Bloomie.jl

Julia wrapper for Bloomberg BLPAPI
Author ungil
Popularity
9 Stars
Updated Last
1 Year Ago
Started In
October 2017

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()