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Bloomberg Open API with pandas

Project description

This is a simple interface to integrate pandas and the Bloomberg Open API. The standard Bloomberg API provides an extensive set of features for building applications on top of however does not provide easy and interactive access to data. This package provides several functions for accessing historical market data and reference data. A simple set of examples is available here.

The library borrows heavily from a similar package available here

Requires

Bloomberg Open API

pandas

Installation

You can install from PyPi using

pip install pdblp

or you can clone this repository and pip install the package, i.e.

git clone https://github.com/matthewgilbert/pdblp.git
pip install -e pdblp

Documentation

Once pdblp has been installed, documentation can be built using

cd doc
make html

and then viewed in ./doc/_build. Before building this ensure that you are logged into a Bloomberg terminal as this is required for building many of the examples.

An online version of the documentation can be view at https://matthewgilbert.github.io/pdblp/

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