Will this work in WSL2 and listen on a port exposed on the windows side?

When running the subscription example

topic = "//blp/mktdata/ticker/PETR4 BS Equity?fields=BID,ASK"
subscription_list = BLPData.subscribe(session, topic)

I get the following warning

22AUG2024_15:22:12.749 17900:33112 WARN blpapi_subscriptionmanager.cpp:7476 blpapi.session.{1}.clusterservicehandler.subscriptionmanager SubscriptionLost for unknown data set with stream id 1 { ConnectionContext=[0/1] }
1

continuing with the provided example

i = 1 # event counter
evn = BLPData.try_next_event(session)
while evn != nothing
    println("event \$i")
    println(evn)
    i += 1
    sleep(2) # let's wait for events
    evn = BLPData.try_next_event(session)
end

I get the following error

Event BLPAPI_EVENTTYPE_SUBSCRIPTION_STATUS
Message 1
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionStarted") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("exceptions") <: Element{true, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("streamIds") <: Element{true, BLPAPI_DATATYPE_STRING} = Any["1"]
        BLPName("receivedFrom") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("address") <: Element{false, BLPAPI_DATATYPE_STRING} = 127.0.0.1:8194
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_STRING} = Subscriber made a subscription
Message 2
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionStreamsActivated") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("streams") <: Element{true, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("streams") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
                BLPName("id") <: Element{false, BLPAPI_DATATYPE_STRING} = 1
                BLPName("endpoint") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
                    BLPName("address") <: Element{false, BLPAPI_DATATYPE_STRING} = 127.0.0.1:8194
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_STRING} = Subscriber made a subscription


event $i
Event BLPAPI_EVENTTYPE_SUBSCRIPTION_STATUS
Message 1
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionStarted") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("exceptions") <: Element{true, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("streamIds") <: Element{true, BLPAPI_DATATYPE_STRING} = Any["1"]
        BLPName("receivedFrom") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("address") <: Element{false, BLPAPI_DATATYPE_STRING} = 127.0.0.1:8194
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_STRING} = Subscriber made a subscription
Message 2
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionStreamsActivated") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("streams") <: Element{true, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("streams") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
                BLPName("id") <: Element{false, BLPAPI_DATATYPE_STRING} = 1
                BLPName("endpoint") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
                    BLPName("address") <: Element{false, BLPAPI_DATATYPE_STRING} = 127.0.0.1:8194
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_STRING} = Subscriber made a subscription

event $i
Event BLPAPI_EVENTTYPE_SUBSCRIPTION_STATUS
Message 1
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionTerminated") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("errorCode") <: Element{false, BLPAPI_DATATYPE_INT32} = 5
            BLPName("description") <: Element{false, BLPAPI_DATATYPE_STRING} = Invalid UTS
            BLPName("category") <: Element{false, BLPAPI_DATATYPE_STRING} = BAD_TOPIC
            BLPName("source") <: Element{false, BLPAPI_DATATYPE_STRING} = apipubx0@md1p-rr-270

Any ideas on what might be causing the problem?

This issue is also reported on stackoverflow by somebody else here

Hi, thanks for this software.

I am getting this error when trying the example of call to BLPData.bdh:

DataFrame( BLPData.bdh(session, "PETR4 BS Equity", ["PX_LAST", "VOLUME"], Date(2020, 1, 2), Date(2020, 1, 10) ))

UndefVarError: P not defined

Stacktrace:
[1] Date(blp_datetime::BLPData.BLPDateTime)
@ BLPData ~/.julia/packages/BLPData/pXEwo/src/datetime.jl:25
...

I could circumvent it by commenting out the line 25, so it avoids that check. But I am sure there could be a better way of fixing that.

Thank you very much.

Hi,

Currently, I have to use Bloomberg anywhere since I am working remotely. Do you know if it is possible to use this package with Bloomberg Anywhere?
I tried, but it is not straightforward as the instructions for using it in a terminal.

sDate = Date(2021,5,13)
eDate = Date(2024,4,30)
eDate = Dates.today() - Dates.Day(1)
ticker1 = ["SVOL US Equity"]
ticker2 = ["SVOL"]

raw_data = BLPData.bdh(session, ticker1, "PX_LAST", sDate, eDate, options = BBG_OPT(1))

Bloomberg NYSE holidays options #A

function BBG_OPT(input)
if input == 1
options = Dict(
"periodicityAdjustment" => "CALENDAR",
"periodicitySelection" => "DAILY",
"CDR" => "#A",
"pricingOption" => "PRICING_OPTION_PRICE",
"nonTradingDayFillOption" => "ACTIVE_DAYS_ONLY",
"nonTradingDayFillMethod" => "NIL_VALUE",
"adjustmentFollowDPDF" => false,
"adjustmentNormal" => true,
"adjustmentAbnormal" => true,
"adjustmentSplit" => true
)
else
options = Dict(
"periodicityAdjustment" => "CALENDAR",
"periodicitySelection" => "DAILY",
"CDR" => "5D",
"pricingOption" => "PRICING_OPTION_PRICE",
"nonTradingDayFillOption" => "ACTIVE_DAYS_ONLY",
"nonTradingDayFillMethod" => "NIL_VALUE",
"adjustmentFollowDPDF" => false,
"adjustmentNormal" => true,
"adjustmentAbnormal" => true,
"adjustmentSplit" => true
)
end
return options
end

This code generates wrong price for SVOL. Price was wrong for earlier periods of 2021 and 2022. I tested Python and Excel API, both are correct and only BLPData has wrong price was pulled.
Please help!!!

Hello,

I am rather new to Julia so please forgive me if this is asked before.

I used this in order to get a list of members of a specific stock index:

using BLPData, Dates, DataFrames
session=BLPData.Session()
xu030=DataFrame(BLPData.bds(session,"XU030 INDEX","INDX_MEMBERS")) .*" EQUITY"

and I can pull data for 2 stocks using

fields = "LAST_PRICE"; # Retrieve data for closing prices
fromdate = Date(2021, 8, 2); # Start of date range for historical data
todate = Date(2021, 8, 25); # End of date range for historical data

xu030Data=BLPData.bdh(session,["GARAN TI EQUITY","AKBNK TI EQUITY"],[fields], fromdate, todate )

How can I achieve this using xu030 as a multiple list of securities:

xu030Data=BLPData.bdh(session,[xu030],[fields], fromdate, todate )

its very easy ,in matlab:

[d,sec] = history(session,xu030,fields,fromdate,todate,period);

I also could not find an equivalent for this variable:

period = {'daily','non_trading_weekdays','previous_value'};

If there is a compatible way in your wrapper above formula will be like:

xu030Data=BLPData.bdh(session,[xu030],[fields], fromdate, todate ,period)

Thank you!

The deps script fails on Julia v1.6 given the change in Pkg.jl artifacts API.

It was made clear that BLPData is for Bloomberg Professional user.
It also said it supports mac.
However, there is no native version of Bloomberg Professional.
I can see conflicts.

I can use Bloomberg Anywhere and BLPdata session not working.

Anyone has solution for this quandary?

Adding overrides is possible in the R package Rblpapi. Will it be available soon in this Julia package?. Thank you

BLPData_issue.zip

Hi!

Thanks for a great package.
I got all sample examples to work immediately on my Windows with Bloomberg Terminal.

However, when I got a bit more elaborate and wanted to download constituents from an index for a historical date,
I ran into problems with BLPData.bds. Am I using the options incorrectly or is there a bug in the package?

Seems like an Apple silicon specific issue? On M1 Max Studio:

Precompiling project... ✗ BLPData 1 dependency successfully precompiled in 1 seconds. 289 already precompiled. 1 dependency errored. To see a full report either run import Pkg; Pkg.precompile()` or load the package

julia> using BLPData
[ Info: Precompiling BLPData [eb622722-88ce-45f2-a8b9-c2f73a5cb263]
ERROR: LoadError: Cannot locate artifact 'blpapi' for aarch64-apple-darwin-libgfortran5-cxx11-julia_version+1.8.2 in '/Users/xxxx/.julia/packages/BLPData/huief/Artifacts.toml'
`

Hi,

Firstly, thank you for creating this package.

Unfortunately, I'm having trouble installing it due to a SHA mismatch:

(@v1.10) pkg> add BLPData
   Resolving package versions...
  Downloaded artifact: blpapi
  Downloaded artifact: blpapi
ERROR: Unable to automatically download/install artifact 'blpapi' from sources listed in 'C:\Users\tseaward\.julia\packages\BLPData\huief\Artifacts.toml'.
Sources attempted:
- https://pkg.julialang.org/artifact/5c366268f16c55e522bad96ae446ba619b904c0c
    Error: RequestError: HTTP/1.1 404 Not Found while requesting https://pkg.julialang.org/artifact/5c366268f16c55e522bad96ae446ba619b904c0c
- https://github.com/felipenoris/BLPData.jl/releases/download/blpapi-3.12.3.1/blpapi_cpp_3.12.3.1-windows-x64.tar.gz
    Error: Tree Hash Mismatch!
  Expected git-tree-sha1:   5c366268f16c55e522bad96ae446ba619b904c0c
  Calculated git-tree-sha1: 57b7ceb6bdb7d7df12f208fbd71d5be13afa2f4e