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matthewgilbert / pdblp

pandas wrapper for Bloomberg Open API
MIT License
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Add security lookup (SECF) requests #49

Open bverh opened 5 years ago

bverh commented 5 years ago

Implementation of the terminal function "SECF" which allows query based lookup of tickers using a search string. This leverages the "instruments" service using the InstrumentListRequest request type.

I can go ahead and open a PR of my implementation of the function, which can be located here

This is quite similar to the request from @dcragusa in issue #45. I've gone ahead and kept consistent by using the same naming convention for opening the related service - self.instrService

matthewgilbert commented 5 years ago

Sure that looks good. The one thing is it would probably make sense to instantiate a DataFrame with the results to be consistent with the other functions in pdblp, it doesn't appear that you are doing that here?. It would also be good to add a unit test to tests/test_pdblp.

bverh commented 5 years ago

I can definitely do that. The results from InstrumentListRequest also include a description of the ticker, so I will include this along with the tickers in the returned DataFrame. I will add some tests as well.