Closed auenbauer closed 4 years ago
I would find it great if subscriptions could be added because it seems that non of the other blpapi wrappers have it but unfortunately given my limited Python coding knowledge I can not directly contribute anything to the project.
By subscription you mean receiving live data right? I'm not familiar with this area and would expect python to be very unstable after pulling data after a while - memory blows up randomly in many cases. It would be a lot more easier (and more stabler) to use python to prepare data for Excel, then use Excel to receive live data.
Subscription works much better in other languages like C++ / C# / Java.
Yes I mean the streaming of live data for a list of securities by the subscription method. I can be wrong but in my mind subscriptions, in theory, should be a better method than a reference data call (query/ reference method) if you like to receive every data point for one or more securities right at the time when something like a transaction takes place. With the reference method you need to "refresh" a query over and over again in short intervals and most of the time you don't get data because nothing has happened. Do you know what I mean?
Yes got you. This is way out of the scope of this little project. As mentioned, Excel is a much better choice.
subscription coming soon
no plan yet. any suggestions?