abcampbell / pdblp

pandas wrapper for Bloomberg Open API

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.

The library borrows heavily from a similar package available here

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

pandas

and for pdblp.parser

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 <GO> -> API Developer's Guide.

Building the documentation

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.

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.