The usage for con.bdh is con.bdh('SPY US Equity', ['PX_LAST', 'VOLUME'],
'20150629', '20150630', longdata=True)
I would like to get PX_LAST and VOLUME for a list of securities that I have on an array (strings with tickers). When I try to substitute SPY US Equity with the array "arrtickers" or [list(arrtickers)] I get the following error:
...eidData[] = {
}
sequenceNumber = 0
securityError = {
source = "3920::bbdbh4"
code = 15
category = "BAD_SEC"
message = "Security key is too longInvalid Security [nid:3920] "
subcategory = "INVALID_SECURITY"
}
fieldExceptions[] = {
}
fieldData[] = {
}}}
Am I using the correct syntax?
Without posting a reproducible example this is just a guess, but as the error message in your snippet suggests this is likely because you are querying for an invalid security. Array syntax should work. For example the following works fine
In [1]: import pdblp
...: con = pdblp.BCon().start()
...: con.bdh(['SPY US Equity', 'IBM US Equity'], ['PX_LAST', 'VOLUME'],
'20150629', '20150630', longdata=True)
Out[1]
date ticker field value
0 2015-06-29 SPY US Equity PX_LAST 2.054200e+02
1 2015-06-29 SPY US Equity VOLUME 2.026213e+08
2 2015-06-30 SPY US Equity PX_LAST 2.058500e+02
3 2015-06-30 SPY US Equity VOLUME 1.829251e+08
4 2015-06-29 IBM US Equity PX_LAST 1.629700e+02
5 2015-06-29 IBM US Equity VOLUME 3.314684e+06
6 2015-06-30 IBM US Equity PX_LAST 1.626600e+02
7 2015-06-30 IBM US Equity VOLUME 3.597288e+06
Whereas this does not
In [2]: con.bdh(['SPY US Equity', 'NOT_A_SECURITY Equity'], ['PX_LAST', 'VOLUME'],
'20150629', '20150630', longdata=True)
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-5-f23344f8a6b3> in <module>()
----> 1 con.bdh(['SPY US Equity', 'NOT_A_SECURITY Equity'], ['PX_LAST', 'VOLUME'], '20150629', '20150630', longdata=True)
~/Projects/pdblp/pdblp/pdblp.py in bdh(self, tickers, flds, start_date, end_date, elms, ovrds, longdata)
268
269 data = self._bdh_list(tickers, flds, start_date, end_date,
--> 270 elms, ovrds)
271
272 df = pd.DataFrame(data, columns=["date", "ticker", "field", "value"])
~/Projects/pdblp/pdblp/pdblp.py in _bdh_list(self, tickers, flds, start_date, end_date, elms, ovrds)
305 .numValues() > 0)
306 if has_security_error or has_field_exception:
--> 307 raise ValueError(msg)
308 ticker = (msg.getElement('securityData')
309 .getElement('security').getValue())
ValueError: HistoricalDataResponse = {
securityData = {
security = "NOT_A_SECURITY Equity"
eidData[] = {
}
sequenceNumber = 1
securityError = {
source = "139::bbdbh3"
code = 15
category = "BAD_SEC"
message = "Unknown/Invalid securityInvalid Security [nid:139] "
subcategory = "INVALID_SECURITY"
}
fieldExceptions[] = {
}
fieldData[] = {
}
}
}