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Alex Rivera
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Does anyone know how to get asynchronous data through Bloomberg's new data API (COM v3) with Python? I found this code below on wilmott.com and it works just fine, but it's for the old API version. Does anyone know the corresponding code for the new version? from win32com.client import DispatchWithEvents from pythoncom import PumpWaitingMessages, Empty, Missing from time import time class BBCommEvent: def OnData(self, Security, cookie, Fields, Data, Status): print 'OnData: ' + `Data` def OnStatus(self, Status, SubStatus, StatusDescription): print 'OnStatus' class TestAsync: def __init__(self): clsid = '{F2303261-4969-11D1-B305-00805F815CBF}' progid = 'Bloomberg.Data.1' print 'connecting to BBComm' blp = DispatchWithEvents(clsid, BBCommEvent) blp.AutoRelease = False blp.Subscribe('EUR Curncy', 1, 'LAST_PRICE', Results = Empty) blp.Flush() end_time = time() + 5 while 1: PumpWaitingMessages() if end_time < time(): print 'timed out' break if __name__ == "__main__": ta = TestAsync()
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