Repository URL to install this package:
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Version:
1.2.0 ▾
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import pandas as pd
from datetime import datetime
from dateutil.relativedelta import relativedelta
from tia.bbg import LocalTerminal
if __name__ == '__main__':
d = pd.date_range(start=datetime.today()-relativedelta(days=4), end=datetime.today(), freq='B')
m = pd.date_range(start=datetime.today()-relativedelta(months=2), end=datetime.today(), freq='BM')
def banner(msg):
print('*' * 25)
print(msg)
print('*' * 25)
banner('ReferenceDataRequest: single security, single field, frame response')
response = LocalTerminal.get_reference_data('msft us equity', 'px_last')
print(response.as_map())
print(response.as_frame())
banner('ReferenceDataRequest: single security, multi-field (with bulk), frame response')
response = LocalTerminal.get_reference_data('eurusd curncy', ['px_last', 'fwd_curve'])
print(response.as_map())
rframe = response.as_frame()
print(rframe.columns)
# show frame within a frame
print(rframe.loc[0, 'fwd_curve'].tail())
banner('ReferenceDataRequest: multi security, multi-field, bad field')
response = LocalTerminal.get_reference_data(['eurusd curncy', 'msft us equity'], ['px_last', 'fwd_curve'],
ignore_field_error=1)
print(response.as_frame()['fwd_curve']['eurusd curncy'])
banner('HistoricalDataRequest: multi security, multi-field, daily data')
response = LocalTerminal.get_historical(['eurusd curncy', 'msft us equity'], ['px_last', 'px_open'], start=d)
print(response.as_map())
print(response.as_frame().head(5))
banner('HistoricalDataRequest: multi security, multi-field, weekly data')
response = LocalTerminal.get_historical(['eurusd curncy', 'msft us equity'], ['px_last', 'px_open'], start=m,
period='WEEKLY')
print('--------- AS SINGLE TABLE ----------')
print(response.as_frame().head(5))
#
# HOW TO
#
# - Retrieve an fx vol surface: BbgReferenceDataRequest('eurusd curncy', 'DFLT_VOL_SURF_MID')
# - Retrieve a fx forward curve: BbgReferenceDataRequest('eurusd curncy', 'FWD_CURVE')
# - Retrieve dividends: BbgReferenceDataRequest('csco us equity', 'BDVD_PR_EX_DTS_DVD_AMTS_W_ANN')