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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)
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