diff options
Diffstat (limited to 'python/markit')
| -rw-r--r-- | python/markit/import_quotes.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index cd4152b3..088fa061 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -40,7 +40,9 @@ def get_markit_bbg_mapping(database, basketid_list, workdate): all_tickers = set([]) with database.cursor() as c: c.execute("SELECT markit_ticker, markit_tier, spread, currency, cds_curve, " - " short_code FROM historical_cds_issuers(%s) where index_list && %s", + " short_code FROM historical_cds_issuers(%s) " + "JOIN basket_constituents USING (company_id, seniority) " + "WHERE basketid=ANY(%s)", (workdate, list(basketid_list))) for line in c: all_tickers.add((line['markit_ticker'], line['markit_tier'])) |