Repository URL to install this package:
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Version:
0.3.2 ▾
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import pandas as pd
from tia.bbg import LocalTerminal
if __name__ == "__main__":
d = pd.datetools.BDay(-4).apply(pd.datetime.now())
m = pd.datetools.BMonthBegin(-2).apply(pd.datetime.now())
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.ix[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')