Open ASHLYNZ opened 3 years ago
I'm having issue with overwrite field of extracting data from Bloomberg by setting currency to CAD
# import pandas as pd #import pdblp #hp_base = pd.DataFrame(con.bdh(SecList, Fields,business_day_month,end_date,ovrds=[('Currency','CAD')])) #hp_local = pd.DataFrame(con.bdh(SecList, Fields,business_day_month,end_date]))
hoping to see hp_base in Canadian dollar while hp_local return the security in local currency.
the 2 output are identical. both returned local currency. There is no issue with run hp_base:
hp_base = pd.DataFrame(con.bdh(SecList, Fields,business_day_month,end_date,ovrds=[('Currency','CAD')])) pdblp.pdblp:INFO:Sending Request: HistoricalDataRequest = { securities[] = { "MXWO Index" } fields[] = { "PX_LAST" } startDate = "20200831" endDate = "20200903" overrides[] = { overrides = { fieldId = "Currency" value = "CAD" } } }
pdblp.pdblp:INFO:Event Type: 'RESPONSE' pdblp.pdblp:INFO:Message Received: HistoricalDataResponse = { securityData = { security = "MXWO Index" eidData[] = { } sequenceNumber = 0 fieldExceptions[] = { } fieldData[] = { fieldData = { date = 2020-08-31 PX_LAST = 2455.510000 } fieldData = { date = 2020-09-01 PX_LAST = 2467.250000 } fieldData = { date = 2020-09-02 PX_LAST = 2494.100000 } fieldData = { date = 2020-09-03 PX_LAST = 2425.780000 } } } }
pdblp.version Out[18]: '0.1.8'
hey try the below?
from ovrds to elms
I'm having issue with overwrite field of extracting data from Bloomberg by setting currency to CAD
Expected Output
hoping to see hp_base in Canadian dollar while hp_local return the security in local currency.
Actual output
the 2 output are identical. both returned local currency. There is no issue with run hp_base:
hp_base = pd.DataFrame(con.bdh(SecList, Fields,business_day_month,end_date,ovrds=[('Currency','CAD')])) pdblp.pdblp:INFO:Sending Request: HistoricalDataRequest = { securities[] = { "MXWO Index" } fields[] = { "PX_LAST" } startDate = "20200831" endDate = "20200903" overrides[] = { overrides = { fieldId = "Currency" value = "CAD" } } }
pdblp.pdblp:INFO:Event Type: 'RESPONSE' pdblp.pdblp:INFO:Message Received: HistoricalDataResponse = { securityData = { security = "MXWO Index" eidData[] = { } sequenceNumber = 0 fieldExceptions[] = { } fieldData[] = { fieldData = { date = 2020-08-31 PX_LAST = 2455.510000 } fieldData = { date = 2020-09-01 PX_LAST = 2467.250000 } fieldData = { date = 2020-09-02 PX_LAST = 2494.100000 } fieldData = { date = 2020-09-03 PX_LAST = 2425.780000 } } } }
Version Information
pdblp.version Out[18]: '0.1.8'