Created
November 2, 2013 14:42
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Use Bloomberg ActiveX control from Python to dump some prices to a file.
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import logging | |
import win32com.client as com | |
class EvtLogger: | |
"""Event handler for Bloomberg.Data COM events.""" | |
statusLog = logging.getLogger("Bloomberg.Data.onStatus") | |
dataLog = logging.getLogger("Bloomberg.Data.onData") | |
def OnStatus(self, code, subcode, descr): statusLog.info("%d.%d - %s" % (code, subcode, descr)) | |
def OnData(self, code, cookie, fields, data, status): dataLog.debug(locals()) | |
blpData = com.DispatchWithEvents("Bloomberg.Data", EvtLogger) | |
print "Instantiated Bloomberg.Data ActiveX control." | |
# read input | |
f = open('symbols.txt', 'r') | |
symbols = f.readlines() | |
f.close() | |
symbols = [symbol.strip() for symbol in symbols] # trim leading and trailing whitespace | |
symbols = filter(lambda x: len(x)!=0, symbols) # filter empty lines | |
print "Read %d symbols." % len(symbols) | |
bids = [] | |
# request bids for the specified symbols, specifying value for | |
# the Result argument to force blocking (synchronous) call | |
blpData.Subscribe(symbols , 1, 'Bid', Results=bids, Monitor=False) | |
assert len(bids)==len(symbols), "Expected bids count: %d; actually received %d" % (len(symbols), len(bids)) | |
print "Received all bids." | |
# write output file | |
f = open('bids.txt', 'w') | |
for row in zip(symbols, bids): print >> f, "%s\t%s" % row | |
f.close | |
print 'Created "bids.txt" output file' |
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