`xbbg.blp.bds` seems to ignore overrides

alpha-xone / xbbg

An intuitive Bloomberg API

https://xbbg.readthedocs.io/

Apache License 2.0

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Closed LucaMingarelli closed 2 years ago

LucaMingarelli commented 2 years ago

When attempting to specify a CURVE_DATE in xbbg.blp.bds, for example as

from xbbg import blp
blp.bds('YCSW0045 Index', "PAR_CURVE", 
             CURVE_DATE='20160625')

the CURVE_DATE argument seems to be ignored and one is always returned the most recent data.

This is meant to do the same as excel's =BDS("YCSW0045 Index","PAR_CURVE", "CURVE_DATE=20160625").

Is this a bug or am I not specifying something in the right way?

LucaMingarelli commented 2 years ago

This seems to have to do with the bloomberg API - CURVE_DATE is the wrong parametner, REFERENCE_DATE is to be used instead.