def load_time_series(self, market_data_request):
#if(BBGLowLevelTemplate._session is None):
session = self.start_bloomberg_session()
#else:
# session = BBGLowLevelTemplate._session
try:
# if can't open the session, kill existing one
# then try reopen (up to 5 times...)
i = 0
while i < 5:
if session is not None:
if not session.openService("//blp/refdata"):
self.logger.info("Try reopening Bloomberg session... try " + str(i))
self.kill_session(session) # need to forcibly kill_session since can't always reopen
session = self.start_bloomberg_session()
if session is not None:
if session.openService("//blp/refdata"): i = 6
else:
self.logger.info("Try opening Bloomberg session... try " + str(i))
session = self.start_bloomberg_session()
i = i + 1
# give error if still doesn't work after several tries..
if not session.openService("//blp/refdata"):
self.logger.error("Failed to open //blp/refdata")
return
self.logger.info("Creating request...")
eventQueue = blpapi.EventQueue()
# eventQueue = None
# create a request
from blpapi import CorrelationId
cid = CorrelationId()
options = self.fill_options(market_data_request)
self.send_bar_request(session, eventQueue, options, cid)
self.logger.info("Waiting for data to be returned...")
data_frame = self.event_loop(session)
finally:
# stop the session (will fail if NoneType)
try:
session.stop()
except: pass
return data_frame
def load_time_series(self, md_request):
# if(BBGLowLevelTemplate._session is None):
logger = LoggerManager().getLogger(__name__)
session = self.start_bloomberg_session()
# else:
# session = BBGLowLevelTemplate._session
def download_data_frame(sess, eventQ, opt, ci):
if opt.security is not None:
self.send_bar_request(sess, eventQ, opt, ci)
logger.info("Waiting for data to be returned...")
return self.event_loop(sess)
else:
logger.warn("No ticker or field specified!")
return None
try:
# if can't open the session, kill existing one
# then try reopen (up to 5 times...)
i = 0
while i < 5:
if session is not None:
if not session.openService("//blp/refdata"):
logger.info("Try reopening Bloomberg session... try " +
str(i))
self.kill_session(
session) # need to forcibly kill_session since
# can't always reopen
session = self.start_bloomberg_session()
if session is not None:
if session.openService("//blp/refdata"): i = 6
else:
logger.info("Try opening Bloomberg session... try " +
str(i))
session = self.start_bloomberg_session()
i = i + 1
# Give error if still doesn't work after several tries..
if not session.openService("//blp/refdata"):
logger.error("Failed to open //blp/refdata")
return
logger.info("Creating request...")
eventQueue = blpapi.EventQueue()
# eventQueue = None
# Create a request
from blpapi import CorrelationId
options = self.fill_options(md_request)
# In some instances we might split the options if need to have
# different overrides
if isinstance(options, list):
data_frame_list = []
for op in options:
cid = CorrelationId()
data_frame_list.append(
download_data_frame(session, eventQueue, op, cid))
data_frame = Calculations().join(data_frame_list)
else:
cid = CorrelationId()
data_frame = download_data_frame(session, eventQueue, options,
cid)
finally:
# stop the session (will fail if NoneType)
try:
session.stop()
except:
pass
return data_frame