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# Your code here, this should be a minimal reproducible example, see https://stackoverflow.com/help/mcveimportpdblpimportdatetimeasdtimportpandasaspdimportnumpyasnpc=pdblp.BCon(debug=True, port=8194, timeout=5000)
c.start()
c.bdib('BCN1M CMPN CURNCY', '2021-06-02T10:55:00', '2021-06-02T11:05:00', 'BID', 1, [('adjustmentFollowDPDF', True)])
import pdblp
import datetime as dt
import pandas as pd
import numpy as np
[this should explain why the current behaviour is a problem and why the expected output is a better solution.]
I'm pulling 1min Intraday bar data for BRL 1M forward with bdib and comparing it to BBG QR for the same time window. BBG quotes (open) are around 125 handle, bdib quotes have 139 handle. This is what i get with bdib:
Out[62]:
open high low close volume numEvents
time
2021-06-02 10:57:00 139.42 139.42 139.42 139.42 0 1
2021-06-02 11:02:00 139.42 139.42 139.42 139.42 0 1
Expected Output
This is what i get with BBG QR: 10:57 bid has low 125 handle, 11:02 has high 124 handle
Version Information
[paste the output of pdblp.__version__ here below this line]
0.1.8
The text was updated successfully, but these errors were encountered:
Code Sample, a copy-pastable example if possible
import pdblp
import datetime as dt
import pandas as pd
import numpy as np
c = pdblp.BCon(debug=True, port=8194, timeout=5000)
c.start()
c.bdib('BCN1M CMPN CURNCY', '2021-06-02T10:55:00', '2021-06-02T11:05:00', 'BID', 1, [('adjustmentFollowDPDF', True)])
Problem description
[this should explain why the current behaviour is a problem and why the expected output is a better solution.]
I'm pulling 1min Intraday bar data for BRL 1M forward with bdib and comparing it to BBG QR for the same time window. BBG quotes (open) are around 125 handle, bdib quotes have 139 handle. This is what i get with bdib:
Out[62]:
open high low close volume numEvents
time
2021-06-02 10:57:00 139.42 139.42 139.42 139.42 0 1
2021-06-02 11:02:00 139.42 139.42 139.42 139.42 0 1
Expected Output
This is what i get with BBG QR: 10:57 bid has low 125 handle, 11:02 has high 124 handle
Version Information
[paste the output of
pdblp.__version__
here below this line]0.1.8
The text was updated successfully, but these errors were encountered: