BLPAPI. Retrieve value of specific field

I am running a subscription session using BLPAPI and I am able to get real-time data but I want to isolate a particular value from the (extensive) list of fields. Then I would like to put it into a dataframe with "Ticker" and "Field" e.g.

Ticker	Last Price
ESM3 Index	4138.25

import blpapi

session = blpapi.Session()
session.start()
subscriptions = blpapi.SubscriptionList()
subscriptions.add("ESM3 Index", "LAST_PRICE", " ",)
session.subscribe(subscriptions)

while(True):
    event = session.nextEvent()
    for msg in event:
        print(msg)

It results in:

CID: {[ valueType=AUTOGEN classId=0 value=1 ]}
MarketDataEvents = {
    MKTDATA_EVENT_TYPE = TRADE
    MKTDATA_EVENT_SUBTYPE = NEW
    EVT_TRADE_DATE_RT = 2023-04-07
    NUM_TRADES_RT = 21535
    PER_TRADE_VWAP_VOLUME_RT = 59291.000000
    PER_TRADE_VWAP_TURNOVER_RT = 244947593.500000
    PER_TRADE_VWAP_REALTIME = 4131.277800
    LAST_ALL_SESSIONS = 4138.250000
    LAST2_TRADE = 4138.250000
    LAST_PRICE = 4138.250000
    LAST_PRICE_TDY = 4138.250000
    LAST2_DIR = -1
    LAST_TICK_DIRECTION_RT = 2
    LAST_TRADE = 4138.250000
    SIZE_LAST_TRADE = 2
    SIZE_LAST_TRADE_TDY = 2
    TRADE_SIZE_ALL_SESSIONS_RT = 2
    ALL_PRICE_SIZE = 2
    ALL_PRICE_COND_CODE = "TSUM"
    ALL_PRICE = 4138.250000
    VOLUME = 59598
    VOLUME_TDY = 59598
    REALTIME_VOLUME_5_DAY_INTERVAL = 
    DELTA_AVAT_1_DAY_INTERVAL = 
    DELTA_AVAT_5_DAY_INTERVAL = 
    DELTA_AVAT_10_DAY_INTERVAL = 
    DELTA_AVAT_20_DAY_INTERVAL = 
    DELTA_AVAT_30_DAY_INTERVAL = 
    DELTA_AVAT_100_DAY_INTERVAL = 
    DELTA_AVAT_180_DAY_INTERVAL = 
    LAST_PRICE_COND_CODE_RT = "TSUM"
    PRICE_CHANGE_1Y_NET_RT = -402.000000
    PRICE_CHANGE_1Y_PCT_RT = -8.854100
    LAST_CONTINUOUS_TRADE_PRICE_RT = 4138.250000
    PRICE_LAST_RT = 4138.250000
    LAST_TRADE_PRICE_TODAY_RT = 4138.250000
    EVT_TRADE_PRICE_RT = 4138.250000
    EVT_TRADE_SIZE_RT = 2
    EVT_TRADE_CONDITION_CODE_RT = "TSUM"

I would like to be able to extract a specific ticker e.g. "LAST_PRICE"

I have tried using msg.getElement("LAST_PRICE") but it doesn't like this as it says the sub-element cannot be found.

Solution

Expanding on the code similar to nature as @DS_London's but incorporating your need for the data to be in a data frame. Although not the most efficient code as highlighted by my need for this post thought it could nevertheless be valuable and will update at such as time I improve on it.

import blpapi
import pandas as pd
import numpy as np
import os

# initialise bloomberg
host='localhost'
port=8194

session_options = blpapi.SessionOptions()
session_options.setServerHost(host)
session_options.setServerPort(port)
session_options.setSlowConsumerWarningHiWaterMark(0.05)
session_options.setSlowConsumerWarningLoWaterMark(0.02)

session = blpapi.Session(session_options)
if not session.start():
    print("Failed to start Bloomberg session.")
    
session.start()
subscriptions = blpapi.SubscriptionList()

# sample selection of securities and fields
fields = ['BID','ASK','TRADE','LAST_PRICE']
subscriptions.add('VOD LN Equity', fields, "", blpapi.CorrelationId('VOD LN Equity'))
subscriptions.add('AZN LN Equity', fields, "", blpapi.CorrelationId('AZN LN Equity'))

session.subscribe(subscriptions)

ColPosDict = {'BID':0,
              'ASK':1,
              'TRADE':2,
              'LAST_PRICE':3}

RowPosDict = {'VOD LN Equity':0,
              'AZN LN Equity':1}

df_AllData = pd.DataFrame(np.nan, index=list(['VOD LN Equity' ,'AZN LN Equity']), columns= fields)

while(True):
    event = session.nextEvent()
    if event.eventType() == blpapi.Event.SUBSCRIPTION_DATA: 
        for msg in event:
            security = msg.correlationIds()[0].value()
            eltMsg = msg.asElement()
            for fld in fields:
                if eltMsg.hasElement(fld):
                    df_AllData.iat[RowPosDict[security], ColPosDict[fld]] = eltMsg.getElement(fld).getValueAsFloat() 
        os.system('cls' if os.name == 'nt' else 'clear')
        print(df_AllData)

Example Output:

                    BID       ASK  TRADE  LAST_PRICE
VOD LN Equity     69.72     69.76    NaN       69.72
AZN LN Equity  11200.00  11204.00    NaN    11200.00

Comment:

In this code, the DataFrame is stored in memory, so other parts of the program can access it without refetching the data. To utilise this, you could create a class that handles:

•   Connecting to Bloomberg.
•   Subscribing to securities.
•   Retrieving data when updates come in.

Using PyQt signals (or other signal-slot mechanisms), you can trigger data retrieval when Bloomberg sends new data, rather than continuously polling. This approach avoids unnecessary data usage, especially for tickers that update infrequently (e.g., once a day).

Subscription data gets added to a “queue” from which you receive the data. Bloomberg sends YOU the data you don’t fetch it in a subscription.