Async wrapper for Bloomberg Open API
The goal of
async_blp is to create simple and fast Bloomberg Open API wrapper that can be used in highload environments.
It allows asynchronous processing of hundreds of
Bloomberg request simultaneously. Currently
async_blp provides support for reference and historical data,
instruments lookup and field search, as well as subscriptions.
More request types will be added in the future.
- Fast. Using
asyncioallows to process Bloomberg requests simultaneously while creating little overhead
async_blptakes care of creating and managing Bloomberg sessions as well as of parsing responses
- User-friendly output. Data is returned as a
- Error handling. Security and field errors are returned in a separate object that can be easily inspected
You can install async_blp from PyPI using
pip install async_blp
Bloomberg API for Python (more info here: https://www.bloomberg.com/professional/support/api-library/)
python -m pip install --index-url=https://bloomberg.bintray.com/pip/simple blpapi
Before using async_blp, install blpapi from the link above and login in the Bloomberg Terminal.
import async_blp async def blp_example(loop): bloomberg = async_blp.AsyncBloomberg(loop=loop) data, _ = await bloomberg.get_reference_data(['F US Equity'], ['LAST_PRICE']) # it is important to wait until Bloomberg successfully closes all the sessions await bloomberg.stop() return data
More examples can be found here: https://github.com/rockscie/async_blp/tree/master/examples
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