blpapi

Python / Bloomberg api – historical security data incl. weekends (sat. and sun.) Question: I’m currently working with an blpapi and trying to get a bdh of an index including weekends. (I’ll later need to match this df with another date vector.) I’m allready using con.bdh([Index],[‘PX_LAST’],’19910102′, today.strftime(‘%Y%m%d’), [("periodicitySelection", "DAILY")]) but this will return only weekdays …

Monthly Data Produces NaNs in Dataframe Question: When fetching monthly data using xbbg, I have been running into an issue when I mix the BAUBIL Index with the LEGATRAH Index. I am expecting to get a dataframe with one entry at the end of each month, but end up with two in some months, with …

How to use the BQL Bloomberg excel formula for python API (xbbg or blpapi)? Question: Is there a way to use the BQL-formula in Python in the BLPAPI or XBBG API’s instead of looping through a bunch of tickers to retrieve data on i.e. all of the stocks of the S&P500 using a BDP or …