Data Bundle for Bloomberg API (blpapi)?

[samu...@gmail.com]

Hi,

I was wondering if anyone here has written a data ingestion function for blpapi? If not, could someone point me to an example of a data ingestion function from an API?

Thanks,

Sam

[Walt]

I've ingested data from Bloomberg but not directly through the API. I first used pybbg (https://github.com/kyuni22/pybbg) to get the data into pandas dataframes, saved them locally and then ingested them.

[samu...@gmail.com]

Thanks for your reply! I was thinking of doing the same - load it as an OHLCV dataframe and then feed them into the Zipline directly.