pythonpdblp

BDH formula not taking an external variable


I want to use an external date variable to be used in the bdh formula of the pdblp package. But for some reason .format() is not working in this case.


startdate = '20130101' 

df1 = con.bdh(['FV1 Comdty',  'TY1 Comdty'], 'FUT_EQV_DUR_NOTL', '{}', '20190630').format(startdate)

It gives me the following error

InvalidArgumentException: Choice sub-element not found for name 'securityData'. (0x00020002)


Solution

  • Why don't you just do?

    df1 = con.bdh(['FV1 Comdty',  'TY1 Comdty'], 'FUT_EQV_DUR_NOTL', startdate, '20190630')