Closed sapre101 closed 3 years ago
thanks for point out - easy fix at the next release.
didn't expect people would be interested in the long-term contracts at this extreme - liquidities hardly provide enough meaningful insights.
Great.
indeed, most users wont be interested in the far end of the curve.. i have positions in some of these deferred contracts hence my interest :) Many thanks
this is in 0.7.4b1 now
hi there. i think there may be a bug for generic commodity ticker greater than the 9th future;
the following code will not work; data=blp.bdtick('SB11 Comdty' , '2020-12-04')
workaround as follows DOES work; data=blp.bdtick('SB11 Comdty' , '2020-12-04', ref='SB1 Comdty')
(same workaround as you suggested for 'C 1 Comdty', 'W 1 Comdty')
will use workaround for now, but wanted to bring to your attention...
many thanks
Traceback (most recent call last):
File "", line 1, in
bbg()
ERROR MESSAGE: File "C:\m_PyFolioProject\Bloomberg_Intraday_data.py", line 118, in bbg b=blp.bdtick(ticker, date,) # ref='SB1 Comdty')
File "c:\mypythonvenv\lib\site-packages\xbbg\blp.py", line 306, in bdtick dt=dt, ticker=ticker, session=session, tz=exch.tz, **kwargs
File "c:\mypythonvenv\lib\site-packages\pandas\core\generic.py", line 5139, in getattr return object.getattribute(self, name)
AttributeError: 'Series' object has no attribute 'tz'