[SOLVED] Override blpapi in Bloomberg data retrieval (Python)

Override blpapi in Bloomberg data retrieval (Python)

Hope all of you are doing well. I'm having some trouble with dynamically adding data into Python from Bloomberg using blp and the "BEST_FPERIOD_OVERRIDE". I imported blp already, and used bquery through: bquery = blp.BlpQuery().start().

So, ultimately depending on what I override in Python for "BEST_FPERIOD_OVERRIDE" such as "27Y" or "25Y" which I found as an override function within "BEST_PE_RATIO", and I want the data to change accordingly. Here is my code:

KBCTest = bquery.bdh(
 securities="KBC BB Equity",
 fields="BEST_PE_RATIO",
 start_date="20230510",
 end_date= "20230515",
 overrides={"BEST_FPERIOD_OVERRIDE": "FY2027"}  # Assuming "27Y" meant fiscal year 2027
)

I have no idea what to do, any help would be appreciated.

These should be the typical parameters for bquery.bdh, create_historical_query(securities, fields, start_date, end_date, overrides, options).

I've tried everything.

Solution

As the OP may have already discovered, the definition of which overrides are valid for a Bloomberg field can be found in the Terminal.

eg KBC BB Equity FLDS <Go>

and searching for BEST_FPERIOD_OVERRIDE which tells us that the code 27Y will return Fiscal year 2027.

Then it is a case of correctly specifying the parameters for securities (a list), fields (a list) and overrides (a list of tuples) in the bdh call, eg:

from blp import blp

bquery = blp.BlpQuery().start()
    
KBCTest = bquery.bdh(
         securities=['KBC BB Equity'],
         fields=['BEST_PE_RATIO'],
         start_date='20230510',
         end_date= '20230515',
         overrides=[('BEST_FPERIOD_OVERRIDE','27Y')]
    )

which returns:

    date    security    BEST_PE_RATIO
0   2023-05-10  KBC BB Equity   x.206
1   2023-05-11  KBC BB Equity   x.194
2   2023-05-12  KBC BB Equity   x.273
3   2023-05-15  KBC BB Equity   x.288