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BDS extraction
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{ | |
"cells": [ | |
{ | |
"cell_type": "code", | |
"execution_count": 10, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"import pandas as pd\n", | |
"from xbbg import blp\n", | |
"import time" | |
] | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"## BDS values" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 18, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
" ticker\n", | |
"0 MSFT US Equity\n", | |
"1 TSLA US Equity\n" | |
] | |
} | |
], | |
"source": [ | |
"tickers = pd.read_csv ('Tiker_list_file_name.csv') #list of indexes with first row 'ticker'\n", | |
"print (tickers)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 19, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
" field\n", | |
"0 CIE_DES_BULK\n" | |
] | |
} | |
], | |
"source": [ | |
"bds_fields= pd.read_csv ('BDS_fields_file_name.csv') #list of fields from FLDS with first row 'field'\n", | |
"print (bds_fields)\n" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"for field in bds_fields.field:\n", | |
" temp_data = blp.bds(tickers.ticker,field)\n", | |
" temp_data.to_csv('./folder_name/' + field +'_.csv')\n", | |
" time.sleep(10) #delay for better API connection" | |
] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"display_name": "Python 3", | |
"language": "python", | |
"name": "python3" | |
}, | |
"language_info": { | |
"codemirror_mode": { | |
"name": "ipython", | |
"version": 3 | |
}, | |
"file_extension": ".py", | |
"mimetype": "text/x-python", | |
"name": "python", | |
"nbconvert_exporter": "python", | |
"pygments_lexer": "ipython3", | |
"version": "3.7.6" | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 4 | |
} |
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