Inconsistent results for some time frames

[marinPh]

Code Sample, a copy-pastable example if possible

import pdblp
import datetime
endTime = datetime.datetime.now() - datetime.timedelta(days=250)
startTime = datetime.datetime.now() - datetime.timedelta(days=260)
endstring = endTime.strftime('%Y-%m-%dT%H:%M:%S')
startstring = startTime.strftime('%Y-%m-%dT%H:%M:%S')
con = pdblp.BCon(debug=False, timeout=10000)
con.start()
print(startstring,endstring)
prices = con.bdib(f'CO2 Comdty', startstring,endstring,'TRADE',120)
prices.columns = map(lambda x : 'CO' + x,prices.columns)

Problem description

I want to get every 2 hours the trades, but I want it from 260 days to 250 days before now, (very base case the goal is to have bigger interval). But I got the error :

KeyError Traceback (most recent call last) Cell In[4], line 11 9 #print(f"index{code},fields{str(field)}") 10 print(startstring,endstring) ---> 11 prices = con.bdib(f'CO2 Comdty', startstring,endstring,'TRADE',120) 12 prices.columns = map(lambda x : 'CO' + x,prices.columns)

File ~\AppData\Roaming\Python\Python310\site-packages\pdblp\pdblp.py:686, in BCon.bdib(self, ticker, start_datetime, end_datetime, event_type, interval, elms) 683 for bar in d['barData']['barTickData']: 684 data.append(bar['barTickData']) --> 686 data = pd.DataFrame(data).set_index('time').sort_index().loc[:, flds] 687 return data

File c:\Projects\Anaconda39\lib\site-packages\pandas\util_decorators.py:331, in deprecate_nonkeyword_arguments..decorate..wrapper(*args, *kwargs) 325 if len(args) > num_allow_args: 326 warnings.warn( 327 msg.format(arguments=_format_argument_list(allow_args)), 328 FutureWarning, 329 stacklevel=find_stack_level(), 330 ) --> 331 return func(args, **kwargs)

File c:\Projects\Anaconda39\lib\site-packages\pandas\core\frame.py:6012, in DataFrame.set_index(self, keys, drop, append, inplace, verify_integrity) 6009 missing.append(col) 6011 if missing: -> 6012 raise KeyError(f"None of {missing} are in the columns") 6014 if inplace: 6015 frame = self

KeyError: "None of ['time'] are in the columns"

---

Expected Output

a panda with the columns open,close,high,low,volume,numevents and indices every hour between those 2 intervals

Version Information

0.1.8

[marinPh]

When doing a bit of debugging I found that the error comes from the fact that: for msg in self._receive_events(): d = msg['element']['IntradayBarResponse'] in pdplb.py line 677 every d is a empty and retrieves nothing.

[matthewgilbert]

I think there are limits on this history you can pull from the Bloomberg api

On Mon, Aug 12, 2024 at 4:47 AM marinPh @.***> wrote:

When doing a bit of debugging I found that the error comes from the fact that: for msg in self._receive_events(): d = msg['element']['IntradayBarResponse'] in pdplb.py line 677 every d is a empty and retrieves nothing.

— Reply to this email directly, view it on GitHub https://github.com/matthewgilbert/pdblp/issues/105#issuecomment-2283416658, or unsubscribe https://github.com/notifications/unsubscribe-auth/AASKGAS5ZV4OEBG7RJW4S63ZRBZDVAVCNFSM6AAAAABMLWQJCWVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDEOBTGQYTMNRVHA . You are receiving this because you are subscribed to this thread.Message ID: @.***>

[marinPh]

Yes I think there is, it does not however give any error if the endTime is before the max history, but still only gives the price inside the threshold

[marinPh]

The issue is until what date does the API requests data. However, an error of pdblp saying that the wanted date has no data because of the threshold could help