alpha-xone / xbbg

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

Pulling intraday prices for multiple istruments #74

Closed HallowDance closed 1 year ago

HallowDance commented 2 years ago

Greetings!

First of all, awesome package - it has already saved me a lot of work fiddling with blapi directly.

I'm invoking blp.bdib() in a loop, iterating over a few hundred instruments, and while that works, it's painfully slow. Is there any way to mitigate this?

alpha-xone commented 1 year ago

This seems to be the only way. Using multi-thread is dangerous because the blpapi may return data of ticker A for ticker B. This happens randomly and if you really need to do it you have to write scripts for data validations.

HallowDance commented 1 year ago

Thanks for the input - I'll try to work around that and do some data validation.