diff options
| -rw-r--r-- | python/markit/import_quotes.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index 088fa061..9432ef85 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -58,8 +58,9 @@ def get_markit_bbg_mapping(database, basketid_list, workdate): def get_bbg_tickers(database, basketid_list, workdate): with database.cursor() as c: - c.execute("SELECT cds_curve FROM historical_cds_issuers(%s) " \ - "WHERE index_list && %s", + c.execute("SELECT distinct cds_curve FROM historical_cds_issuers(%s) " + "JOIN basket_constituents USING(company_id, seniority) " + "WHERE basketid=ANY(%s)", (workdate, list(basketid_list))) yield from chain.from_iterable(e[0] for e in c) database.commit() |