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alpha-xone / xbbg

An intuitive Bloomberg API
https://xbbg.readthedocs.io/
Apache License 2.0
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Unable to get Tick data for Commodity Securities #19

Closed eanderson-skylar closed 3 years ago

eanderson-skylar commented 4 years ago

For example:

`from xbbg import blp import pandas as pd import numpy as np import datetime

cur_dt = pd.Timestamp('today', tz='America/New_York') recent = pd.bdate_range(end='today', periods=2, tz='America/New_York') pre_dt = max(filter(lambda dd: dd < cur_dt, recent)) pre_dt.date()

blp.bdtick('NGQ20 Comdty', dt=pre_dt).tail()`

returns error: 'Unknown string format: 2020-08-03 None'

alpha-xone commented 4 years ago

because exchange info is missing for this name. you can add relevant info to .yml file (see README for instruction).

another solution is use ref='ES1 Index' as argument - but this is not yet available for bdtick (only works for bdib now).

alpha-xone commented 3 years ago

This is resolved in 0.7.1b3