Bloomberg API /blp/refdata: stockinfo

Question

I am using blpapi 3.5.5. windows python api. I am getting intraday tick data using //blp/refdata , following fields: BEST_BID , BEST_ASK and TRADE . Using Bloomberg terminal I found fields: IN_AUCTION , AUCTION_TYPE and TRADE_STATUS , but none of it works, returning NotFoundException . Dou you know any field that is containing stock info (eg in auction/continiuos trading) available in //blp/refdata ?

Answer 1

Those fields are not available for all securities.

For example IN_AUCTION returns a value for VOD LN Equity but not for IBM US Equity . HELP HELP may be able to explain why.

So you need to add some logic and check for the exception.

Answer 2

Intraday Tick fields are limited to the following fields:

TRADE BID ASK BID_BEST ASK_BEST BID_YIELD ASK_YIELD MID_PRICE AT_TRADE BEST_BID BEST_ASK SETTLE

You can optionally include the following fields: Action Codes BicMic Codes Broker Codes Client Specific Fields Condition Codes Eq Ref Price Exchange Codes Indicator Codes Non Plottable Events Rps Codes Spread Price Trade Id Trade Time Upfront Price Yield

As for IN_AUCTION, AUCTION_TYPE and TRADE_STATUS, you can pull them using a ReferenceDataRequest, or subscribe to IN_AUCTION_RT, RT_EXCH_TRADE_STATUS, respectively.

Answer 3

After communicating with support, we finally found the answer. When sending request, 'conditionCodes' need to be set as True , then depending on stock exchange codes mainly for auction will be send, such as OA as opening auction, IA intraday auction, etc. Meaning some of codes can be found in the terminal using QR <GO>