Hi I'm using a bloomberg API (for learning purposes and not too relevant to the question - simply as context).
Part of the process is to create "requests" that are sent as queries to a server that responds.
Each query stays "alive" until the object is killed. I'm using a function to call down the data from each request since this is code I use very frequently and the shape of the request can change considerably with each call.
def calldata(req): # doesnt currently work. Dont know why
session.sendRequest(req)
while True:
ev = session.nextEvent()
tmp = []
if ev.eventType() == blpapi.Event.RESPONSE or blpapi.Event.PARTIAL_RESPONSE:
for msg in ev:
if msg.hasElement('securityData'):
data = msg.getElement('securityData')
tmp.append(data)
break
del req
return(tmp)
where the req could be for example
# Data for clean multiple data ::= cleanref
r = svc.createRequest('ReferenceDataRequest')
r.append('securities','MSFT US Equity')
r.append('fields','bid')
cleanref = calldata(r)
# Dirty reference for multiple data - both bad security and bad field
# ::= errorref
req = svc.createRequest("ReferenceDataRequest")
req.append('securities','Rhubarb Curncy')
req.append('fields','PX_LAST')
req.append('securities','SGD Curncy')
req.append('fields','desc')
errorref= calldata(req)
# Historical data request ::= histdata
request = svc.createRequest("HistoricalDataRequest")
request.getElement("securities").appendValue("IBM US Equity")
request.getElement("securities").appendValue("MSFT US Equity")
request.getElement("fields").appendValue("PX_LAST")
request.getElement("fields").appendValue("OPEN")
request.set("periodicityAdjustment", "ACTUAL")
request.set("periodicitySelection", "MONTHLY")
request.set("startDate", "20060101")
request.set("endDate", "20061231")
request.set("maxDataPoints", 100)
histdata = calldata(request)
# erroneous historical data request ::= histerr
requ = svc.createRequest("HistoricalDataRequest")
requ.getElement("securities").appendValue("IBM US Equity")
requ.getElement("securities").appendValue("MSFT US Equity")
requ.getElement("fields").appendValue("PX_LAST")
requ.getElement("fields").appendValue("Desc")
requ.set("periodicityAdjustment", "ACTUAL")
requ.set("periodicitySelection", "MONTHLY")
requ.set("startDate", "20060101")
requ.set("endDate", "20061231")
requ.set("maxDataPoints", 100)
histerr = calldata(requ)
So I need to kill each of the requests in the function to be able to reuse it and I cant figure it out. I suspect it may be something to do with locals()
but any help would be gratefully recieved.
you have to call del r
after each call of calldata(r)
, like this:
cleanref = calldata(r)
del r
del ref
inside your function only delete reference inside your function.