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python blpapi安装错误

我试图根据README中的说明为python安装blpapi-3.5.5,但是在运行时

python setup.py install
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我收到以下错误:

running install
running build
running build_py
running build_ext
building 'blpapi._internals' extension 
gcc -pthread -fno-strict-aliasing -g -O2 -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -fPIC -I/home/erlend/blpapi_cpp_3.8.8.1/include/include -I/home/erlend/anaconda/include/python2.7 -c blpapi/internals_wrap.cxx -o build/temp.linux-x86_64-2.7/blpapi/internals_wrap.o
cc1plus: warning: command line option ‘-Wstrict-prototypes’ is valid for C/ObjC but not for C++ [enabled by default]
blpapi/internals_wrap.cxx:3110:26: fatal error: blpapi_types.h: No such file or directory
 #include "blpapi_types.h"
                      ^
compilation terminated.
error: command 'gcc' failed with exit status 1
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python blpapi

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