How to add options to bloomberg bdh query using api in python

[hoeghaa]

I have the following excel-formula:

=@BDH("TSLA US Equity";"IVOL_Delta";start_date;end_date;IVOL_MATURITY=Maturity_90D;IVOL_DELTA_LEVEL=DELTA_LVL_25;IVOL_DELTA_PUT_OR_CALL=IVOL_CALL;days=a;Sort=D;cols=2;rows=1826).

Where the security is TSLA US Equity, the field is IVOL_Delta, start date and end dates speaks for itself, and the options is the remaining.

It works just fine in Excel.

I would like to use the API for python instead, but I don't know how to translate the options to a feasible input, I have tried both as dictionary and as list (could have messed something up though).

I tried the following code without luck (it works if the if I delete the dict and "options=opt" lines):

import pandas from blp import blp

bquery = blp.BlpQuery().start()

opt = {"IVOL_DELTA_LEVEL":"DELTA_LVL_25"}

bquery.bdh( ["TSLA US Equity"], ["PX_LAST","IVOL_Delta","VOLUME_TOTAL_CALL"],#,"OPT_DELTA_MID_RT" start_date="20210801", end_date="20210819", options = opt, ) Thanks in advance!

[matthewgilbert]

This seems to be more a question related to translating the Excel call to an underlying blpapi library call. I would suggest asking for help via the terminal. Alternatively you can look at some simple examples here https://matthewgilbert.github.io/blp/quickstart.html

[hoeghaa]

Hi Matthew

Thank you very much for your response and time! Unfortunately, the simple examples does not include examples of options added to the BDH, so I will try to reach help via the terminal.

Have a great weekend!

Best regards,

Jørgen

---

Fra: Matthew Gilbert @.> Sendt: 19. august 2021 20:59 Til: matthewgilbert/blp @.> Cc: hoeghaa @.>; Author @.> Emne: Re: [matthewgilbert/blp] How to add options to bloomberg bdh query using api in python (#3)

This seems to be more a question related to translating the Excel call to an underlying blpapi library call. I would suggest asking for help via the terminal. Alternatively you can look at some simple examples here https://matthewgilbert.github.io/blp/quickstart.html

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHubhttps://github.com/matthewgilbert/blp/issues/3#issuecomment-902162929, or unsubscribehttps://github.com/notifications/unsubscribe-auth/AVFY7DTAW4RRA6GE2JU2Q3LT5VIBXANCNFSM5COMNYDA. Triage notifications on the go with GitHub Mobile for iOShttps://apps.apple.com/app/apple-store/id1477376905?ct=notification-email&mt=8&pt=524675 or Androidhttps://play.google.com/store/apps/details?id=com.github.android&utm_campaign=notification-email.

[matthewgilbert]

Hi @hoeghaa, good point. I have added an example to the documentation showing the use of overrides. You can find it here https://matthewgilbert.github.io/blp/quickstart.html#Using-overrides. For your specific case best to consult FLDS or Bloomberg HELP HELP but that example should show you how to interact with the library code.

[hoeghaa]

Hi Matthew

Sorry, I didn't see your answer, it looks very helpful, will dive right into it! Once again, thank you!

Best regards, Jørgen

---

Fra: Matthew Gilbert @.> Sendt: 20. august 2021 19:22 Til: matthewgilbert/blp @.> Cc: hoeghaa @.>; Mention @.> Emne: Re: [matthewgilbert/blp] How to add options to bloomberg bdh query using api in python (#3)

Hi @hoeghaahttps://github.com/hoeghaa, good point. I have added an example to the documentation showing the use of overrides. You can find it here https://matthewgilbert.github.io/blp/quickstart.html#Using-overrides. For your specific case best to consult FLDS or Bloomberg HELP HELP but that example should show you how to interact with the library code.

— You are receiving this because you were mentioned. Reply to this email directly, view it on GitHubhttps://github.com/matthewgilbert/blp/issues/3#issuecomment-902842317, or unsubscribehttps://github.com/notifications/unsubscribe-auth/AVFY7DQJPNUAKFUABHRCWADT52FMXANCNFSM5COMNYDA. Triage notifications on the go with GitHub Mobile for iOShttps://apps.apple.com/app/apple-store/id1477376905?ct=notification-email&mt=8&pt=524675 or Androidhttps://play.google.com/store/apps/details?id=com.github.android&utm_campaign=notification-email.

[hoeghaa]

Hi Matthew

I have one last question, I hope it's okay..

I have the following code:

now = arrow.now() today = str(now.format('YYYYMMDD')) today_minus_one_year = str(now.shift(days=-365).format('YYYYMMDD')) start_date = today_minus_one_year

Security = 'AAPL US Equity' period = 90 Select_interval = 'D' delta = 25

df_call = blp.bdh([Security], ['PX_LAST','IVOL_Delta','VOLUME_TOTAL_CALL'], start_date=start_date, end_date=today, IVOL_DELTA_LEVEL='DELTALVL'+str(delta), IVOLMATURITY='MATURITY'+str(period)+str(Select_interval), IVOL_DELTA_PUT_OR_CALL='IVOL_CALL')

Which works just fine.

In bdp in Excel, you can add "days=a", and "Sort=D", to get all days and sort in decending order, respectively.

I tried to include it like so:

df_call = blp.bdh([Security], ['PX_LAST','IVOL_Delta','VOLUME_TOTAL_CALL'], start_date=start_date, end_date=today, IVOL_DELTA_LEVEL='DELTALVL'+str(delta), IVOLMATURITY='MATURITY'+str(period)+str(Select_interval), IVOL_DELTA_PUT_OR_CALL='IVOL_CALL', days='a', Sort='D')

but it doesn't work... Can you help me with this?

Best regards,

Jørgen

---

Fra: Matthew Gilbert @.> Sendt: 20. august 2021 19:22 Til: matthewgilbert/blp @.> Cc: hoeghaa @.>; Mention @.> Emne: Re: [matthewgilbert/blp] How to add options to bloomberg bdh query using api in python (#3)

Hi @hoeghaahttps://github.com/hoeghaa, good point. I have added an example to the documentation showing the use of overrides. You can find it here https://matthewgilbert.github.io/blp/quickstart.html#Using-overrides. For your specific case best to consult FLDS or Bloomberg HELP HELP but that example should show you how to interact with the library code.

— You are receiving this because you were mentioned. Reply to this email directly, view it on GitHubhttps://github.com/matthewgilbert/blp/issues/3#issuecomment-902842317, or unsubscribehttps://github.com/notifications/unsubscribe-auth/AVFY7DQJPNUAKFUABHRCWADT52FMXANCNFSM5COMNYDA. Triage notifications on the go with GitHub Mobile for iOShttps://apps.apple.com/app/apple-store/id1477376905?ct=notification-email&mt=8&pt=524675 or Androidhttps://play.google.com/store/apps/details?id=com.github.android&utm_campaign=notification-email.

[matthewgilbert]

Can you look at code formatting in GitHub issues, it makes reading your questions easier.

If you look at the example in the documentation I linked, overrides are passed as a list of tuples, e.g. overrides=[("EQY_FUND_CRNCY", "EUR")]. Try changing your call to that format.