Open isBos opened 3 years ago
I would contact Bloomberg directly about this since this looks like a question for their market data team.
thank you
could it be that the timestamp shows a different time from BBG, even as i made the time zone match my BBG setting?
Code Sample, a copy-pastable example if possible
import pdblp import datetime as dt import pandas as pd import numpy as np
c = pdblp.BCon(debug=True, port=8194, timeout=5000) c.start() c.bdib('BCN1M CMPN CURNCY', '2021-06-02T10:55:00', '2021-06-02T11:05:00', 'BID', 1, [('adjustmentFollowDPDF', True)])
Problem description
[this should explain why the current behaviour is a problem and why the expected output is a better solution.]
I'm pulling 1min Intraday bar data for BRL 1M forward with bdib and comparing it to BBG QR for the same time window. BBG quotes (open) are around 125 handle, bdib quotes have 139 handle. This is what i get with bdib:
Out[62]: open high low close volume numEvents time
2021-06-02 10:57:00 139.42 139.42 139.42 139.42 0 1 2021-06-02 11:02:00 139.42 139.42 139.42 139.42 0 1
Expected Output
This is what i get with BBG QR: 10:57 bid has low 125 handle, 11:02 has high 124 handle
Version Information
[paste the output of
pdblp.__version__
here below this line] 0.1.8