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
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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