Python Bloomberg API请求不返回结果

Question

我正在尝试安装Bloomberg API.我已按照所有说明操作,可以运行代码而不会产生任何错误.但它没有产生任何有用的输出,这让我觉得安装出了问题.我已经尝试了四天了,我的头撞在我的键盘上!希望有人遇到过这个并且可以让我知道.

我正在使用"IntradayTickExample",可在此处获得:

https://github.com/msitt/blpapi-python/blob/master/examples/IntradayTickExample.py

输出如下所示:

IntradayTickExample
Connecting to localhost:8194

12OCT2018_16:37:35.207 7780:22292 WARN blpapi_platformcontroller.cpp:347 
blpapi.session.platformcontroller.{1} Connectivity restored.
Sending Request: IntradayTickRequest = {
    security = "IBM US Equity"
    eventTypes[] = {
        TRADE
    }
    startDateTime = 2008-08-11T15:30:00.000
    endDateTime = 2008-08-11T15:35:00.000
}

Processing Response
IntradayTickResponse = {
    tickData = {
        eidData[] = {
        }
        tickData[] = {
        }
    }
}

TIME                            TYPE    VALUE           SIZE    CC
----                            ----    -----           ----    --


------------------
(program exited with code: 0)

有任何想法吗？

Answer 1

彭博社限制您可以下载最近 10 天的报价历史记录数量。运行与您链接的类似示例将返回数据，前提是该数据在正确的范围内（截至 2018 年 10 月 24 日运行）。

import blpapi
HOST = "localhost"
PORT = 8194

def main():
    sessionOptions = blpapi.SessionOptions()
    sessionOptions.setServerHost(HOST)
    sessionOptions.setServerPort(PORT)

    session = blpapi.Session(sessionOptions)

    if not session.start():
        print("Failed to start session.")
        return

    session.openService("//blp/refdata")
    refDataService = session.getService("//blp/refdata")

    request1 = refDataService.createRequest("IntradayTickRequest")
    request1.set("security", "IBM US Equity")
    request1.getElement("eventTypes").appendValue("TRADE")
    request1.set("startDateTime", "2008-08-11T15:30:00.000")
    request1.set("endDateTime", "2008-08-11T15:35:00.000")

    request2 = refDataService.createRequest("IntradayTickRequest")
    request2.set("security", "IBM US Equity")
    request2.getElement("eventTypes").appendValue("TRADE")
    request2.set("startDateTime", "2018-10-23T15:30:00.000")
    request2.set("endDateTime", "2018-10-23T15:30:01.000")

    session.sendRequest(request1)
    session.sendRequest(request2)

    while True:
        ev = session.nextEvent(500)
        if ev.eventType() == blpapi.Event.TIMEOUT:
            break
        for msg in ev:
            print(msg)

运行此命令，您可以看到第二个示例中获取了数据，因为日期范围设置正确。

main()
SessionConnectionUp = {
    server = "localhost:8194"
}

SessionStarted = {
    initialEndpoints[] = {
        initialEndpoints = {
            address = "localhost:8194"
        }
    }
}

ServiceOpened = {
    serviceName = "//blp/refdata"
}

IntradayTickResponse = {
    tickData = {
        eidData[] = {
        }
        tickData[] = {
        }
    }
}

IntradayTickResponse = {
    tickData = {
        eidData[] = {
        }
        tickData[] = {
            tickData = {
                time = 2018-10-23T15:30:00.000+00:00
                type = TRADE
                value = 129.510000
                size = 100
            }
            tickData = {
                time = 2018-10-23T15:30:00.000+00:00
                type = TRADE
                value = 129.510000
                size = 300
            }
            tickData = {
                time = 2018-10-23T15:30:00.000+00:00
                type = TRADE
                value = 129.525000
                size = 100
            }
            tickData = {
                time = 2018-10-23T15:30:01.000+00:00
                type = TRADE
                value = 129.510000
                size = 100
            }
            tickData = {
                time = 2018-10-23T15:30:01.000+00:00
                type = TRADE
                value = 129.510000
                size = 100
            }
            tickData = {
                time = 2018-10-23T15:30:01.000+00:00
                type = TRADE
                value = 129.510000
                size = 200
            }
        }
    }
}