我终于弄明白了。我做了一些combrowse.py侦探工作，并与BBG API下载中的JAVA，C，C ++和.NET示例进行了比较。有趣的是，当涉及到这些事情时，彭博服务台人员知道几乎为零，或者也许我只是在和错误的人交谈。
这是我的代码。
automationHandler.py：
import win32com.client
from pythoncom import PumpWaitingMessages
from time import time, strftime
import constants
class EventHandler:
def OnProcessEvent(self, result):
event = win32com.client.gencache.EnsureDispatch(result)
if event.EventType == constants.SUBSCRIPTION_DATA:
self.getData(event)
elif event.EventType == constants.SUBSCRIPTION_STATUS:
self.getStatus(event)
else:
self.getMisc(event)
def getData(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message
dataString = ''
for fieldIndex, field in enumerate(constants.fields):
if message.AsElement.HasElement(field):
element = message.GetElement(field)
if element.IsNull:
theValue = ''
else:
theValue = ', Value: ' + str(element.Value)
dataString = dataString + ', (Type: ' + element.Name + theValue + ')'
print strftime('%m/%d/%y %H:%M:%s') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + dataString
def getMisc(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message
print strftime('%m/%d/%y %H:%M:%s') + ', MessageType: ' + message.MessageTypeAsString
def getStatus(self, event):
iterator = event.CreateMessageIterator()
while iterator.Next():
message = iterator.Message
if message.AsElement.HasElement('reason'):
element = message.AsElement.GetElement('reason')
print strftime('%m/%d/%y %H:%M:%s') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + ', Category: ' + element.GetElement('category').Value + ', Description: ' + element.GetElement('description').Value
if message.AsElement.HasElement('exceptions'):
element = message.AsElement.GetElement('exceptions')
exceptionString = ''
for n in range(element.NumValues):
exceptionInfo = element.GetValue(n)
fieldId = exceptionInfo.GetElement('fieldId')
reason = exceptionInfo.GetElement('reason')
exceptionString = exceptionString + ', (Field: ' + fieldId.Value + ', Category: ' + reason.GetElement('category').Value + ', Description: ' + reason.GetElement('description').Value + ') '
print strftime('%m/%d/%y %H:%M:%s') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + exceptionString
class bloombergSource:
def __init__(self):
session = win32com.client.DispatchWithEvents('blpapicom.Session' , EventHandler)
session.Start()
started = session.OpenService('//blp/mktdata')
subscriptions = session.CreateSubscriptionList()
for tickerIndex, ticker in enumerate(constants.tickers):
if len(constants.interval) > 0:
subscriptions.AddEx(ticker, constants.fields, constants.interval, session.CreateCorrelationId(tickerIndex))
else:
subscriptions.Add(ticker, constants.fields, session.CreateCorrelationId(tickerIndex))
session.Subscribe(subscriptions)
endTime = time() + 2
while True:
PumpWaitingMessages()
if endTime < time():
break
if __name__ == "__main__":
aBloombergSource = bloombergSource()
constants.py：
ADMIN = 1
AUTHORIZATION_STATUS = 11
BLPSERVICE_STATUS = 9
PARTIAL_RESPONSE = 6
PUBLISHING_DATA = 13
REQUEST_STATUS = 4
RESOLUTION_STATUS = 12
RESPONSE = 5
SESSION_STATUS = 2
SUBSCRIPTION_DATA = 8
SUBSCRIPTION_STATUS = 3
TIMEOUT = 10
TOKEN_STATUS = 15
TOPIC_STATUS = 14
UNKNowN = -1
fields = ['BID']
tickers = ['AUD Curncy']
interval = '' #'interval=5.0'
对于历史数据，我使用了以下简单脚本：
import win32com.client
session = win32com.client.Dispatch('blpapicom.Session')
session.QueueEvents = True
session.Start()
started = session.OpenService('//blp/refdata')
dataService = session.GetService('//blp/refdata')
request = dataService.CreateRequest('HistoricalDataRequest')
request.GetElement('securities').AppendValue('5 HK Equity')
request.GetElement('fields').AppendValue('PX_LAST')
request.Set('periodicitySelection', 'DAILY')
request.Set('startDate', '20090119')
request.Set('endDate', '20090130')
cid = session.SendRequest(request)
ADMIN = 1
AUTHORIZATION_STATUS = 11
BLPSERVICE_STATUS = 9
PARTIAL_RESPONSE = 6
PUBLISHING_DATA = 13
REQUEST_STATUS = 4
RESOLUTION_STATUS = 12
RESPONSE = 5
SESSION_STATUS = 2
SUBSCRIPTION_DATA = 8
SUBSCRIPTION_STATUS = 3
TIMEOUT = 10
TOKEN_STATUS = 15
TOPIC_STATUS = 14
UNKNowN = -1
stayHere = True
while stayHere:
event = session.NextEvent();
if event.EventType == PARTIAL_RESPONSE or event.EventType == RESPONSE:
iterator = event.CreateMessageIterator()
iterator.Next()
message = iterator.Message
securityData = message.GetElement('securityData')
securityName = securityData.GetElement('security')
fieldData = securityData.GetElement('fieldData')
returnList = [[0 for col in range(fieldData.GetValue(row).NumValues+1)] for row in range(fieldData.NumValues)]
for row in range(fieldData.NumValues):
rowField = fieldData.GetValue(row)
for col in range(rowField.NumValues+1):
colField = rowField.GetElement(col)
returnList[row][col] = colField.Value
stayHere = False
break
element = None
iterator = None
message = None
event = None
session = None
print returnList
602392714
清零编程群