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alpha-xone / xbbg

An intuitive Bloomberg API
https://xbbg.readthedocs.io/
Apache License 2.0
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CDR argument ignored in blp.bdh #93

Open felgerandmazz opened 1 year ago

felgerandmazz commented 1 year ago

Hi, it appears the CDR override is not implemented in the python API. Here are sample BDHs call for EURUSD Curncy using date range of all of 2022, done with multiple calendar conditions whose dates are different (just germany, then just indonesia, then germany intersection indonesia, then south korea, then indonesia intersection korea) and yet all are the same dimension and have identical output.

t1 = blp.bdh("EURUSD Curncy","PX_LAST","20220101","20221231","CDR=TE") EURUSD Curncy PX_LAST 2022-01-03 1.1297 2022-01-04 1.1287 2022-01-05 1.1314 2022-01-06 1.1297 2022-01-07 1.1360 ... ... 2022-12-26 1.0637 2022-12-27 1.0640 2022-12-28 1.0612 2022-12-29 1.0661 2022-12-30 1.0705 260 rows × 1 columns

t2 = blp.bdh("EURUSD Curncy","PX_LAST","20220101","20221231","CDR=ID") EURUSD Curncy PX_LAST 2022-01-03 1.1297 2022-01-04 1.1287 2022-01-05 1.1314 2022-01-06 1.1297 2022-01-07 1.1360 ... ... 2022-12-26 1.0637 2022-12-27 1.0640 2022-12-28 1.0612 2022-12-29 1.0661 2022-12-30 1.0705 260 rows × 1 columns `

t3 = blp.bdh("EURUSD Curncy","PX_LAST","20220101","20221231","CDR=TE&ID") EURUSD Curncy PX_LAST 2022-01-03 1.1297 2022-01-04 1.1287 2022-01-05 1.1314 2022-01-06 1.1297 2022-01-07 1.1360 ... ... 2022-12-26 1.0637 2022-12-27 1.0640 2022-12-28 1.0612 2022-12-29 1.0661 2022-12-30 1.0705 260 rows × 1 columns

t4 = blp.bdh("EURUSD Curncy","PX_LAST","20220101","20221231","CDR=SK")

EURUSD Curncy PX_LAST 2022-01-03 1.1297 2022-01-04 1.1287 2022-01-05 1.1314 2022-01-06 1.1297 2022-01-07 1.1360 ... ... 2022-12-26 1.0637 2022-12-27 1.0640 2022-12-28 1.0612 2022-12-29 1.0661 2022-12-30 1.0705 260 rows × 1 columns

t5 = blp.bdh("EURUSD Curncy","PX_LAST","20220101","20221231","CDR=SK&ID") EURUSD Curncy PX_LAST 2022-01-03 1.1297 2022-01-04 1.1287 2022-01-05 1.1314 2022-01-06 1.1297 2022-01-07 1.1360 ... ... 2022-12-26 1.0637 2022-12-27 1.0640 2022-12-28 1.0612 2022-12-29 1.0661 2022-12-30 1.0705 260 rows × 1 columns

each input, generates a table with same output/dimension: 260 rows × 1 columns