[FIXED] Python Bloomberg API not connecting from ipython notebook

Issue

based on following code example of a simple historical data request and the Python API example provided by Bloomberg I constructed the bdh function below which works fine when directly called from ipython (see the testing lines after the function definition).

import blpapi
import pandas as pd
import datetime as dt
from optparse import OptionParser


def parseCmdLine():
    parser = OptionParser(description="Retrieve reference data.")
    parser.add_option("-a",
                  "--ip",
                  dest="host",
                  help="server name or IP (default: %default)",
                  metavar="ipAddress",
                  default="localhost")
parser.add_option("-p",
                  dest="port",
                  type="int",
                  help="server port (default: %default)",
                  metavar="tcpPort",
                  default=8194) 

(options, args) = parser.parse_args()

return options

def bdh(secList, fieldList,startDate,endDate=dt.date.today().strftime('%Y%m%d'),periodicity='Daily'):
""" Sends a historical request to Bloomberg.
Returns a panda.Panel object.
"""

options = parseCmdLine()

# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options.host)
sessionOptions.setServerPort(options.port)

print "Connecting to %s:%s" % (options.host, options.port)
# Create a Session
session = blpapi.Session(sessionOptions)

# Start a Session
if not session.start():
    print "Failed to start session."
    return

try:
    # Open service to get historical data from
    if not session.openService("//blp/refdata"):
        print "Failed to open //blp/refdata"
        return

    # Obtain previously opened service
    refDataService = session.getService("//blp/refdata")

    # Create and fill the requestuest for the historical data
    request = refDataService.createRequest("HistoricalDataRequest")
    for s in secList:
        request.getElement("securities").appendValue(s)
    for f in fieldList:
        request.getElement("fields").appendValue(f)
    request.set("periodicityAdjustment", "ACTUAL")
    request.set("periodicitySelection", "DAILY")
    request.set("startDate", startDate)
    request.set("endDate", endDate)

    print "Sending Request:", request
    # Send the request
    session.sendRequest(request)

    # Process received events
    response={}
    while(True):
        # We provide timeout to give the chance for Ctrl+C handling:
        ev = session.nextEvent(500)
        if ev.eventType() == blpapi.Event.RESPONSE or ev.eventType() == blpapi.Event.PARTIAL_RESPONSE:
            for msg in ev:
                secData = msg.getElement('securityData')
                name = secData.getElement('security').getValue()
                response[name] = {}
                fieldData = secData.getElement('fieldData')
                for i in range(fieldData.numValues()):
                    fields = fieldData.getValue(i)
                    for n in range(1, fields.numElements()):
                        date = fields.getElement(0).getValue()
                        field = fields.getElement(n)
                    try:
                        response[name][field.name()][date] = field.getValue()
                    except KeyError:
                        response[name][field.name()] = {}
                        response[name][field.name()][date] = field.getValue()


        if ev.eventType() == blpapi.Event.RESPONSE:
            # Response completly received, so we could exit
            break

    #converting the response to a panda pbject
    tempdict = {}
    for r in response:
        td = {}
        for f in response[r]:
            td[f] = pd.Series(response[r][f])

        tempdict[r] = pd.DataFrame(td)
        data = pd.Panel(tempdict)


finally:
    # Stop the session
    session.stop()
    return(data)
#------------------------------------------------------------
secList = ['SP1 Index', 'GC1 Comdty']
fieldList = ['PX_LAST']
beg = (dt.date.today() - dt.timedelta(30)).strftime('%Y%m%d')
testData = bdh.bdh(secList,fieldList,beg)
testData = testData.swapaxes('items','minor')
print(testData['PX_LAST'])

However, when I try to run exactly the same example (see the lines after the bdh function definition) from ipython notebook, then I get following error:

    SystemExit                                Traceback (most recent call last)
<ipython-input-6-ad6708eabe39> in <module>()
----> 1 testData = bbg.bdh(tickers,fields,begin)
      2 #testData = testData.swapaxes('items','minor')
      3 #print(testData['PX_LAST'])

C:\Python27\bbg.py in bdh(secList, fieldList, startDate, endDate, periodicity)
     33     """
     34 
---> 35     options = parseCmdLine()
     36 
     37     # Fill SessionOptions

C:\Python27\bbg.py in parseCmdLine()
     24                       default=8194) 
     25 
---> 26     (options, args) = parser.parse_args()
     27 
     28     return options

C:\Python27\lib\optparse.pyc in parse_args(self, args, values)
   1400             stop = self._process_args(largs, rargs, values)
   1401         except (BadOptionError, OptionValueError), err:
-> 1402             self.error(str(err))
   1403 
   1404         args = largs + rargs

C:\Python27\lib\optparse.pyc in error(self, msg)
   1582         """
   1583         self.print_usage(sys.stderr)
-> 1584         self.exit(2, "%s: error: %s\n" % (self.get_prog_name(), msg))
   1585 
   1586     def get_usage(self):

C:\Python27\lib\optparse.pyc in exit(self, status, msg)
   1572         if msg:
   1573             sys.stderr.write(msg)
-> 1574         sys.exit(status)
   1575 
   1576     def error(self, msg):

SystemExit: 2

My understanding is that the options needed to connect to Bloomberg work fine if I call the bdh function from a local ipython session but are wrong if bdh is called from the kernel notebook initiates???

Hope to get some help, thanks a lot in advance.

Solution

When you call parseCmdLine(), it looks at sys.argv, which is probably not what you're expecting.

What about this?

def parseCmdLine():
    parser = OptionParser(description="Retrieve reference data.")
    parser.add_option("-a",
                  "--ip",
                  dest="host",
                  help="server name or IP (default: %default)",
                  metavar="ipAddress",
                  default="localhost")
parser.add_option("-p",
                  dest="port",
                  type="int",
                  help="server port (default: %default)",
                  metavar="tcpPort",
                  default=8194) 

(options, args) = parser.parse_args()

return options


def bdh(secList, fieldList,startDate,endDate=dt.date.today().strftime('%Y%m%d'),periodicity='Daily', host='localhost', port=8194):
""" Sends a historical request to Bloomberg.
Returns a panda.Panel object.
"""

# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(host)
sessionOptions.setServerPort(port)

...

if __name__ == '__main__':
    options = parseCmdLine()

    secList = ['SP1 Index', 'GC1 Comdty']
    fieldList = ['PX_LAST']
    beg = (dt.date.today() - dt.timedelta(30)).strftime('%Y%m%d')
    testData = bdh.bdh(secList,fieldList,beg, host=options.host, port=options.port)
    testData = testData.swapaxes('items','minor')
    print(testData['PX_LAST'])

Answered By - Alex Chamberlain