1 files changed, 63 insertions, 0 deletions
diff --git a/python/bbg_helpers.py b/python/bbg_helpers.py
new file mode 100644
index 00000000..ea23cb3a
--- /dev/null
+++ b/python/bbg_helpers.py
@@ -0,0 +1,63 @@
+import blpapi
+import sys
+import pandas as pd
+
+# Fill SessionOptions
+def init_bbg_session(ipaddr, port=8184):
+    sessionOptions = blpapi.SessionOptions()
+    sessionOptions.setServerHost(ipaddr)
+    sessionOptions.setServerPort(port)
+    session = blpapi.Session(sessionOptions)
+
+    # Start a Session
+    if not session.start():
+        print "Failed to start session."
+        sys.exit(0)
+
+    if not session.openService("//blp/refdata"):
+        print "Failed to open //blp/refdata"
+        sys.exit(0)
+    return session
+
+def retreive_data(session, securities, fields):
+    refDataService = session.getService("//blp/refdata")
+    request = refDataService.createRequest("ReferenceDataRequest")
+    for security in securities:
+        request.append("securities", security)
+    for field in fields:
+        request.append("fields", field)
+    session.sendRequest(request)
+    data = []
+    try:
+        # Process received events
+        while(True):
+            # We provide timeout to give the chance to Ctrl+C handling:
+            ev = session.nextEvent(500)
+            if ev.eventType() in [blpapi.Event.PARTIAL_RESPONSE, blpapi.Event.RESPONSE]:
+                for msg in ev:
+                    data.append(msg)
+                # Response completely received, so we could exit
+            if ev.eventType() == blpapi.Event.RESPONSE:
+                break
+    finally:
+        # Stop the session
+        session.stop()
+    return data
+
+def process_msgs(data, fields):
+    newdata = []
+    for msg in data:
+        if msg.messageType() == blpapi.Name("ReferenceDataResponse"):
+            securityDataArray = msg.getElement("securityData")
+            for securityData in securityDataArray.values():
+                securityName = securityData.getElementValue("security")
+                fieldData = securityData.getElement("fieldData")
+                row = {'security': securityName}
+                for fieldName in fields:
+                    try:
+                        fieldValue = fieldData.getElementValue(fieldName)
+                        row[fieldName] = fieldValue
+                    except blpapi.NotFoundException:
+                        row[fieldName] = None
+                newdata.append(row)
+    return pd.DataFrame.from_dict(newdata)