remove "Unknow security" Error

[BilalBAI]

When we use pdblp to request data for a list of tickers, if any one of the tickers is invalid, we get errors and can't get any data for the rest of the them. We have to pre-check all tickers one by one to handle the errors. It's very inefficient. If we remove this ValueError, it will return nan for invalid tickers which is easy to handle in the dataframe.

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[BilalBAI]

It looks like this after removing that ValueError:

[matthewgilbert]

This will change the API / expected behaviour in a way that I am not comfortable with therefore I don't want to introduce this change. Note that a variant of this type of behaviour is available in a new package I released which supercedes pdblp. You can take a look at specifying this type of behaviour in the new package here https://matthewgilbert.github.io/blp/quickstart.html#Troubleshooting

[BilalBAI]

This will change the API / expected behaviour in a way that I am not comfortable with therefore I don't want to introduce this change. Note that a variant of this type of behaviour is available in a new package I released which supercedes pdblp. You can take a look at specifying this type of behaviour in the new package here https://matthewgilbert.github.io/blp/quickstart.html#Troubleshooting

Understood. Thanks @matthewgilbert .