pandas wrapper for Bloomberg Open API
This is a simple interface to integrate pandas and the Bloomberg Open API. The standard Bloomberg API provides an extensive set of features for building applications on top of however does not provide easy and interactive access to data. This package provides several functions for accessing historical market data and reference data. A simple set of examples is available here.
The library borrows heavily from a similar package available here
pandasdataframes, general questions about
blpapishould not be posted as issues. The best way to get support for
blpapiis either from Bloomberg directly via the terminal or on Stack Overflow, using tag
pdblpif it also relates to the
pyparsing >= 2.2.0
You can install from PyPi using
pip install pdblp
or from conda-forge using
conda install -c conda-forge pdblp
or you can clone this repository and pip install the package, i.e.
git clone https://github.com/matthewgilbert/pdblp.git pip install -e pdblp
blpapican be installed directly from the above link or you can install from the
conda-forgechannel on Anaconda, e.g.
conda install -n blp_env -c conda-forge blpapi
If going this route make sure there is a build available for your version of python https://anaconda.org/conda-forge/blpapi/files
If you are getting
'GLIBCXX_3.4.21' not founderror when attempting to import
blpapi, the following appears to resolve this issue.
conda install libgcc
The documentation can be viewed at https://matthewgilbert.github.io/pdblp/
For general documentation on the Bloomberg API check out the Developer's Guide. For documentation on relevant Bloomberg fields for accessing data, check out the Reference Guide: Services and Schemas. To access these, from a Bloomberg Terminal go
API Developer's Guide.
The documentation relies on Sphinx. Building the documentation can be done by setting up a conda environment using
conda create --name pdblp_doc --file doc-environment.yml, sourcing this environment and then installing the relevant version of
pdblp. Documentation can then be built using
cd doc make html
and viewed in ./doc/_build. Before building this ensure that you are logged into a Bloomberg terminal as this is required for building many of the examples.
If you make use of
pdblpin publications, citations to this package would be appreciated. You can use the badge below to generate a DOI and reference text for the latest related version of pdblp.