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alpha-xone / xbbg

An intuitive Bloomberg API
https://xbbg.readthedocs.io/
Apache License 2.0
244 stars 51 forks source link

Requesting intradate in 5min,10min,30min etc #48

Open fredysarmiento12 opened 2 years ago

fredysarmiento12 commented 2 years ago

Good afternoon,

I've been working on the following code which give me 1 minute data in London hours between an interval:

df = blp.bdib('EURUSD Curncy', dt =('2021-08-10'),ref='CurrencyGeneric',typ ='TRADE') df = df.tz_convert('Europe/London') df = df.between_time('7:00:00', '10:00:00')

How can I request 5min data, or 10 min data or 30 min?

I much appreciate your help

Kind regards Fredy

alpha-xone commented 2 years ago

Not available now - the request for a specific number of the minute intervals is here: https://github.com/alpha-xone/xbbg/blob/5a92549f1dbdbf70a93c03b35a7f6d08206c8c2d/xbbg/blp.py#L260

Changing it will impact how cache files are saved, so maybe not adding it anytime soon. For now, you can request 1 min data and do resampling.