I am attempting to use the xbbg package to draw historic data with overrides. The below is retuning an empty df. (adjusting the timeout parameter does not change the result either)
I believe this is because the override IntrRw is not not added to the supported Elements. I have tried adding "IntrRw='IntrRw' , " to the ELEM_KEYS dict and "'IntrRw'," to the ELEMENTS array in overrides.py but then get the following error:
blpapi.exception.NotFoundException: Sub-element '(null)' does not exist. (0x0006000d)
Is there a way to add more overrides to the existing supported list?
[side note: The results of the above query can be achieved with blp.dbid() but that also appears not to accept overrides for querying other data]
Hi,
I am attempting to use the xbbg package to draw historic data with overrides. The below is retuning an empty df. (adjusting the timeout parameter does not change the result either)
-> blp.bdh(tickers="SPX Index",flds='BID',start_date="2021-03-30",end_date="2021-03-31",IntrRw=True)
I believe this is because the override IntrRw is not not added to the supported Elements. I have tried adding "IntrRw='IntrRw' , " to the ELEM_KEYS dict and "'IntrRw'," to the ELEMENTS array in overrides.py but then get the following error:
blpapi.exception.NotFoundException: Sub-element '(null)' does not exist. (0x0006000d)
Is there a way to add more overrides to the existing supported list?
[side note: The results of the above query can be achieved with blp.dbid() but that also appears not to accept overrides for querying other data]