Repository URL to install this package:
|
Version:
3.16.1 ▾
|
# SimpleSubscriptionIntervalExample.py
from __future__ import print_function
from __future__ import absolute_import
from optparse import OptionParser
import os
import platform as plat
import sys
if sys.version_info >= (3, 8) and plat.system().lower() == "windows":
# pylint: disable=no-member
with os.add_dll_directory(os.getenv('BLPAPI_LIBDIR')):
import blpapi
else:
import blpapi
def parseCmdLine():
parser = OptionParser(description="Retrieve realtime data.")
parser.add_option("-a",
"--ip",
dest="host",
help="server name or IP (default: %default)",
metavar="ipAddress",
default="localhost")
parser.add_option("-p",
dest="port",
type="int",
help="server port (default: %default)",
metavar="tcpPort",
default=8194)
parser.add_option("--me",
dest="maxEvents",
type="int",
help="stop after this many events (default: %default)",
metavar="maxEvents",
default=1000000)
(options, args) = parser.parse_args()
return options
def main():
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options.host)
sessionOptions.setServerPort(options.port)
print("Connecting to %s:%d" % (options.host, options.port))
# Create a Session
session = blpapi.Session(sessionOptions)
# Start a Session
if not session.start():
print("Failed to start session.")
return
if not session.openService("//blp/mktdata"):
print("Failed to open //blp/mktdata")
return
security1 = "IBM US Equity"
security2 = "/cusip/912828GM6@BGN"
subscriptions = blpapi.SubscriptionList()
subscriptions.add(security1,
"LAST_PRICE,BID,ASK",
"interval=1.0",
blpapi.CorrelationId(security1))
subscriptions.add(security2,
"LAST_PRICE,BID,ASK,BID_YIELD,ASK_YIELD",
"interval=1.0",
blpapi.CorrelationId(security2))
session.subscribe(subscriptions)
try:
# Process received events
eventCount = 0
while(True):
# We provide timeout to give the chance to Ctrl+C handling:
event = session.nextEvent(500)
for msg in event:
if event.eventType() == blpapi.Event.SUBSCRIPTION_STATUS or \
event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
print("%s - %s" % (msg.correlationIds()[0].value(), msg))
else:
print(msg)
if event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
eventCount += 1
if eventCount >= options.maxEvents:
break
finally:
# Stop the session
session.stop()
if __name__ == "__main__":
print("SimpleSubscriptionIntervalExample")
try:
main()
except KeyboardInterrupt:
print("Ctrl+C pressed. Stopping...")
__copyright__ = """
Copyright 2012. Bloomberg Finance L.P.
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to
deal in the Software without restriction, including without limitation the
rights to use, copy, modify, merge, publish, distribute, sublicense, and/or
sell copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions: The above
copyright notice and this permission notice shall be included in all copies
or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS
IN THE SOFTWARE.
"""