Bloomie
N.B. This was written in 2017. The code has been updated in 2020 to keep up with the changes in the language but there is probably no reason to use this incomplete and mostly untested library instead of BLPData.jl
Overview
BLPAPI wrapper to retrieve data from Bloomberg. Tested only with the Desktop API on Windows.
The following requests are implemented: ReferenceData, HistoricalData, IntradayBar, PortfolioData, Beqs (but some of the options for HistoricalData and IntradayBar are not handled).
Installation
# Pkg.clone("https://github.com/ungil/Bloomie.jl.git")Getting started
using Bloomie
bopen()
bdp(["AAPL US Equity","MSFT US Equity"],["PX_LAST","VOLUME"])
bdp("AAPL US Equity","BEST_PE_RATIO",overrides=Dict("BEST_FPERIOD_OVERRIDE"=>"1BF"))
bdp("AAPL US Equity","BLOOMBERG_PEERS")
bdp(["AAPL US Equity"],"BLOOMBERG_PEERS")
bdp(["AAPL US Equity","IBM US Equity"],"BLOOMBERG_PEERS")
bdp(["TWTR US Equity","SNAP US Equity"],"HIST_TRR_MONTHLY")
bdp("TWTR US Equity","EARN_ANN_DT_TIME_HIST_WITH_EPS")
bdp(["FB US Equity","TWTR US Equity"],"ERN_ANN_DT_AND_PER")
bdp("VRTX US Equity","IEST_BRAND_PRODUCT_LIST")
bdp("TSLA US Equity","BEST_ANALYST_RECS_BULK")
bdp("TSLA US Equity","BEST_ANALYST_RECS_BULK",overrides=Dict("END_DATE_OVERRIDE"=>"20151231"))
bdp("INDU Index","INDEX_MEMBERSHIP_MAINT_DATE")
bdp(["INDU Index","TRAN Index"],"INDX_MEMBERS")
bdp("INDU Index","INDX_MWEIGHT")
bdp("INDU Index","INDX_MWEIGHT_HIST",overrides=Dict("END_DT"=>"20101231"))
bdh("AAPL US Equity","BEST_PE_RATIO","20141231",periodicity="QUARTERLY",overrides=Dict("BEST_FPERIOD_OVERRIDE"=>"1BF"))
bdh("INDU Index",["PX_LAST","VOLUME"],"20170930",periodicity="WEEKLY")
bdh(["INDU Index","SPX Index"],["PX_LAST","VOLUME"],"20170910",end_date="20170930")
bbars("AAPL US Equity","TRADE","2017-09-27",end_date_time="2017-09-29",bar_size_minutes=60)
bbars("AAPL US Equity","BID","2017-09-27T06:00:00",end_date_time="2017-09-27T09:00:00",bar_size_minutes=10)
bport("U12345678-1")
bport("U12345678-1",retrieve="positions")
bport("U12345678-1",retrieve="data")
bport("U12345678-1",date="20170930",retrieve="weights")
beqs("Fisher Inspired Screen",group="Guru Screens")
bclose()