Bloomberg Api for Python：部分结果缺少响应

Question

我正在使用Bloomberg api for python获取选项数据。 首先，我得到了期权链的所有符号。 然后我用它们来获得要价和要价。 通过函数getOptionChain，有400多个选项，我检查了结果，很好。 但是，当我运行getPX函数时，最后只得到10个结果。 有人可以帮我调查一下吗？ 提前致谢！

 import blpapi import pandas import csv options = blpapi.SessionOptions() options.setServerHost('localhost') options.setServerPort(8194) SECURITY_DATA = blpapi.Name("securityData") SECURITY = blpapi.Name("security") FIELD_DATA = blpapi.Name("fieldData") FIELD_ID = blpapi.Name("fieldId") OPT_CHAIN = blpapi.Name("OPT_CHAIN") SECURITY_DES = blpapi.Name("Security Description") def getOptionChain (sec_list): session = blpapi.Session(options) session.start() session.openService('//blp/refdata') refDataService = session.getService("//blp/refdata") request = refDataService.createRequest("ReferenceDataRequest") for s in sec_list: request.append("securities",s) request.append("fields", "OPT_CHAIN") cid = session.sendRequest(request) try: # Process received events while(True): # We provide timeout to give the chance to Ctrl+C handling: ev = session.nextEvent(500) response = [] for msg in ev: if cid in msg.correlationIds(): securityDataArray = msg.getElement(SECURITY_DATA) for securityData in securityDataArray.values(): fieldData = securityData.getElement(FIELD_DATA) for field in fieldData.elements(): for n in range(field.numValues()): fld = field.getValueAsElement(n) response.append (fld.getElement(SECURITY_DES).getValueAsString()) # Response completely received, so we could exit if ev.eventType() == blpapi.Event.RESPONSE: break finally: # Stop the session session.stop() return response def getPX (sec_list, fld_list): opt_chain_list = getOptionChain(sec_list) session = blpapi.Session(options) session.start() session.openService('//blp/refdata') refDataService = session.getService("//blp/refdata") request = refDataService.createRequest("ReferenceDataRequest") for s in opt_chain_list: request.append("securities",s) for f in fld_list: request.append("fields",f) cid = session.sendRequest(request) try: # Process received events while(True): # We provide timeout to give the chance to Ctrl+C handling: ev = session.nextEvent(500) response = {} for msg in ev: if cid in msg.correlationIds(): securityDataArray = msg.getElement(SECURITY_DATA) for securityData in securityDataArray.values(): secName = securityData.getElementAsString(SECURITY) fieldData = securityData.getElement(FIELD_DATA) response[secName] = {} for field in fieldData.elements(): response[secName][field.name()] = field.getValueAsFloat() # Response completely received, so we could exit if ev.eventType() == blpapi.Event.RESPONSE: break finally: # Stop the session session.stop() tempdict = {} for r in response: tempdict[r] = pandas.Series(response[r]) data = pandas.DataFrame(tempdict) return data sec = ["IBM US Equity"] fld = ["PX_ASK","PX_BID"] getPX(sec,fld) 

Answer 1

看来您在错误的位置输入了“ response = {}”。 当前，您需要在循环的每次迭代中进行清理，以便每个事件都可以重新填充它。 如果将“ response = {}”移动到“ While（True）：”之前，则每次迭代都将附加到它上面，而不是清除并重新填充。

第一个函数也是如此，但是在这种情况下，批量数据会在单个事件中返回。 如果您使用多种证券，则会看到相同的问题（单个Bloomberg refdata（部分）响应包含最多10种证券的数据）。