Uninformative error message in version 0.1.8

[pepicello]

Code Sample, a copy-pastable example if possible

con = pdblp.BCon()
con.start()
con.bdh(['Invalid ticker'], 'PX_LAST', '20190101', '20190202')

Output:

ValueError: []

Problem description

With version 0.1.8 of pdblp, I no longer get a useful error message which was given by blpapi in the same way I was getting it, using version 0.1.7 (see expected output below). It would be useful to have the full error message, as I am parsing it to work out the problematic ticker/field as described in #31.

Note: I think this might be due to the different version of blpapi as well, as changes between v0.1.7 and v0.1.8 should not cause this issue. I have version 3.12.1 when testing v0.1.7 of pdblp, while version 3.13.1 with v0.1.8 of pdblp.

Expected Output

ValueError: HistoricalDataResponse = {
    securityData = {
        security = "Invalid ticker"
        eidData[] = {
        }
        sequenceNumber = 0
        securityError = {
            source = "3238::bbdbh4"
            code = 15
            category = "BAD_SEC"
            message = "Unknown/Invalid securityInvalid Security [nid:3238] "
            subcategory = "INVALID_SECURITY"
        }
        fieldExceptions[] = {
        }
        fieldData[] = {
        }
    }
}

Version Information

0.1.8

[matthewgilbert]

It looks like this was a regression introduced in 0b062233ba779b21918e388836fbbaa04bcd148e.

The issue shown below is with ValueError(data), which should be ValueError(d)

    286     def _bdh_list(self, tickers, flds, start_date, end_date, elms,
    287                   ovrds):
    288         logger = _get_logger(self.debug)
    289         if type(tickers) is not list:
    290             tickers = [tickers]
    291         if type(flds) is not list:
    292             flds = [flds]
    293 
    294         setvals = elms
    295         setvals.append(('startDate', start_date))
    296         setvals.append(('endDate', end_date))
    297 
    298         request = self._create_req('HistoricalDataRequest', tickers, flds,
    299                                    ovrds, setvals)
    300         logger.info('Sending Request:\n{}'.format(request))
    301         # Send the request
    302         self._session.sendRequest(request, identity=self._identity)
    303         data = []
    304         # Process received events
    305         for msg in self._receive_events():
    306             d = msg['element']['HistoricalDataResponse']
    307             has_security_error = 'securityError' in d['securityData']
    308             has_field_exception = len(d['securityData']['fieldExceptions']) > 0
    309             if has_security_error or has_field_exception:
--> 310                 raise ValueError(data)

I have fixed this in master, but it will be sometime before I do a new release.

[matthewgilbert]

Another possible work around, although not dynamic, is to output this to a log.

import logging
import pdblp

logger = logging.getLogger()
logger.setLevel('INFO')
formatter = logging.Formatter('%(name)s:%(levelname)s:%(message)s')
fh = logging.FileHandler('bbg.log')
fh.setFormatter(formatter)
logger.addHandler(fh)

con = pdblp.BCon(port=8195, debug=True, timeout=20000).start()
con.bdh(['Invalid ticker'], 'PX_LAST', '20190101', '20190202')

[pepicello]

Thanks!

[wec7]

I encountered into this issue as well, thanks for the fix!

Any plan to release this shortly? @matthewgilbert