alpha-xone / xbbg

An intuitive Bloomberg API
https://xbbg.readthedocs.io/
Apache License 2.0
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blp.bds function returning blank data frames [0.7.6] #75

Closed gruaig closed 2 years ago

gruaig commented 2 years ago

Hi,

So up until yesterday, this function was working fine. Do we know if bbg has changed something? The data frame is coming back as empty

Empty DataFrame Columns: [] Index: []

function code below

from xbbg import blp

def get_bbg_tickers(index_import): """Take the index name and query data from Bloomberg, Return a list of tickers instead.""" index_members = blp.bds(index_import, flds='') print(index_members)

index_name = index_members.reset_index()["ticker"][0]

index_members["member_ticker_and_exchange_code"] = index_members["member_ticker_and_exchange_code"]
ticker_list = index_members["member_ticker_and_exchange_code"].to_list()
return ticker_list

get_bbg_tickers('TSLA US Equity')

The error message is below

Traceback (most recent call last): File "C:\ProgramData\Miniconda3\lib\site-packages\pandas\core\indexes\base.py", line 3621, in get_loc return self._engine.get_loc(casted_key) File "pandas_libs\index.pyx", line 136, in pandas._libs.index.IndexEngine.get_loc File "pandas_libs\index.pyx", line 163, in pandas._libs.index.IndexEngine.get_loc File "pandas_libs\hashtable_class_helper.pxi", line 5198, in pandas._libs.hashtable.PyObjectHashTable.get_item File "pandas_libs\hashtable_class_helper.pxi", line 5206, in pandas._libs.hashtable.PyObjectHashTable.get_item KeyError: 'member_ticker_and_exchange_code'

The above exception was the direct cause of the following exception:

Traceback (most recent call last): File "C:\cygwin64\home\Administrator\a\main.py", line 17, in get_bbg_tickers('TSLA US Equity') File "C:\cygwin64\home\Administrator\a\main.py", line 12, in get_bbg_tickers index_members["member_ticker_and_exchange_code"] = index_members["member_ticker_and_exchange_code"] File "C:\ProgramData\Miniconda3\lib\site-packages\pandas\core\frame.py", line 3505, in getitem indexer = self.columns.get_loc(key) File "C:\ProgramData\Miniconda3\lib\site-packages\pandas\core\indexes\base.py", line 3623, in get_loc raise KeyError(key) from err KeyError: 'member_ticker_and_exchange_code'