diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/bbg_helpers.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/bbg_helpers.py b/python/bbg_helpers.py index e57d5e4d..1d542a01 100644 --- a/python/bbg_helpers.py +++ b/python/bbg_helpers.py @@ -59,6 +59,8 @@ def event_loop(session, request): def get_pythonvalue(e): if e.datatype() in [blpapi.DataType.DATE, blpapi.DataType.DATETIME]: return pd.to_datetime(e.getValue()) + elif e.datatype() == blpapi.DataType.ENUMERATION: + return e.getValueAsString() else: return e.getValue() @@ -172,8 +174,8 @@ def retrieve_data(session, securities, fields=[], overrides={}, data.update(process_intraday_tick_msg(msg)) if request.asElement().name() == blpapi.Name("IntradayTickRequest"): df = pd.DataFrame(data) - if time in df: - df.time = df.time.dt.tz_localize('GMT').dt.tz_convert('America/New_York') + if 'time' in df: + df.time = df.time.dt.tz_localize('UTC').dt.tz_convert('America/New_York') return df else: return data |