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bpsmith / tia

Toolkit for integration and analysis
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BDP Formula #47

Open qwertzuiop18 opened 5 years ago

qwertzuiop18 commented 5 years ago

I have a BDP formula from Excel which I want to convert to tia.

What is the way to go there? I want to get the field 'CDS_QUOTED_PRICE' for a CDS Index

Thanks!

dpsugasa commented 5 years ago

This field only has current data for generic tickers in BBG.

Use LocalTerminal.get_reference_data() in tia. For CDS tickers, you need to use the value 'BBID' value. You can see this by using the 'DES' function or hovering over the security with your mouse. For example, SNRFIN CDS is 'ITRXESE Index'.

On Wed, Oct 17, 2018 at 12:36 PM qwertzuiop18 notifications@github.com wrote:

I have a BDP formula from Excel which I want to convert to tia.

What is the way to go there? I want to get the field 'CDS_QUOTED_PRICE' for a CDS Index

Thanks!

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qwertzuiop18 commented 5 years ago

Using get_reference_data() I get ann error when using .as_frame() .as_map() is working Is this a known issue?

Thanks!

qwertzuiop18 commented 5 years ago

The error is TypeError: reindex() got an unexpected keyword argument "axis"

in the statement

frame = frame.reindex(self.request.fields, axis=1)

dpsugasa commented 5 years ago

Can you post the full code?

On Wed, 17 Oct 2018, 12:56 qwertzuiop18, notifications@github.com wrote:

The error is TypeError: reindex() got an unexpected keyword argument "axis"

in the statement

frame = frame.reindex(self.request.fields, axis=1)

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qwertzuiop18 commented 5 years ago

from tia.bbg import LocalTerminal resp = LocalTerminal.get_reference_data('MSFT US EQUITY', ['PX_LAST', 'GICS_SECTOR_NAME', 'VOLATILITY_30D']) resp.as_map()

qwertzuiop18 commented 5 years ago

Sorry, that was the working one. Now the not working one:

from tia.bbg import LocalTerminal resp = LocalTerminal.get_reference_data('MSFT US EQUITY', ['PX_LAST', 'GICS_SECTOR_NAME', 'VOLATILITY_30D']) resp.as_frame()

dpsugasa commented 5 years ago

OK that works for me without issue.

Do you have an older version of pandas perhaps?

On Wed, Oct 17, 2018 at 1:40 PM qwertzuiop18 notifications@github.com wrote:

Sorry, that was the working one. Now the not working one:

from tia.bbg import LocalTerminal resp = LocalTerminal.get_reference_data('MSFT US EQUITY', ['PX_LAST', 'GICS_SECTOR_NAME', 'VOLATILITY_30D']) resp.as_frame()

— You are receiving this because you commented. Reply to this email directly, view it on GitHub https://github.com/bpsmith/tia/issues/47#issuecomment-430611946, or mute the thread https://github.com/notifications/unsubscribe-auth/AZekSCXQw6rIlwPtGCYKcd-NQND6MgoKks5ulyUsgaJpZM4Xjtqc .