diff options
Diffstat (limited to 'python/markit')
| -rw-r--r-- | python/markit/rates.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 8c8e54d7..861a753e 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -122,7 +122,6 @@ def update_bbg_desc(conn, session, download_date): "SECURITY_TYP2", "INT_RATE_FUT_START_DT", "INT_RATE_FUT_END_DT", - "CONVEXITY_BIAS_BASIS_POINTS", "CRNCY", ] data = retrieve_data(session, missing_tickers, fields) @@ -155,7 +154,10 @@ def get_bbg_quotes(conn, session, start_from): with conn.cursor() as c: for k, v in data.items(): c.executemany( - "INSERT INTO bbg_rate_quotes(bbg_ticker, date, quote1) VALUES(%s, %s, %s)", + "INSERT INTO bbg_rate_quotes(bbg_ticker, date, quote1) " + "VALUES(%s, %s, %s) " + "ON CONFLICT (date, bbg_ticker) " + "DO UPDATE SET quote1=EXCLUDED.quote1", [(k, *t) for t in v.itertuples()], ) conn.commit() |