Based on example provided by Bloomberg Open API, interface similar with Excel bdh function to Bloomberg is made.
import pybbg_k as pybbg
from pandas import Series, DataFrame, Panel
from datetime import datetime, date, time
import pandas as pd
The output of bdh function is pandas dataframe with hierachical index.
bbg = pybbg.pybbg()
bbg.service_refData()
ticker = ['KOSPI2 Index', 'KOSPI Index']
fld_list = ['PX_OPEN', 'PX_HIGH', 'PX_LOW', 'PX_LAST']
bbg.bdh(ticker, fld_list, '20131201', end_date=date.today().strftime('%Y%m%d'), periodselection = 'DAILY')
Sending Request: HistoricalDataRequest = { securities[] = { "KOSPI2 Index", "KOSPI Index" } fields[] = { "PX_OPEN", "PX_HIGH", "PX_LOW", "PX_LAST" } periodicityAdjustment = ACTUAL periodicitySelection = DAILY startDate = "20131201" endDate = "20140419" }
ticker | KOSPI Index | KOSPI2 Index | ||||||
---|---|---|---|---|---|---|---|---|
field | PX_HIGH | PX_LAST | PX_LOW | PX_OPEN | PX_HIGH | PX_LAST | PX_LOW | PX_OPEN |
2013-12-02 | 2052.88 | 2030.78 | 2029.10 | 2050.45 | 270.84 | 267.58 | 267.35 | 270.48 |
2013-12-03 | 2028.07 | 2009.36 | 2008.55 | 2023.62 | 267.33 | 264.84 | 264.79 | 266.64 |
2013-12-04 | 2006.71 | 1986.80 | 1986.80 | 1998.69 | 264.53 | 261.48 | 261.48 | 263.39 |
2013-12-05 | 1994.32 | 1984.77 | 1971.44 | 1993.73 | 262.60 | 261.10 | 259.21 | 262.50 |
2013-12-06 | 1990.55 | 1980.41 | 1980.40 | 1982.99 | 262.17 | 260.71 | 260.54 | 261.04 |
2013-12-09 | 2003.97 | 2000.38 | 1997.58 | 2000.52 | 264.14 | 263.70 | 263.24 | 263.52 |
2013-12-10 | 2001.33 | 1993.45 | 1989.41 | 2000.03 | 263.75 | 262.68 | 262.24 | 263.55 |
2013-12-11 | 2000.15 | 1977.97 | 1972.87 | 1987.22 | 263.67 | 260.55 | 259.78 | 261.74 |
2013-12-12 | 1970.51 | 1967.93 | 1958.99 | 1966.44 | 259.46 | 259.05 | 257.70 | 258.95 |
2013-12-13 | 1963.81 | 1962.91 | 1947.44 | 1963.04 | 258.49 | 258.04 | 256.08 | 258.29 |
2013-12-16 | 1970.25 | 1961.15 | 1956.63 | 1960.60 | 259.07 | 257.90 | 257.00 | 257.70 |
2013-12-17 | 1979.62 | 1965.74 | 1962.22 | 1977.94 | 260.67 | 258.72 | 258.18 | 260.27 |
2013-12-18 | 1982.42 | 1974.63 | 1966.18 | 1971.85 | 261.24 | 259.98 | 258.74 | 259.62 |
2013-12-19 | 1997.02 | 1975.65 | 1969.95 | 1996.79 | 263.21 | 260.20 | 259.46 | 263.16 |
2013-12-20 | 1984.44 | 1983.35 | 1972.59 | 1973.12 | 261.55 | 261.27 | 259.78 | 259.85 |
2013-12-23 | 2000.07 | 1996.89 | 1989.00 | 1993.45 | 263.89 | 263.24 | 262.14 | 262.78 |
2013-12-24 | 2007.34 | 2001.59 | 1994.34 | 2000.24 | 264.54 | 263.58 | 262.79 | 263.72 |
2013-12-26 | 2009.96 | 1999.30 | 1997.34 | 2004.25 | 264.63 | 263.15 | 262.82 | 263.85 |
2013-12-27 | 2004.55 | 2002.28 | 1987.58 | 1994.05 | 263.79 | 263.32 | 261.54 | 262.47 |
2013-12-30 | 2011.34 | 2011.34 | 1998.61 | 2004.32 | 264.24 | 264.24 | 262.53 | 263.55 |
2014-01-02 | 2013.89 | 1967.19 | 1967.19 | 2013.11 | 264.51 | 257.64 | 257.63 | 264.35 |
2014-01-03 | 1964.63 | 1946.14 | 1936.15 | 1963.72 | 257.29 | 254.48 | 253.18 | 257.05 |
2014-01-06 | 1961.85 | 1953.28 | 1943.74 | 1947.62 | 256.67 | 255.41 | 254.11 | 254.70 |
2014-01-07 | 1965.74 | 1959.44 | 1947.08 | 1947.65 | 257.02 | 255.98 | 254.41 | 254.53 |
2014-01-08 | 1966.95 | 1958.96 | 1950.02 | 1965.50 | 257.06 | 255.76 | 254.63 | 256.85 |
2014-01-09 | 1964.59 | 1946.11 | 1946.11 | 1962.30 | 256.65 | 253.63 | 253.63 | 256.26 |
2014-01-10 | 1956.97 | 1938.54 | 1931.16 | 1949.53 | 255.14 | 252.48 | 251.59 | 254.05 |
2014-01-13 | 1954.07 | 1948.92 | 1942.83 | 1947.38 | 254.84 | 254.08 | 253.16 | 253.83 |
2014-01-14 | 1961.73 | 1946.07 | 1939.31 | 1942.79 | 256.27 | 253.97 | 252.75 | 253.30 |
2014-01-15 | 1956.84 | 1953.28 | 1945.87 | 1956.43 | 255.65 | 254.73 | 253.82 | 255.52 |
2014-01-16 | 1965.27 | 1957.32 | 1955.79 | 1957.91 | 256.52 | 255.36 | 255.11 | 255.43 |
2014-01-17 | 1962.64 | 1944.48 | 1943.13 | 1958.50 | 256.13 | 253.46 | 253.37 | 255.54 |
2014-01-20 | 1955.28 | 1953.78 | 1934.38 | 1945.99 | 255.06 | 254.81 | 252.00 | 253.66 |
2014-01-21 | 1965.43 | 1963.89 | 1949.56 | 1955.26 | 256.65 | 256.34 | 254.29 | 255.03 |
2014-01-22 | 1970.42 | 1970.42 | 1959.57 | 1960.46 | 257.08 | 257.08 | 255.53 | 255.73 |
2014-01-23 | 1969.04 | 1947.59 | 1947.01 | 1968.77 | 256.75 | 253.74 | 253.72 | 256.72 |
2014-01-24 | 1947.01 | 1940.56 | 1924.49 | 1941.55 | 253.83 | 252.89 | 250.58 | 252.93 |
2014-01-27 | 1918.68 | 1910.34 | 1899.76 | 1905.91 | 250.18 | 248.95 | 247.43 | 248.22 |
2014-01-28 | 1919.26 | 1916.93 | 1904.05 | 1907.18 | 250.23 | 249.91 | 248.16 | 248.48 |
2014-01-29 | 1941.71 | 1941.15 | 1925.52 | 1925.93 | 253.31 | 252.89 | 250.98 | 251.11 |
2014-02-03 | 1931.81 | 1919.96 | 1917.64 | 1930.09 | 251.76 | 250.01 | 249.70 | 251.37 |
2014-02-04 | 1898.08 | 1886.85 | 1885.53 | 1894.96 | 247.04 | 245.30 | 245.10 | 246.56 |
2014-02-05 | 1901.40 | 1891.32 | 1888.47 | 1897.95 | 247.44 | 246.04 | 245.50 | 246.79 |
2014-02-06 | 1910.91 | 1907.89 | 1897.35 | 1897.35 | 249.04 | 248.56 | 246.85 | 246.92 |
2014-02-07 | 1923.25 | 1922.50 | 1910.90 | 1922.45 | 250.69 | 250.51 | 248.94 | 250.69 |
2014-02-10 | 1928.39 | 1923.30 | 1916.40 | 1928.13 | 251.26 | 250.47 | 249.39 | 251.20 |
2014-02-11 | 1935.29 | 1932.06 | 1920.55 | 1924.45 | 252.39 | 251.87 | 250.06 | 250.59 |
2014-02-12 | 1942.23 | 1935.84 | 1933.54 | 1942.23 | 253.29 | 252.31 | 252.07 | 253.29 |
2014-02-13 | 1944.73 | 1926.96 | 1924.39 | 1936.62 | 253.61 | 250.97 | 250.49 | 252.37 |
2014-02-14 | 1946.81 | 1940.28 | 1930.14 | 1930.14 | 253.83 | 252.74 | 251.35 | 251.38 |
2014-02-17 | 1955.04 | 1946.36 | 1942.94 | 1951.74 | 254.98 | 253.64 | 253.17 | 254.33 |
2014-02-18 | 1951.06 | 1946.91 | 1935.60 | 1946.88 | 254.30 | 253.66 | 252.07 | 253.69 |
2014-02-19 | 1944.70 | 1942.93 | 1932.44 | 1944.70 | 253.35 | 252.92 | 251.39 | 253.35 |
2014-02-20 | 1941.13 | 1930.57 | 1927.53 | 1932.90 | 252.57 | 250.95 | 250.65 | 251.34 |
2014-02-21 | 1957.83 | 1957.83 | 1946.68 | 1948.03 | 255.22 | 255.22 | 253.34 | 253.63 |
2014-02-24 | 1961.41 | 1949.05 | 1943.86 | 1958.06 | 255.82 | 254.01 | 253.21 | 255.25 |
2014-02-25 | 1964.86 | 1964.86 | 1955.70 | 1958.30 | 256.29 | 256.24 | 254.85 | 255.27 |
2014-02-26 | 1973.88 | 1970.77 | 1955.92 | 1963.45 | 257.80 | 257.31 | 255.03 | 256.13 |
2014-02-27 | 1980.37 | 1978.43 | 1965.70 | 1969.85 | 258.62 | 258.28 | 256.42 | 257.06 |
2014-02-28 | 1981.15 | 1979.99 | 1972.65 | 1976.48 | 258.74 | 258.41 | 257.35 | 257.98 |
... | ... | ... | ... | ... | ... | ... | ... |
95 rows × 8 columns
The output of bdib function is pandas dataframe with intraday bar data for 'single' Security.
ticker = 'KOSPI2 Index'
fld_list = ['open', 'high', 'low', 'close', 'volume', 'numEvents', 'value']
bbg.bdib(ticker, fld_list, datetime(2014,4,18,1,30), datetime(2014,4,18,21,30), eventType='TRADE', interval = 1)
Sending Request: IntradayBarRequest = { security = "KOSPI2 Index" eventType = TRADE interval = 1 startDateTime = 2014-04-18T01:30:00.000 endDateTime = 2014-04-18T21:30:00.000 }
close | high | low | numEvents | open | value | volume | |
---|---|---|---|---|---|---|---|
2014-04-18 01:30:00 | 261.31 | 261.39 | 261.26 | 31 | 261.34 | 0 | 0 |
2014-04-18 01:31:00 | 261.29 | 261.36 | 261.25 | 30 | 261.34 | 0 | 0 |
2014-04-18 01:32:00 | 261.27 | 261.33 | 261.20 | 30 | 261.31 | 0 | 0 |
2014-04-18 01:33:00 | 261.19 | 261.31 | 261.16 | 30 | 261.25 | 0 | 0 |
2014-04-18 01:34:00 | 261.25 | 261.30 | 261.12 | 30 | 261.18 | 0 | 0 |
2014-04-18 01:35:00 | 261.21 | 261.23 | 261.09 | 30 | 261.21 | 0 | 0 |
2014-04-18 01:36:00 | 261.21 | 261.36 | 261.15 | 30 | 261.20 | 0 | 0 |
2014-04-18 01:37:00 | 261.26 | 261.33 | 261.21 | 30 | 261.24 | 0 | 0 |
2014-04-18 01:38:00 | 261.23 | 261.28 | 261.16 | 30 | 261.26 | 0 | 0 |
2014-04-18 01:39:00 | 261.18 | 261.35 | 261.13 | 30 | 261.24 | 0 | 0 |
2014-04-18 01:40:00 | 261.16 | 261.22 | 261.11 | 30 | 261.17 | 0 | 0 |
2014-04-18 01:41:00 | 261.17 | 261.24 | 261.12 | 30 | 261.16 | 0 | 0 |
2014-04-18 01:42:00 | 261.17 | 261.21 | 261.07 | 30 | 261.12 | 0 | 0 |
2014-04-18 01:43:00 | 261.22 | 261.28 | 261.14 | 30 | 261.28 | 0 | 0 |
2014-04-18 01:44:00 | 261.21 | 261.31 | 261.12 | 30 | 261.18 | 0 | 0 |
2014-04-18 01:45:00 | 261.23 | 261.23 | 261.07 | 30 | 261.15 | 0 | 0 |
2014-04-18 01:46:00 | 261.19 | 261.22 | 261.07 | 30 | 261.22 | 0 | 0 |
2014-04-18 01:47:00 | 261.20 | 261.20 | 261.09 | 30 | 261.11 | 0 | 0 |
2014-04-18 01:48:00 | 261.13 | 261.20 | 261.08 | 30 | 261.16 | 0 | 0 |
2014-04-18 01:49:00 | 261.33 | 261.33 | 261.12 | 30 | 261.16 | 0 | 0 |
2014-04-18 01:50:00 | 261.22 | 261.32 | 261.19 | 30 | 261.31 | 0 | 0 |
2014-04-18 01:51:00 | 261.24 | 261.33 | 261.17 | 30 | 261.18 | 0 | 0 |
2014-04-18 01:52:00 | 261.28 | 261.30 | 261.20 | 30 | 261.25 | 0 | 0 |
2014-04-18 01:53:00 | 261.28 | 261.32 | 261.21 | 30 | 261.27 | 0 | 0 |
2014-04-18 01:54:00 | 261.32 | 261.40 | 261.22 | 30 | 261.30 | 0 | 0 |
2014-04-18 01:55:00 | 261.22 | 261.31 | 261.20 | 30 | 261.29 | 0 | 0 |
2014-04-18 01:56:00 | 261.28 | 261.39 | 261.21 | 30 | 261.23 | 0 | 0 |
2014-04-18 01:57:00 | 261.26 | 261.33 | 261.22 | 30 | 261.28 | 0 | 0 |
2014-04-18 01:58:00 | 261.32 | 261.32 | 261.16 | 30 | 261.31 | 0 | 0 |
2014-04-18 01:59:00 | 261.32 | 261.39 | 261.21 | 30 | 261.38 | 0 | 0 |
2014-04-18 02:00:00 | 261.42 | 261.47 | 261.22 | 30 | 261.31 | 0 | 0 |
2014-04-18 02:01:00 | 261.31 | 261.40 | 261.27 | 30 | 261.40 | 0 | 0 |
2014-04-18 02:02:00 | 261.32 | 261.34 | 261.26 | 30 | 261.31 | 0 | 0 |
2014-04-18 02:03:00 | 261.34 | 261.39 | 261.26 | 30 | 261.26 | 0 | 0 |
2014-04-18 02:04:00 | 261.30 | 261.47 | 261.29 | 30 | 261.35 | 0 | 0 |
2014-04-18 02:05:00 | 261.33 | 261.39 | 261.26 | 30 | 261.28 | 0 | 0 |
2014-04-18 02:06:00 | 261.36 | 261.41 | 261.25 | 30 | 261.36 | 0 | 0 |
2014-04-18 02:07:00 | 261.35 | 261.39 | 261.22 | 30 | 261.36 | 0 | 0 |
2014-04-18 02:08:00 | 261.42 | 261.44 | 261.23 | 30 | 261.26 | 0 | 0 |
2014-04-18 02:09:00 | 261.35 | 261.43 | 261.29 | 30 | 261.40 | 0 | 0 |
2014-04-18 02:10:00 | 261.33 | 261.46 | 261.28 | 30 | 261.46 | 0 | 0 |
2014-04-18 02:11:00 | 261.30 | 261.44 | 261.23 | 30 | 261.29 | 0 | 0 |
2014-04-18 02:12:00 | 261.31 | 261.34 | 261.26 | 30 | 261.31 | 0 | 0 |
2014-04-18 02:13:00 | 261.32 | 261.40 | 261.28 | 30 | 261.30 | 0 | 0 |
2014-04-18 02:14:00 | 261.30 | 261.34 | 261.26 | 30 | 261.30 | 0 | 0 |
2014-04-18 02:15:00 | 261.35 | 261.52 | 261.21 | 30 | 261.23 | 0 | 0 |
2014-04-18 02:16:00 | 261.32 | 261.42 | 261.27 | 30 | 261.36 | 0 | 0 |
2014-04-18 02:17:00 | 261.41 | 261.43 | 261.33 | 30 | 261.34 | 0 | 0 |
2014-04-18 02:18:00 | 261.44 | 261.50 | 261.34 | 30 | 261.40 | 0 | 0 |
2014-04-18 02:19:00 | 261.38 | 261.40 | 261.29 | 30 | 261.39 | 0 | 0 |
2014-04-18 02:20:00 | 261.44 | 261.51 | 261.36 | 30 | 261.41 | 0 | 0 |
2014-04-18 02:21:00 | 261.32 | 261.47 | 261.32 | 30 | 261.43 | 0 | 0 |
2014-04-18 02:22:00 | 261.34 | 261.45 | 261.32 | 30 | 261.32 | 0 | 0 |
2014-04-18 02:23:00 | 261.35 | 261.48 | 261.34 | 30 | 261.34 | 0 | 0 |
2014-04-18 02:24:00 | 261.33 | 261.39 | 261.31 | 30 | 261.35 | 0 | 0 |
2014-04-18 02:25:00 | 261.42 | 261.42 | 261.31 | 30 | 261.32 | 0 | 0 |
2014-04-18 02:26:00 | 261.40 | 261.43 | 261.29 | 30 | 261.40 | 0 | 0 |
2014-04-18 02:27:00 | 261.40 | 261.42 | 261.27 | 30 | 261.40 | 0 | 0 |
2014-04-18 02:28:00 | 261.31 | 261.41 | 261.23 | 30 | 261.38 | 0 | 0 |
2014-04-18 02:29:00 | 261.28 | 261.37 | 261.25 | 30 | 261.28 | 0 | 0 |
... | ... | ... | ... | ... | ... | ... |
271 rows × 7 columns