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alpha-xone / xbbg

An intuitive Bloomberg API
https://xbbg.readthedocs.io/
Apache License 2.0
246 stars 52 forks source link

regression BDP #11

Closed 3kwa closed 4 years ago

3kwa commented 4 years ago

When upgrading from 0.5.0 to 0.6.0 noticed a regression in BDP when requesting the open price and the current bid for a product: the open price is identical to the bid even when they are not.

alpha-xone commented 4 years ago

do you have more details like ticker name?

3kwa commented 4 years ago

Noticed this morning AEST with most if not all the JT Equity tickers in NK225. Will attempt to write a simple failing example.

alpha-xone commented 4 years ago

just tried couple of names - seems fine:

In [1]: blp.bdp('FP FP Equity', ['Open', 'Last_Price'])
Out[1]:
              open  last_price
FP FP Equity 45.17       44.84
alpha-xone commented 4 years ago

Will close soon if the problem cannot be replicated @3kwa