Another BDH Override Returning Error

Hi Matthew,

First of all, thank you for developing this package - I find it very useful. I am trying to override the standard bdh formula to return all working days (or all calendar days) by using the fields from the Bloomberg Open API - Core Developer Guide on page 93:

df = con.bdh("IBM US Equity", "PX_LAST", "20150101", "20150630", ovrds=[("nonTradingDayFillOption", "ALL_CALENDAR_DAYS"), ("nonTradingDayFillMethod", "NIL_VALUE")])

Unfortunately this override is returning an error message:

DEBUG:root:Sending Request:
 HistoricalDataRequest = {
    securities[] = {
        "IBM US Equity"
    }
    fields[] = {
        "PX_LAST"
    }
    startDate = "20150101"
    endDate = "20150630"
    overrides[] = {
        overrides = {
            fieldId = "nonTradingDayFillOption"
            value = "ALL_CALENDAR_DAYS"
        }
        overrides = {
            fieldId = "nonTradingDayFillMethod"
            value = "NIL_VALUE"
        }
    }
}
DEBUG:root:Message Received:
 HistoricalDataResponse = {
    responseError = {
        source = "bbdbh7"
        code = 27
        category = "BAD_ARGS"
        message = "Invalid override field id specified [nid:3626] "
        subcategory = "INVALID_OVERRIDE_FIELD"
    }
}

Traceback (most recent call last):
  File "<input>", line 2, in <module>
  File "C:\Users\nelly\Anaconda3\Lib\site-packages\pdblp\pdblp.py", line 165, in bdh
    elms, ovrds)
  File "C:\Users\nelly\Anaconda3\Lib\site-packages\pdblp\pdblp.py", line 202, in _bdh_list
    if msg.getElement('securityData').hasElement('securityError') or (msg.getElement('securityData').getElement("fieldExceptions").numValues() > 0):  # NOQA
  File "C:\Users\nelly\Anaconda3\Lib\site-packages\blpapi\message.py", line 135, in getElement
    return self.asElement().getElement(name)
  File "C:\Users\nelly\Anaconda3\Lib\site-packages\blpapi\element.py", line 347, in getElement
    _ExceptionUtil.raiseOnError(res[0])
  File "C:\Users\nelly\Anaconda3\Lib\site-packages\blpapi\exception.py", line 145, in raiseOnError
    _ExceptionUtil.raiseException(errorCode, description)
  File "C:\Users\nelly\Anaconda3\Lib\site-packages\blpapi\exception.py", line 137, in raiseException
    raise errorClass(description, errorCode)
blpapi.exception.InvalidArgumentException: Choice sub-element not found for name 'securityData'. (0x00020002)

Any idea how to make it work?

[matthewgilbert]

These are not overrides, they are elements associated with the query to set. Something like this seems to work

df = con.bdh("IBM US Equity", "PX_LAST", "20150101", "20150630",
             elms=[("nonTradingDayFillOption", "ALL_CALENDAR_DAYS"),
                   ("nonTradingDayFillMethod", "NIL_VALUE")])

You can see a description of these in the users guide in a terminal by using WAPI <GO> -> API Developer’s Guide -> Reference Guide: Services and Schemas

A less up to date version of the User’s Guide which also has schemas is available on the internet here, refer to page 166.

[nellyt00]

Hi Matthew, I’ve tested your solution on my side and it works fine. Thanks a lot for your kind help and prompt replies!