
ReferenceDataResponse = {
responseError = {
source = "bbdbd2"
code = -4001
category = "LIMIT"
message = "uuid: xxxxxxx, SN: xxxxx, sid: xxxxx Daily capacity reached. [nid:xxxx] "
subcategory = "DAILY_CAPACITY_REACHED"
}
}
Expected Output
It would be great if _parse_ref() function can understand the PARTIAL_RESPONSE event type and report actual error rather than TypeError which is hiding underlying error.
Version Information
[paste the output of pdblp.__version__ here below this line]
'0.1.8'
Thank you
Thank you for awesome library.
Activity
[-]pdblp does not handle PARTIAL_RESPONSE[/-][+]pdblp does not handle responseError in ReferenceDataResponse[/+]matthewgilbert commentedon Dec 1, 2019
I agree this would be a nice feature to have but will likely not have the time to implement this in the foreseable future. Currently the parsing of the responses happens throughout the library instead of in a centralized place, so implementing this check would be a bit involved. To test would also involve adding mocking since these responses can only be replicated when your limits are hit.
shjin404 commentedon Dec 1, 2019
Thanks. At least I have some fixes that I have currently sprinkled the error checking and it worked fine for my use. I will send a pull request on your way soon.
shjin404 commentedon Dec 1, 2019
Just sent a new pull request. I am trying to figure out how to link the pull request with this issue. I am completely new to Github workflow.