matthewgilbert / pdblp

pandas wrapper for Bloomberg Open API
MIT License
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Curve ref_hist with Nans #86

Closed Whisperes closed 3 years ago

Whisperes commented 3 years ago

Tried to get curves for index. But solution from documentation did't work properly.

import pdblp

con = pdblp.BCon(debug=True, port=8194, timeout=5000)
con.start()

def getCurve():
    return con.ref_hist("BVIS0587 Index", "CURVE_TENOR_RATES", dates=['20200903'],
             date_field="CURVE_DATE")

print(getCurve())

Problem description

pdblp.pdblp:INFO:Event Type: 'RESPONSE'
pdblp.pdblp:INFO:Message Received:
ReferenceDataResponse = {
    securityData[] = {
        securityData = {
            security = "BVIS0587 Index"
            eidData[] = {
            }
            fieldExceptions[] = {
                fieldExceptions = {
                    fieldId = "CURVE_TENOR_RATES"
                    errorInfo = {
                        code = 34
                        category = "NO_AUTH"
                        message = "Field not defined in asid products"
                        subcategory = "FIELD_NOT_DEFINED_IN_ASID_PRODUCTS"
                    }
                }
            }
            sequenceNumber = 0
            fieldData = {
            }
        }
    }
}

Process finished with exit code 0 image

Expected Output

Some pandas df with real values. I see them in Terminal, but python got only Nans. What should i do?

Version Information

Name: pdblp Version: 0.1.8