blob: a234d08ace8e494565ea9c39d8b5e3569ea798d6 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
|
from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP
import pandas as pd
import datetime
df = pd.read_clipboard(header=None)
trace_data = {}
with init_bbg_session(BBG_IP) as session:
for cusip in df[0].tolist():
security = "{}@TRAC Mtge".format(cusip)
trace_data[cusip] = retrieve_data(session, security,
start_date=datetime.datetime(2016, 5, 22, 12, 42),
end_date=datetime.datetime(2017, 5, 22, 18, 42))
|
