When I create and start a subscription using blpapi... it seems that I am only getting values sent to me as they change. I had expected that I would get an initial value for everything I requested... and then only get values when they change. But this doesn't seem to be the case.
I am asking for "LAST_PRICE,PX_CLOSE_1D,BID,ASK"... I am getting frequent updates for BID, ASK and LAST_PRICE... but I never see a value for PX_CLOSE_1D... and I'm guessing it's because it changes only once a day.
For that matter in the evening when it's pretty slow... sometimes it takes quite a while for LAST_PRICE to show up.
Is there a way to ask it to give me all values initially?
PX_CLOSE_1D is a static field, i.e. it does not update in real time. To get real time updates you can use a real time field, for example PREV_CLOSE_VALUE_REALTIME.