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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

Do you plan to add subscriptions? #2

Closed auenbauer closed 4 years ago

alpha-xone commented 5 years ago

no plan yet. any suggestions?

auenbauer commented 5 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.

alpha-xone commented 5 years ago

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.

auenbauer commented 5 years ago

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?

alpha-xone commented 5 years ago

Yes got you. This is way out of the scope of this little project. As mentioned, Excel is a much better choice.

alpha-xone commented 5 years ago

subscription coming soon