I can successfully use the Rblpapi from R:
> library("Rblpapi")
> conn <- blpConnect(host='myhost', port=18194)
> bds("SPX Index", "INDX_MEMBERS")
Member Ticker and Exchange Code
500 XYL UN
501 YHOO UW
502 YUM UN
503 ZBH UN
504 ZION UW
However, I can't use it from Python:
>>> from rpy2.robjects.packages import importr
>>> r = importr('Rblpapi')
>>> r.blpConnect(host='myhost', port=18194)
>>> print r.bds('SPX Index', 'INDEX_MEMBERS')
NULL
The blpconnect() call seems to work (errors are thrown if the service isn't available), but I'm at a loss on how to debug this further.
You've misspelled INDX_MEMBERS
print r.bds('SPX Index', 'INDX_MEMBERS')
works as expected
Why? Bloomberg gives you plenty of Python APIs ready-made .
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