BLPData.jl

Provides a wrapper for BLPAPI Library to the Julia language.

The BLPAPI is the API Library provided by Bloomberg L.P. to connect to Bloomberg Professional Services.

This package aims to wrap each BLPAPI "Class" into an equivalent Julia type. Using this approach, the user can implement any query that BLPAPI provides and also inspect message schemas to discover what requests and responses are available from the API.

Requirements

Julia v1.3 or newer.
Windows, Linux or macOS.

Installation

From a Julia session, run:

julia> using Pkg

julia> Pkg.add("BLPData")

Getting Help

If you're having any trouble, have any questions about this package or want to ask for a new feature, just open a new issue.

Tutorial

julia> using BLPData, Dates, DataFrames

julia> session = BLPData.Session()
Session services available: Set(["//blp/refdata", "//blp/mktdata"])

julia> DataFrame( BLPData.bdh(session, "PETR4 BS Equity", ["PX_LAST", "VOLUME"], Date(2020, 1, 2), Date(2020, 1, 10) ))
7×3 DataFrame
│ Row │ date       │ PX_LAST │ VOLUME    │
│     │ Date       │ Float64 │ Float64   │
├─────┼────────────┼─────────┼───────────┤
│ 1   │ 2020-01-02 │ 30.7    │ 3.77745e7 │
│ 2   │ 2020-01-03 │ 30.45   │ 7.15956e7 │
│ 3   │ 2020-01-06 │ 30.81   │ 8.1844e7  │
│ 4   │ 2020-01-07 │ 30.69   │ 3.2822e7  │
│ 5   │ 2020-01-08 │ 30.5    │ 4.82156e7 │
│ 6   │ 2020-01-09 │ 30.4    │ 3.61027e7 │
│ 7   │ 2020-01-10 │ 30.27   │ 2.53975e7 │

julia> DataFrame( BLPData.bds(session, "PETR4 BS Equity", "COMPANY_ADDRESS") )
4×1 DataFrame
│ Row │ Address                      │
│     │ String                       │
├─────┼──────────────────────────────┤
│ 1   │ Av Republica do Chile 65     │
│ 2   │ Centro                       │
│ 3   │ Rio De Janeiro, RJ 20035-900 │
│ 4   │ Brazil                       │

julia> BLPData.stop(session)

Contributing

Contributions are always welcome!

To contribute, fork the project on GitHub and send a Pull Request.

Alternative Libraries

References

Source Code

The source code for this package is hosted at https://github.com/felipenoris/BLPData.jl.

License

The source code for the package BLPData.jl is licensed under the MIT License.

The BLPData.jl package uses and distributes binary files released by Bloomberg Finance L.P. under the licensing terms included in the file LICENSE.blpapi.