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import blpapi
import sys
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost('192.168.1.108')
sessionOptions.setServerPort(8194)
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)
refDataService = session.getService("//blp/refdata")
request = refDataService.createRequest("ReferenceDataRequest")
fields = ["PX_LAST","LAST_UPDATE_DT","ISSUER","MATURITY","CPN","CPN_TYP",
"CPN_FREQ","FLT_SPREAD","LIBOR_FLOOR","LN_CURRENT_MARGIN",
"LN_COVENANT_LITE","SECOND_LIEN_INDICATOR","DEFAULTED", "PRICING_SOURCE"]
# append securities to request
cusips=set([])
with open("/home/share/CorpCDOs/data/bbgcusips.txt") as fh:
cusips = [line.rstrip() for line in fh]
cusips = set(cusips)
for cusip in cusips:
request.append("securities", "{0} Corp".format(cusip))
# append fields to request
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()
i=0
data2=[]
for msg in data:
if msg.messageType() == blpapi.Name("ReferenceDataResponse"):
securityDataArray = msg.getElement("securityData")
for securityData in securityDataArray.values():
i+=1
securityName = securityData.getElementValue("security")
fieldData = securityData.getElement("fieldData")
row = {}
for fieldName in fields:
try:
fieldValue = fieldData.getElementValue(fieldName)
row[fieldName] = fieldValue
except blpapi.NotFoundException:
row[fieldName] = None
data2.append(row)
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