diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/bbg_helpers.py | 8 |
1 files changed, 7 insertions, 1 deletions
diff --git a/python/bbg_helpers.py b/python/bbg_helpers.py index ea23cb3a..92d5a57c 100644 --- a/python/bbg_helpers.py +++ b/python/bbg_helpers.py @@ -19,13 +19,19 @@ def init_bbg_session(ipaddr, port=8184): sys.exit(0) return session -def retreive_data(session, securities, fields): +def retreive_data(session, securities, fields, settle_date=None): 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) + if settle_date: + overrides = request.getElement('overrides') + o = overrides.appendElement() + o.setElement("fieldId", "SETTLE_DT") + o.setElement("value", "{0:%Y%m%d}".format(settle_date)) + session.sendRequest(request) data = [] try: |