gBLP - Bloomberg V3 API gRPC Server

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Legal Notice

This software is provided "as is," without warranty of any kind, express or implied. The developer of this software assumes no responsibility or liability for any use of the software by any party. It is the sole responsibility of the user to ensure that their use of this software complies with all applicable laws, regulations, and the terms and conditions of the Bloomberg API. By using this software, you acknowledge and agree that the developer shall not be held liable for any consequences arising from the use of this software, including but not limited to, any violations of the Bloomberg API terms.

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What?

A gRPC server that wraps the Bloomberg V3 API.

Why?

• Streaming: a fully featured subscription API that operates in a separate thread, allowing REPL or Jupyter interactivity.
• Multi-language: gRPC allows you to use the same API in any language that supports it.
• Blpapi on Linux, MacOS, or Windows (see the licence).
• Robust gRPC based API mapping with almost total coverage of the Bloomberg API.

Status

• Beta, but 90% of what 90% of users need is working.
• Python only client for now, but feel free to look at the proto files.
• Elixir, Swift, and Typescript are next, in that order. Priority to REPL-friendly languages.

What's working

• Subscription subsystem. Unlike most api libraries, this one supports live data.
• HistoricalDataRequest. Daily or longer periodicity data.
• IntradayBarRequest. Minute or greater bars.
• IntradayTickRequest. Tick data.
• ReferenceDataRequest. Information on any security.

Not yet

• instrumentListRequest
• curveListRequest
• govtListRequest
• FieldListRequest
• FieldSearchRequest
• FieldInfoRequest

Installation

pip install gBLP --extra-index-url https://blpapi.bloomberg.com/repository/releases/python/simple/
Generate security certificates with the following command.
server_gblp --gencerts --grpchost <server_ip_or_hostname>
Here localhost is fine if you're staying on Windows on the same VM or machine, but otherwise you should use an IP address that is reachable from your client.
Later you can server_gblp --delcerts to remove the certificates, or --gencerts to regenerate them.
Done. You can now run the server and client.

Usage

Server.

In a Windows cmd or powershell terminal run
server_gblp --grpchost <server_ip_or_hostname>
where <server_ip_or_hostname> is what you specified when generating the certificates on a machine with a Bloomberg Terminal.

Client

From a python REPL or script, on Windows, on WSL, or in a Linux VM, run the following code. This will not work if <server_ip_or_hostname> is not reachable from your client. Use ping <server_ip_or_hostname> from the client to check.

from gBLP.client_glp import Bbg
bbg = Bbg(grpc_host="<server_ip_or_hostname>")
test_hist = bbg.historicalDataRequest(["AAPL US Equity", "USDZAR Curncy"], ["PX_BID", "PX_ASK"])

Note that the client is threaded and will continue to allow you to use python/IPython while it runs. When you're done, bbg.close() will close the connection and clean up server side. Once closed, you cannot use the client again without reinstating it.

Client Methods

• historicalDataRequest
• intradayBarRequest
• referenceDataRequest
• sub
• unsub
• subscriptionsInfo Note that sub is a live subscription. bbg.sub(["XBTUSD Curncy"]) will populate the bbg.subsdata decque continuously.
  You may specify your own handler. See the examples.

Licence

Bloomberg

Please see the licence for the Bloomberg API code contained in this package.

gBLP

GNU General Public License v3.0 🔗 full text.