diff options
| -rw-r--r-- | python/experiments/exchange_example.py (renamed from python/exchange_example.py) | 0 | ||||
| -rw-r--r-- | python/experiments/test_trace.py | 12 |
2 files changed, 12 insertions, 0 deletions
diff --git a/python/exchange_example.py b/python/experiments/exchange_example.py index c253d7b4..c253d7b4 100644 --- a/python/exchange_example.py +++ b/python/experiments/exchange_example.py diff --git a/python/experiments/test_trace.py b/python/experiments/test_trace.py new file mode 100644 index 00000000..a234d08a --- /dev/null +++ b/python/experiments/test_trace.py @@ -0,0 +1,12 @@ +from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP +import pandas as pd +import datetime + +df = pd.read_clipboard(header=None) +trace_data = {} +with init_bbg_session(BBG_IP) as session: + for cusip in df[0].tolist(): + security = "{}@TRAC Mtge".format(cusip) + trace_data[cusip] = retrieve_data(session, security, + start_date=datetime.datetime(2016, 5, 22, 12, 42), + end_date=datetime.datetime(2017, 5, 22, 18, 42)) |