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https://github.com/matthewgilbert/pdblp

pandas wrapper for Bloomberg Open API
https://github.com/matthewgilbert/pdblp

bloomberg bloomberg-api pandas

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pandas wrapper for Bloomberg Open API

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README 

        
**Note: This library has been superseded by [blp](https://github.com/matthewgilbert/blp), the next iteration of pdblp.**. This library is no longer under active development.



pdblp

=====

[![PyPI version](https://badge.fury.io/py/pdblp.svg)](https://badge.fury.io/py/pdblp)



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](https://matthewgilbert.github.io/pdblp/tutorial.html).



The library borrows heavily from a similar package available

[here](https://github.com/kyuni22/pybbg)



## Questions



`pdblp` simply wraps `blpapi` responses into `pandas` dataframes, general

questions about `blpapi` **should not** be posted as issues. The best way to get

support for `blpapi` is either from Bloomberg directly via the terminal or on

Stack Overflow, using tag `blpapi` (and `pdblp` if it also relates to the `pdblp` 

library).



## Requires



`python 3.x`



[Bloomberg Open API](http://www.bloomberglabs.com/api/)



[pandas](http://pandas.pydata.org/)



and for `pdblp.parser`



[pyparsing](https://pythonhosted.org/pyparsing/) >= 2.2.0



## Installation

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

```



`blpapi` can be installed directly from the above link or you can install from

the `conda-forge` channel 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 found` error when attempting to import

`blpapi`, the following appears to resolve this issue.



```

conda install libgcc

```



## Documentation



The documentation can be viewed at https://matthewgilbert.github.io/pdblp/



### Bloomberg Documentation



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 `WAPI ` -> `API Developer's Guide`.



### Building the documentation



The documentation relies on [Sphinx](http://www.sphinx-doc.org/en/master/).

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.



## Citing `pdblp`



If you make use of `pdblp` in 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.



[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.2529925.svg)](https://doi.org/10.5281/zenodo.2529925)