API Reference

polars_bloomberg.BQuery

Provides methods to query Bloomberg API and return data as Polars DataFrames.

Example

Create a BQuery instance and fetch last price for Apple stock:

from polars_bloomberg import BQuery

with BQuery() as bq:
    df = bq.bdp(['AAPL US Equity'], ['PX_LAST'])
print(df)

Expected output:

shape: (1, 2)
┌────────────────┬──────────┐
│ security       ┆ PX_LAST  │
│ ---            ┆ ---      │
│ str            ┆ f64      │
╞════════════════╪══════════╡
│ AAPL US Equity ┆ 171.32   │
└────────────────┴──────────┘
Source code in polars_bloomberg/plbbg.py
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class BQuery:
    """Provides methods to query Bloomberg API and return data as Polars DataFrames.

    Example:
        Create a BQuery instance and fetch last price for Apple stock:

        ```python
        from polars_bloomberg import BQuery

        with BQuery() as bq:
            df = bq.bdp(['AAPL US Equity'], ['PX_LAST'])
        print(df)
        ```

        Expected output:
        ```python
        shape: (1, 2)
        ┌────────────────┬──────────┐
        │ security       ┆ PX_LAST  │
        │ ---            ┆ ---      │
        │ str            ┆ f64      │
        ╞════════════════╪══════════╡
        │ AAPL US Equity ┆ 171.32   │
        └────────────────┴──────────┘
        ```

    """

    session: blpapi.Session

    def __init__(
        self,
        host: str = "localhost",
        port: int = 8194,
        timeout: int = 32_000,
        debug: bool = False,
    ) -> None:
        """Initialize a BQuery instance with connection parameters.

        Args:
            host (str, optional):
                The hostname for the Bloomberg API server.
                Defaults to "localhost".
            port (int, optional):
                The port number for the Bloomberg API server.
                Defaults to 8194.
            timeout (int, optional):
                Timeout in milliseconds for API requests.
                Defaults to 32000.
            debug (bool, optional):
                Enable debug logging/saving of intermediate results.
                Defaults to False.

        Raises:
            ConnectionError: If unable to establish connection to Bloomberg API.

        """
        self.host = host
        self.port = port
        self.timeout = timeout
        self.debug = debug

    def __enter__(self):  # noqa: D105
        # Enter the runtime context related to this object.
        options = blpapi.SessionOptions()
        options.setServerHost(self.host)
        options.setServerPort(self.port)
        self.session = blpapi.Session(options)

        if not self.session.start():
            raise ConnectionError("Failed to start Bloomberg session.")

        # Open both required services
        if not self.session.openService("//blp/refdata"):
            raise ConnectionError("Failed to open service //blp/refdata.")
        if not self.session.openService("//blp/bqlsvc"):
            raise ConnectionError("Failed to open service //blp/bqlsvc.")
        if not self.session.openService("//blp/exrsvc"):
            raise ConnectionError("Failed to open service //blp/exrsvc.")

        return self

    def __exit__(self, exc_type, exc_val, exc_tb):  # noqa: D105
        # Exit the context manager and stop the Bloomberg session.
        if self.session:
            self.session.stop()

    def bdp(
        self,
        securities: list[str],
        fields: list[str],
        overrides: list[tuple] | None = None,
        options: dict | None = None,
    ) -> pl.DataFrame:
        """Bloomberg Data Point, equivalent to Excel BDP() function.

        Fetch reference data for given securities and fields.

        Args:
            securities (list[str]): List of security identifiers (e.g. 'AAPL US Equity').
            fields (list[str]): List of data fields to retrieve (e.g., 'PX_LAST').
            overrides (list[tuple], optional): List of tuples for field overrides. Defaults to None.
            options (dict, optional): Additional request options. Defaults to None.

        Returns:
            pl.DataFrame: A Polars DataFrame containing the requested reference data.

        Raises:
            ConnectionError: If there is an issue with the Bloomberg session.
            ValueError: If the request parameters are invalid.

        Example:
            Fetch last price for Apple and Microsoft stocks:

            ```python
            from polars_bloomberg import BQuery

            with BQuery() as bq:
                df = bq.bdp(['AAPL US Equity', 'MSFT US Equity'], ['PX_LAST'])
            print(df)
            ```

            Expected output:
            ```python
            shape: (2, 2)
            ┌────────────────┬──────────┐
            │ security       ┆ PX_LAST  │
            │ ---            ┆ ---      │
            │ str            ┆ f64      │
            ╞════════════════╪══════════╡
            │ AAPL US Equity ┆ 171.32   │
            │ MSFT US Equity ┆ 232.33   │
            └────────────────┴──────────┘
            ```

        """  # noqa: E501
        request = self._create_request(
            "ReferenceDataRequest", securities, fields, overrides, options
        )
        responses = self._send_request(request)
        data = self._parse_bdp_responses(responses, fields)
        return pl.DataFrame(data)

    def bdh(
        self,
        securities: list[str],
        fields: list[str],
        start_date: date,
        end_date: date,
        overrides: list[tuple] | None = None,
        options: dict | None = None,
    ) -> pl.DataFrame:
        """Bloomberg Data History, equivalent to Excel BDH() function.

        Fetch historical data for given securities and fields between dates.

        Args:
            securities (list[str]): List of security identifiers (e.g., 'AAPL US Equity').
            fields (list[str]): List of data fields to retrieve (e.g., 'PX_LAST').
            start_date (date): Start date for the historical data.
            end_date (date): End date for the historical data.
            overrides (list[tuple], optional): List of tuples for field overrides. Defaults to None.
            options (dict, optional): Additional request options. Defaults to None.

        Returns:
            pl.DataFrame: A Polars DataFrame containing the requested historical data.

        Raises:
            ConnectionError: If there is an issue with the Bloomberg session.
            ValueError: If the request parameters are invalid.

        Example:
            Fetch historical closing prices for TLT:

            ```python
            from datetime import date
            from polars_bloomberg import BQuery

            with BQuery() as bq:
                df = bq.bdh(
                    ["TLT US Equity"],
                    ["PX_LAST"],
                    start_date=date(2019, 1, 1),
                    end_date=date(2019, 1, 7),
                )
            print(df)
            ```

            Expected output:
            ```python
            shape: (4, 3)
            ┌───────────────┬────────────┬─────────┐
            │ security      ┆ date       ┆ PX_LAST │
            │ ---           ┆ ---        ┆ ---     │
            │ str           ┆ date       ┆ f64     │
            ╞═══════════════╪════════════╪═════════╡
            │ TLT US Equity ┆ 2019-01-02 ┆ 122.15  │
            │ TLT US Equity ┆ 2019-01-03 ┆ 123.54  │
            │ TLT US Equity ┆ 2019-01-04 ┆ 122.11  │
            │ TLT US Equity ┆ 2019-01-07 ┆ 121.75  │
            └───────────────┴────────────┴─────────┘
            ```

        """  # noqa: E501
        request = self._create_request(
            "HistoricalDataRequest", securities, fields, overrides, options
        )
        request.set("startDate", start_date.strftime("%Y%m%d"))
        request.set("endDate", end_date.strftime("%Y%m%d"))
        responses = self._send_request(request)
        data = self._parse_bdh_responses(responses, fields)
        return pl.DataFrame(data, infer_schema_length=None)

    def bdib(  # noqa: PLR0913
        self,
        security: str,
        event_type: str,
        interval: int,
        start_datetime: datetime,
        end_datetime: datetime,
        overrides: Sequence | None = None,
        options: dict | None = None,
    ) -> pl.DataFrame:
        """Fetch intraday bars from Bloomberg, mirroring Excel's BDIB() function.

        Args:
            security (str): Instrument identifier (for example 'AAPL US Equity').
            event_type (str): One of TRADE, BID, ASK, BEST_BID, BEST_ASK.
            interval (int): Bar length in minutes (1-1440).
            start_datetime (datetime): First bar timestamp; naive vals are treated as UTC
                tz-aware values are converted to UTC before the request is sent.
            end_datetime (datetime): Last bar timestamp; handled same way as start_dtm
            overrides (Sequence | None, optional): Sequence of (field, value) overrides.
            options (dict | None, optional): Additional Bloomberg request options.

        Returns:
            pl.DataFrame: Bars sorted by security/time with columns
                ['security', 'time', 'open', 'high', 'low', 'close', 'volume',
                'numEvents', 'value']. Bloomberg emits `time` in UTC and the DataFrame
                preserves that timezone.

        Example:
            ```python
            from datetime import datetime
            from polars_bloomberg import BQuery

            with BQuery() as bq:
                df = bq.bdib(
                    "OMX Index",
                    event_type="TRADE",
                    interval=60,
                    start_datetime=datetime(2025, 11, 5),
                    end_datetime=datetime(2025, 11, 6),
                )
                print(df)
            ```

             Expected output:
            ```python
            shape: (4, 3)
            ┌───────────┬──────────────┬──────────┬──────────┬───┬──────────┬────────┬───────────┬───────┐
            │ security  ┆ time         ┆ open     ┆ high     ┆ … ┆ close    ┆ volume ┆ numEvents ┆ value │
            │ ---       ┆ ---          ┆ ---      ┆ ---      ┆   ┆ ---      ┆ ---    ┆ ---       ┆ ---   │
            │ str       ┆ datetime[μs] ┆ f64      ┆ f64      ┆   ┆ f64      ┆ i64    ┆ i64       ┆ f64   │
            ╞═══════════╪══════════════╪══════════╪══════════╪═══╪══════════╪════════╪═══════════╪═══════╡
            │ OMX Index ┆ 2025-11-05   ┆ 2726.603 ┆ 2742.014 ┆ … ┆ 2739.321 ┆ 0      ┆ 3591      ┆ 0.0   │
            │           ┆ 08:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            │ OMX Index ┆ 2025-11-05   ┆ 2739.466 ┆ 2739.706 ┆ … ┆ 2733.836 ┆ 0      ┆ 3600      ┆ 0.0   │
            │           ┆ 09:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            │ OMX Index ┆ 2025-11-05   ┆ 2733.747 ┆ 2734.827 ┆ … ┆ 2731.724 ┆ 0      ┆ 3600      ┆ 0.0   │
            │           ┆ 10:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            │ OMX Index ┆ 2025-11-05   ┆ 2731.721 ┆ 2742.015 ┆ … ┆ 2741.185 ┆ 0      ┆ 3600      ┆ 0.0   │
            │           ┆ 11:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            │ OMX Index ┆ 2025-11-05   ┆ 2741.256 ┆ 2747.291 ┆ … ┆ 2747.291 ┆ 0      ┆ 3600      ┆ 0.0   │
            │           ┆ 12:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            │ OMX Index ┆ 2025-11-05   ┆ 2747.291 ┆ 2748.815 ┆ … ┆ 2748.287 ┆ 0      ┆ 3600      ┆ 0.0   │
            │           ┆ 13:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            │ OMX Index ┆ 2025-11-05   ┆ 2748.273 ┆ 2752.301 ┆ … ┆ 2752.181 ┆ 0      ┆ 3600      ┆ 0.0   │
            │           ┆ 14:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            │ OMX Index ┆ 2025-11-05   ┆ 2752.181 ┆ 2758.978 ┆ … ┆ 2752.495 ┆ 0      ┆ 3600      ┆ 0.0   │
            │           ┆ 15:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            │ OMX Index ┆ 2025-11-05   ┆ 2752.402 ┆ 2752.85  ┆ … ┆ 2751.404 ┆ 0      ┆ 2100      ┆ 0.0   │
            │           ┆ 16:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
            └───────────┴──────────────┴──────────┴──────────┴───┴──────────┴────────┴───────────┴───────┘
            ```

        """  # noqa: E501
        request = self._create_intraday_bar_request(
            security=security,
            event_type=event_type,
            interval=interval,
            start_datetime=start_datetime,
            end_datetime=end_datetime,
            overrides=overrides,
            options=options,
        )
        responses = self._send_request(request)
        data = self._parse_bdib_responses(responses, fallback_security=security)
        schema = {
            "security": pl.Utf8,
            "time": pl.Datetime,
            "open": pl.Float64,
            "high": pl.Float64,
            "low": pl.Float64,
            "close": pl.Float64,
            "volume": pl.Int64,
            "numEvents": pl.Int64,
            "value": pl.Float64,
        }
        df = pl.DataFrame(data, schema=schema, strict=False, infer_schema_length=None)
        return df.sort(["security", "time"]) if not df.is_empty() else df

    def bql(self, expression: str) -> BqlResult:
        """Execute a Bloomberg Query Language (BQL) query.

        BQL is Bloomberg's domain-specific language for complex financial queries. It allows
        for advanced data retrieval, screening, and analysis.

        Args:
            expression (str): The BQL query expression to execute. Can include functions like
                get(), let(), for(), filter(), etc.

        Returns:
            BqlResult: An object containing:
                - List of Polars DataFrames (one for each item in BQL get statement)
                - Helper methods like combine() to merge DataFrames on common columns

        Raises:
            ConnectionError: If there is an issue with the Bloomberg session.
            ValueError: If the BQL query syntax is invalid.

        Example:
            Simple query to fetch last price:

            ```python
            from polars_bloomberg import BQuery

            with BQuery() as bq:
                # Get last price for multiple securities
                result = bq.bql("get(px_last) for(['IBM US Equity', 'MSFT US Equity'])")
                df = result.combine()
                print(df)
            ```

            Expected output:
            ```python
            shape: (2, 4)
            ┌───────────────┬─────────┐
            │ ID            ┆ PX_LAST │
            │ ---           ┆ ---     │
            │ str           ┆ f64     │
            ╞═══════════════╪═════════╡
            │ AAPL US Equity┆ 150.25  │
            │ MSFT US Equity┆ 250.80  │
            └───────────────┴─────────┘
            ```

            Access individual DataFrames:
            ```python
            >>> df_px_last = result[0]
            >>> print(df_px_last)
            shape: (2, 2)
            ┌───────────────┬─────────┐
            │ ID            ┆ PX_LAST │
            │ ---           ┆ ---     │
            │ str           ┆ f64     │
            ╞═══════════════╪═════════╡
            │ AAPL US Equity┆ 150.25  │
            │ MSFT US Equity┆ 250.80  │
            └───────────────┴─────────┘
            ```
            Fetch multiple fields and combine results:
            ```python
            >>> result = bq.bql("get(px_last, px_volume) for('AAPL US Equity')")
            >>> df_combined = result.combine()
            >>> print(df_combined)
            shape: (1, 3)
            ┌───────────────┬─────────┬────────────┐
            │ ID            ┆ PX_LAST ┆ PX_VOLUME  │
            │ ---           ┆ ---     ┆ ---        │
            │ str           ┆ f64     ┆ f64        │
            ╞═══════════════╪═════════╪════════════╡
            │ AAPL US Equity┆ 150.25  ┆ 30000000.0 │
            └───────────────┴─────────┴────────────┘
            ```
            Iterate over individual DataFrames:
            ```python
            >>> for df in result:
            ...     print(df)
            ```

        """  # noqa: E501
        request = self._create_bql_request(expression)
        responses = self._send_request(request)
        tables = self._parse_bql_responses(responses)
        dataframes = [
            pl.DataFrame(table.data, schema=table.schema, strict=True)
            for table in tables
        ]
        names = [table.name for table in tables]
        return BqlResult(dataframes, names)

    def bsrch(
        self,
        domain: str,
        overrides: dict[str, Any] | None = None,
        options: dict | None = None,
    ) -> pl.DataFrame:
        r"""Bloomberg SRCH (search) via ExcelGetGridRequest on //blp/exrsvc.

        Args:
            domain: Domain string, e.g. ``\"FI:SRCHEX.@COCO\"``.
            overrides: Optional override map (e.g. ``{\"LIMIT\": 20000}``).
            options: Additional request options applied directly to the request.

        Returns:
            pl.DataFrame with one row per search record and columns from the grid.

        Raises:
            ValueError: When Bloomberg returns an error string in GridResponse.
            TimeoutError/ConnectionError: As surfaced by the session helpers.

        Example:
            Fetch Contingent COnvertible bonds based on Example Search @COCO
            For sake of example limit number of bonds to two

            ```python
            from polars_bloomberg import BQuery

            with BQuery() as bq:
                df = bq.bsrch("FI:SRCHEX.@COCO", {"LIMIT": 2})
                print(df)
            ```

            Expected output:
            ```python
            BSRCH response reached internal limit; consider using LIMIT override.
            shape: (2, 1)
            ┌───────────────┐
            │ id            │
            │ ---           │
            │ str           │
            ╞═══════════════╡
            │ DA785784 Corp │
            │ DA773901 Corp │
            └───────────────┘
            ```

        """
        request = self._create_bsrch_request(domain, overrides, options)
        responses = self._send_request(request)
        limit_applied = bool(overrides and "LIMIT" in overrides)
        rows = self._parse_bsrch_responses(responses, limit_applied=limit_applied)
        return pl.DataFrame(rows, infer_schema_length=None, strict=False)

    def _create_request(
        self,
        request_type: str,
        securities: list[str],
        fields: list[str],
        overrides: Sequence | None = None,
        options: dict | None = None,
    ) -> blpapi.Request:
        """Create a Bloomberg request with support for overrides and options."""
        service = self.session.getService("//blp/refdata")
        request = service.createRequest(request_type)

        # Add securities
        securities_element = request.getElement("securities")
        for security in securities:
            securities_element.appendValue(security)

        # Add fields
        fields_element = request.getElement("fields")
        for field in fields:
            fields_element.appendValue(field)

        # Add overrides if provided
        if overrides:
            overrides_element = request.getElement("overrides")
            for field_id, value in overrides:
                override_element = overrides_element.appendElement()
                override_element.setElement("fieldId", field_id)
                override_element.setElement("value", value)

        # Add additional options if provided
        if options:
            for key, value in options.items():
                request.set(key, value)

        return request

    def _create_bsrch_request(
        self,
        domain: str,
        overrides: dict[str, Any] | None = None,
        options: dict | None = None,
    ) -> blpapi.Request:
        """Create an ExcelGetGridRequest for BSRCH on //blp/exrsvc."""
        service = self.session.getService("//blp/exrsvc")
        request = service.createRequest("ExcelGetGridRequest")
        request.set("Domain", domain)

        if overrides:
            overrides_element = request.getElement("Overrides")
            for name, value in overrides.items():
                override = overrides_element.appendElement()
                override.setElement("name", str(name))
                override.setElement("value", str(value))

        if options:
            for key, value in options.items():
                request.set(key, value)

        return request

    def _create_intraday_bar_request(  # noqa: PLR0913
        self,
        security: str,
        event_type: str,
        interval: int,
        start_datetime: datetime,
        end_datetime: datetime,
        overrides: Sequence | None,
        options: dict | None,
    ) -> blpapi.Request:
        """Create an IntradayBarRequest with overrides and options support."""
        service = self.session.getService("//blp/refdata")
        request = service.createRequest("IntradayBarRequest")
        request.set("security", security)
        request.set("eventType", event_type)
        request.set("interval", interval)
        request.set("startDateTime", self._format_datetime(start_datetime))
        request.set("endDateTime", self._format_datetime(end_datetime))

        if overrides:
            overrides_element = request.getElement("overrides")
            for field_id, value in overrides:
                override_element = overrides_element.appendElement()
                override_element.setElement("fieldId", field_id)
                override_element.setElement("value", value)

        if options:
            for key, value in options.items():
                request.set(key, value)

        return request

    def _create_bql_request(self, expression: str) -> blpapi.Request:
        """Create a BQL request."""
        service = self.session.getService("//blp/bqlsvc")
        request = service.createRequest("sendQuery")
        request.set("expression", expression)
        # BLPAPI requires setting sub-elements on the sequence element.
        try:
            ctx = request.getElement("clientContext")
            ctx.setElement("appName", "EXCEL")
        except blpapi.NotFoundException:
            logger.debug(
                "BQL request has no 'clientContext' element in this SDK/schema."
            )

        return request

    def _send_request(self, request) -> list[dict]:
        """Send a Bloomberg request and collect responses with timeout handling."""
        self.session.sendRequest(request)
        responses = []
        while True:
            # Wait for an event with the specified timeout
            event = self.session.nextEvent(self.timeout)
            if event.eventType() == blpapi.Event.TIMEOUT:
                # Handle the timeout scenario
                raise TimeoutError(
                    f"Request timed out after {self.timeout} milliseconds"
                )
            for msg in event:
                # Check for errors in the message
                if msg.hasElement("responseError"):
                    error = msg.getElement("responseError")
                    error_message = error.getElementAsString("message")
                    raise Exception(f"Response error: {error_message}")
                responses.append(msg.toPy())
            # Break the loop when the final response is received
            if event.eventType() == blpapi.Event.RESPONSE:
                break

        if getattr(self, "debug", False):
            os.makedirs("debug_cases", exist_ok=True)
            timestamp = datetime.now().strftime("%Y%m%d_%H%M%S_%f")
            with open(
                f"debug_cases/responses_{timestamp}.json", "w", encoding="utf-8"
            ) as f:
                json.dump(responses, f, default=str, indent=2)
        return responses

    def _parse_bdp_responses(
        self, responses: list[dict], fields: list[str]
    ) -> list[dict]:
        data = []
        for response in responses:
            security_data = response.get("securityData", [])
            for sec in security_data:
                security = sec.get("security")
                field_data = sec.get("fieldData", {})
                record = {"security": security}
                for field in fields:
                    record[field] = field_data.get(field)
                data.append(record)
        return data

    def _parse_bdh_responses(
        self, responses: list[dict], fields: list[str]
    ) -> list[dict]:
        data = []
        for response in responses:
            security_data = response.get("securityData", {})
            security = security_data.get("security")
            field_data_array = security_data.get("fieldData", [])
            for entry in field_data_array:
                record = {"security": security, "date": entry.get("date")}
                for field in fields:
                    record[field] = entry.get(field)
                data.append(record)
        return data

    def _parse_bdib_responses(
        self, responses: list[dict], fallback_security: str | None = None
    ) -> list[dict]:
        bars: list[dict[str, Any]] = []
        for response in responses:
            bar_data = response.get("barData", {})
            security = bar_data.get("security") or fallback_security
            entries = bar_data.get("barTickData", [])
            for entry in entries:
                bar_entry = entry.get("barTickData", entry)
                record = {
                    "security": security,
                    "time": bar_entry.get("time"),
                    "open": bar_entry.get("open"),
                    "high": bar_entry.get("high"),
                    "low": bar_entry.get("low"),
                    "close": bar_entry.get("close"),
                    "volume": bar_entry.get("volume"),
                    "numEvents": bar_entry.get("numEvents"),
                    "value": bar_entry.get("value"),
                }
                bars.append(record)
        return bars

    def _parse_bsrch_responses(
        self, responses: list[dict], *, limit_applied: bool = False
    ) -> list[dict]:
        """Parse GridResponse payloads from ExcelGetGridRequest."""
        rows: list[dict[str, Any]] = []
        errors: list[str] = []
        reach_max = False
        column_titles: list[str] | None = None

        for response in responses:
            grid = response.get("GridResponse", {})
            if not grid and any(
                key in response for key in ("NumOfFields", "NumOfRecords", "DataRecords")
            ):
                grid = response
            if not grid:
                continue

            column_titles = grid.get("ColumnTitles") or column_titles
            reach_max = reach_max or bool(grid.get("ReachMax"))
            data_records = grid.get("DataRecords", []) or []
            error_text = grid.get("Error")
            if error_text and not data_records:
                errors.append(error_text)
                continue

            for record in data_records:
                data_fields = record.get("DataFields", []) or []
                row: dict[str, Any] = {}
                for idx, field in enumerate(data_fields):
                    value = self._extract_bsrch_field_value(field)
                    col_name = (
                        column_titles[idx]
                        if column_titles and idx < len(column_titles)
                        else f"col_{idx}"
                    )
                    row[col_name] = value
                rows.append(row)

        if errors and not rows:
            raise ValueError(f"BSRCH error: {errors[0]}")

        if reach_max and not limit_applied:
            logger.warning(
                "BSRCH response reached internal limit; consider using LIMIT override."
            )

        if rows:
            self._coerce_bsrch_numeric_columns(rows)

        return rows

    @staticmethod
    def _extract_bsrch_field_value(field: Any) -> Any:  # noqa: PLR0911
        """Extract typed value from a GridResponse DataField."""
        if not isinstance(field, dict):
            return field

        # Possible keys observed in GridResponse DataFields
        key_order = [
            "Ticker",
            "StringValue",
            "StringData",
            "value",
            "Value",
            "DoubleData",
            "DoubleValue",
            "FloatValue",
            "Int32Data",
            "Int32Value",
            "IntValue",
            "LongValue",
            "DateValue",
            "TimeValue",
            "DateTimeValue",
        ]
        for key in key_order:
            if key in field:
                val = field.get(key)
                if key.startswith("Double") or key.startswith("Float"):
                    try:
                        return float(val)
                    except (TypeError, ValueError):
                        return val
                if key.startswith("Int32") or key in {"IntValue", "LongValue"}:
                    try:
                        return int(val)
                    except (TypeError, ValueError):
                        return val
                if key in {"DateValue", "TimeValue", "DateTimeValue"}:
                    return val
                return val
        # If no known key found, return the dict itself
        return field

    @staticmethod
    def _coerce_bsrch_numeric_columns(rows: list[dict[str, Any]]) -> None:
        """Convert empty/whitespace strings to None to allow numeric inference."""
        if not rows:
            return

        cols = rows[0].keys()
        for col in cols:
            values = [row.get(col) for row in rows]
            cleaned: list[Any] = []
            numeric_candidate = True

            for val in values:
                if isinstance(val, str) and val.strip() == "":
                    cleaned.append(None)
                    continue
                cleaned.append(val)
                if val is None or isinstance(val, (int, float)):
                    continue
                numeric_candidate = False
                # leave column untouched if any non-numeric string present
                # other than whitespace
                # Note: do not break early to align cleaned length

            if numeric_candidate:
                for idx, cleaned_val in enumerate(cleaned):
                    rows[idx][col] = cleaned_val

            if numeric_candidate:
                for idx, cleaned_val in enumerate(cleaned):
                    rows[idx][col] = cleaned_val

    def _parse_bql_responses(self, responses: list[Any]):
        """Parse BQL responses into a list of SITable objects."""
        tables: list[SITable] = []
        results: list[dict] = self._extract_results(responses)

        for result in results:
            tables.extend(self._parse_result(result))
        return [self._apply_schema(table) for table in tables]

    def _apply_schema(self, table: SITable) -> SITable:
        """Convert data based on the schema (e.g., str -> date, 'NaN' -> None)."""
        date_format = "%Y-%m-%dT%H:%M:%SZ"
        for col, dtype in table.schema.items():
            if dtype == pl.Date:
                table.data[col] = [
                    (
                        datetime.strptime(v, date_format).date()
                        if isinstance(v, str)
                        else None
                    )
                    for v in table.data[col]
                ]
            elif dtype in {pl.Float64, pl.Int64}:

                def _convert_number(val: Any):
                    if isinstance(val, str):
                        lower_val = val.lower()
                        if lower_val == "nan":
                            return None
                        if lower_val in {"infinity", "inf"}:
                            return float("inf")
                        if lower_val in {"-infinity", "-inf"}:
                            return float("-inf")
                    return val

                table.data[col] = [_convert_number(x) for x in table.data[col]]
        return table

    def _extract_results(self, responses: list[Any]) -> list[dict]:
        """Extract the 'results' section from each response, handling JSON strings."""
        extracted = []
        for response in responses:
            resp_dict = response
            if isinstance(response, str):
                try:
                    resp_dict = json.loads(response)
                except json.JSONDecodeError as e:
                    logger.error("Failed to decode JSON: %s. Error: %s", response, e)
                    continue
            results = resp_dict.get("results")
            if results:
                extracted.append(results)
        return extracted

    def _parse_result(self, results: dict[str, Any]) -> list[SITable]:
        """Convert a single BQL results dictionary into a list[SITable]."""
        tables: list[SITable] = []
        for field, content in results.items():
            data = {}
            schema_str = {}

            data["ID"] = content.get("idColumn", {}).get("values", [])
            data[field] = content.get("valuesColumn", {}).get("values", [])

            schema_str["ID"] = content.get("idColumn", {}).get("type", "STRING")
            schema_str[field] = content.get("valuesColumn", {}).get("type", "STRING")

            # Process secondary columns
            for sec_col in content.get("secondaryColumns", []):
                name = sec_col.get("name", "")
                data[name] = sec_col.get("values", [])
                schema_str[name] = sec_col.get("type", str)
            schema = self._map_types(schema_str)
            tables.append(SITable(name=field, data=data, schema=schema))

        # If debug mode is on, save the input and output for reproducibility
        if self.debug:
            self._save_debug_case(results, tables)

        return tables

    def _map_types(self, type_map: dict[str, str]) -> dict[str, pl.DataType]:
        """Map string-based types to Polars data types. Default to Utf8."""
        mapping = {
            "STRING": pl.Utf8,
            "DOUBLE": pl.Float64,
            "INT": pl.Int64,
            "DATE": pl.Date,
            "BOOLEAN": pl.Boolean,
        }
        return {col: mapping.get(t.upper(), pl.Utf8) for col, t in type_map.items()}

    @staticmethod
    def _format_datetime(value: datetime | str) -> str:
        """Convert datetime objects to Bloomberg's ISO8601 string format."""
        if isinstance(value, str):
            return value
        if value.tzinfo is None:
            return value.strftime("%Y-%m-%dT%H:%M:%S")
        return value.astimezone(datetime.UTC).strftime("%Y-%m-%dT%H:%M:%SZ")

    def _save_debug_case(self, in_results: dict, tables: list[SITable]):
        """Save input and output to a JSON file for debugging and test generation."""
        # Create a directory for debug cases if it doesn't exist
        os.makedirs("debug_cases", exist_ok=True)

        # Create a unique filename with timestamp
        timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
        filename = f"debug_cases/bql_parse_results_{timestamp}.json"

        # Prepare serializable data
        out_tables = []
        for t in tables:
            out_tables.append(
                {
                    "name": t.name,
                    "data": t.data,
                    "schema": {col: str(dtype) for col, dtype in t.schema.items()},
                }
            )

        to_save = {"in_results": in_results, "out_tables": out_tables}

        with open(filename, "w", encoding="utf-8") as f:
            json.dump(to_save, f, indent=2)

        logger.debug("Saved debug case to %s", filename)

__init__(host='localhost', port=8194, timeout=32000, debug=False)

Initialize a BQuery instance with connection parameters.

Parameters:

Name Type Description Default
host str

The hostname for the Bloomberg API server. Defaults to "localhost".

'localhost'
port int

The port number for the Bloomberg API server. Defaults to 8194.

8194
timeout int

Timeout in milliseconds for API requests. Defaults to 32000.

32000
debug bool

Enable debug logging/saving of intermediate results. Defaults to False.

False

Raises:

Type Description
ConnectionError

If unable to establish connection to Bloomberg API.

Source code in polars_bloomberg/plbbg.py
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def __init__(
    self,
    host: str = "localhost",
    port: int = 8194,
    timeout: int = 32_000,
    debug: bool = False,
) -> None:
    """Initialize a BQuery instance with connection parameters.

    Args:
        host (str, optional):
            The hostname for the Bloomberg API server.
            Defaults to "localhost".
        port (int, optional):
            The port number for the Bloomberg API server.
            Defaults to 8194.
        timeout (int, optional):
            Timeout in milliseconds for API requests.
            Defaults to 32000.
        debug (bool, optional):
            Enable debug logging/saving of intermediate results.
            Defaults to False.

    Raises:
        ConnectionError: If unable to establish connection to Bloomberg API.

    """
    self.host = host
    self.port = port
    self.timeout = timeout
    self.debug = debug

bdh(securities, fields, start_date, end_date, overrides=None, options=None)

Bloomberg Data History, equivalent to Excel BDH() function.

Fetch historical data for given securities and fields between dates.

Parameters:

Name Type Description Default
securities list[str]

List of security identifiers (e.g., 'AAPL US Equity').

required
fields list[str]

List of data fields to retrieve (e.g., 'PX_LAST').

required
start_date date

Start date for the historical data.

required
end_date date

End date for the historical data.

required
overrides list[tuple]

List of tuples for field overrides. Defaults to None.

None
options dict

Additional request options. Defaults to None.

None

Returns:

Type Description
DataFrame

pl.DataFrame: A Polars DataFrame containing the requested historical data.

Raises:

Type Description
ConnectionError

If there is an issue with the Bloomberg session.

ValueError

If the request parameters are invalid.

Example

Fetch historical closing prices for TLT:

from datetime import date
from polars_bloomberg import BQuery

with BQuery() as bq:
    df = bq.bdh(
        ["TLT US Equity"],
        ["PX_LAST"],
        start_date=date(2019, 1, 1),
        end_date=date(2019, 1, 7),
    )
print(df)

Expected output:

shape: (4, 3)
┌───────────────┬────────────┬─────────┐
│ security      ┆ date       ┆ PX_LAST │
│ ---           ┆ ---        ┆ ---     │
│ str           ┆ date       ┆ f64     │
╞═══════════════╪════════════╪═════════╡
│ TLT US Equity ┆ 2019-01-02 ┆ 122.15  │
│ TLT US Equity ┆ 2019-01-03 ┆ 123.54  │
│ TLT US Equity ┆ 2019-01-04 ┆ 122.11  │
│ TLT US Equity ┆ 2019-01-07 ┆ 121.75  │
└───────────────┴────────────┴─────────┘
Source code in polars_bloomberg/plbbg.py
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def bdh(
    self,
    securities: list[str],
    fields: list[str],
    start_date: date,
    end_date: date,
    overrides: list[tuple] | None = None,
    options: dict | None = None,
) -> pl.DataFrame:
    """Bloomberg Data History, equivalent to Excel BDH() function.

    Fetch historical data for given securities and fields between dates.

    Args:
        securities (list[str]): List of security identifiers (e.g., 'AAPL US Equity').
        fields (list[str]): List of data fields to retrieve (e.g., 'PX_LAST').
        start_date (date): Start date for the historical data.
        end_date (date): End date for the historical data.
        overrides (list[tuple], optional): List of tuples for field overrides. Defaults to None.
        options (dict, optional): Additional request options. Defaults to None.

    Returns:
        pl.DataFrame: A Polars DataFrame containing the requested historical data.

    Raises:
        ConnectionError: If there is an issue with the Bloomberg session.
        ValueError: If the request parameters are invalid.

    Example:
        Fetch historical closing prices for TLT:

        ```python
        from datetime import date
        from polars_bloomberg import BQuery

        with BQuery() as bq:
            df = bq.bdh(
                ["TLT US Equity"],
                ["PX_LAST"],
                start_date=date(2019, 1, 1),
                end_date=date(2019, 1, 7),
            )
        print(df)
        ```

        Expected output:
        ```python
        shape: (4, 3)
        ┌───────────────┬────────────┬─────────┐
        │ security      ┆ date       ┆ PX_LAST │
        │ ---           ┆ ---        ┆ ---     │
        │ str           ┆ date       ┆ f64     │
        ╞═══════════════╪════════════╪═════════╡
        │ TLT US Equity ┆ 2019-01-02 ┆ 122.15  │
        │ TLT US Equity ┆ 2019-01-03 ┆ 123.54  │
        │ TLT US Equity ┆ 2019-01-04 ┆ 122.11  │
        │ TLT US Equity ┆ 2019-01-07 ┆ 121.75  │
        └───────────────┴────────────┴─────────┘
        ```

    """  # noqa: E501
    request = self._create_request(
        "HistoricalDataRequest", securities, fields, overrides, options
    )
    request.set("startDate", start_date.strftime("%Y%m%d"))
    request.set("endDate", end_date.strftime("%Y%m%d"))
    responses = self._send_request(request)
    data = self._parse_bdh_responses(responses, fields)
    return pl.DataFrame(data, infer_schema_length=None)

bdib(security, event_type, interval, start_datetime, end_datetime, overrides=None, options=None)

Fetch intraday bars from Bloomberg, mirroring Excel's BDIB() function.

Parameters:

Name Type Description Default
security str

Instrument identifier (for example 'AAPL US Equity').

required
event_type str

One of TRADE, BID, ASK, BEST_BID, BEST_ASK.

required
interval int

Bar length in minutes (1-1440).

required
start_datetime datetime

First bar timestamp; naive vals are treated as UTC tz-aware values are converted to UTC before the request is sent.

required
end_datetime datetime

Last bar timestamp; handled same way as start_dtm

required
overrides Sequence | None

Sequence of (field, value) overrides.

None
options dict | None

Additional Bloomberg request options.

None

Returns:

Type Description
DataFrame

pl.DataFrame: Bars sorted by security/time with columns ['security', 'time', 'open', 'high', 'low', 'close', 'volume', 'numEvents', 'value']. Bloomberg emits time in UTC and the DataFrame preserves that timezone.

Example
from datetime import datetime
from polars_bloomberg import BQuery

with BQuery() as bq:
    df = bq.bdib(
        "OMX Index",
        event_type="TRADE",
        interval=60,
        start_datetime=datetime(2025, 11, 5),
        end_datetime=datetime(2025, 11, 6),
    )
    print(df)

Expected output:

shape: (4, 3)
┌───────────┬──────────────┬──────────┬──────────┬───┬──────────┬────────┬───────────┬───────┐
│ security  ┆ time         ┆ open     ┆ high     ┆ … ┆ close    ┆ volume ┆ numEvents ┆ value │
│ ---       ┆ ---          ┆ ---      ┆ ---      ┆   ┆ ---      ┆ ---    ┆ ---       ┆ ---   │
│ str       ┆ datetime[μs] ┆ f64      ┆ f64      ┆   ┆ f64      ┆ i64    ┆ i64       ┆ f64   │
╞═══════════╪══════════════╪══════════╪══════════╪═══╪══════════╪════════╪═══════════╪═══════╡
│ OMX Index ┆ 2025-11-05   ┆ 2726.603 ┆ 2742.014 ┆ … ┆ 2739.321 ┆ 0      ┆ 3591      ┆ 0.0   │
│           ┆ 08:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
│ OMX Index ┆ 2025-11-05   ┆ 2739.466 ┆ 2739.706 ┆ … ┆ 2733.836 ┆ 0      ┆ 3600      ┆ 0.0   │
│           ┆ 09:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
│ OMX Index ┆ 2025-11-05   ┆ 2733.747 ┆ 2734.827 ┆ … ┆ 2731.724 ┆ 0      ┆ 3600      ┆ 0.0   │
│           ┆ 10:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
│ OMX Index ┆ 2025-11-05   ┆ 2731.721 ┆ 2742.015 ┆ … ┆ 2741.185 ┆ 0      ┆ 3600      ┆ 0.0   │
│           ┆ 11:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
│ OMX Index ┆ 2025-11-05   ┆ 2741.256 ┆ 2747.291 ┆ … ┆ 2747.291 ┆ 0      ┆ 3600      ┆ 0.0   │
│           ┆ 12:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
│ OMX Index ┆ 2025-11-05   ┆ 2747.291 ┆ 2748.815 ┆ … ┆ 2748.287 ┆ 0      ┆ 3600      ┆ 0.0   │
│           ┆ 13:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
│ OMX Index ┆ 2025-11-05   ┆ 2748.273 ┆ 2752.301 ┆ … ┆ 2752.181 ┆ 0      ┆ 3600      ┆ 0.0   │
│           ┆ 14:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
│ OMX Index ┆ 2025-11-05   ┆ 2752.181 ┆ 2758.978 ┆ … ┆ 2752.495 ┆ 0      ┆ 3600      ┆ 0.0   │
│           ┆ 15:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
│ OMX Index ┆ 2025-11-05   ┆ 2752.402 ┆ 2752.85  ┆ … ┆ 2751.404 ┆ 0      ┆ 2100      ┆ 0.0   │
│           ┆ 16:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
└───────────┴──────────────┴──────────┴──────────┴───┴──────────┴────────┴───────────┴───────┘
Source code in polars_bloomberg/plbbg.py
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def bdib(  # noqa: PLR0913
    self,
    security: str,
    event_type: str,
    interval: int,
    start_datetime: datetime,
    end_datetime: datetime,
    overrides: Sequence | None = None,
    options: dict | None = None,
) -> pl.DataFrame:
    """Fetch intraday bars from Bloomberg, mirroring Excel's BDIB() function.

    Args:
        security (str): Instrument identifier (for example 'AAPL US Equity').
        event_type (str): One of TRADE, BID, ASK, BEST_BID, BEST_ASK.
        interval (int): Bar length in minutes (1-1440).
        start_datetime (datetime): First bar timestamp; naive vals are treated as UTC
            tz-aware values are converted to UTC before the request is sent.
        end_datetime (datetime): Last bar timestamp; handled same way as start_dtm
        overrides (Sequence | None, optional): Sequence of (field, value) overrides.
        options (dict | None, optional): Additional Bloomberg request options.

    Returns:
        pl.DataFrame: Bars sorted by security/time with columns
            ['security', 'time', 'open', 'high', 'low', 'close', 'volume',
            'numEvents', 'value']. Bloomberg emits `time` in UTC and the DataFrame
            preserves that timezone.

    Example:
        ```python
        from datetime import datetime
        from polars_bloomberg import BQuery

        with BQuery() as bq:
            df = bq.bdib(
                "OMX Index",
                event_type="TRADE",
                interval=60,
                start_datetime=datetime(2025, 11, 5),
                end_datetime=datetime(2025, 11, 6),
            )
            print(df)
        ```

         Expected output:
        ```python
        shape: (4, 3)
        ┌───────────┬──────────────┬──────────┬──────────┬───┬──────────┬────────┬───────────┬───────┐
        │ security  ┆ time         ┆ open     ┆ high     ┆ … ┆ close    ┆ volume ┆ numEvents ┆ value │
        │ ---       ┆ ---          ┆ ---      ┆ ---      ┆   ┆ ---      ┆ ---    ┆ ---       ┆ ---   │
        │ str       ┆ datetime[μs] ┆ f64      ┆ f64      ┆   ┆ f64      ┆ i64    ┆ i64       ┆ f64   │
        ╞═══════════╪══════════════╪══════════╪══════════╪═══╪══════════╪════════╪═══════════╪═══════╡
        │ OMX Index ┆ 2025-11-05   ┆ 2726.603 ┆ 2742.014 ┆ … ┆ 2739.321 ┆ 0      ┆ 3591      ┆ 0.0   │
        │           ┆ 08:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        │ OMX Index ┆ 2025-11-05   ┆ 2739.466 ┆ 2739.706 ┆ … ┆ 2733.836 ┆ 0      ┆ 3600      ┆ 0.0   │
        │           ┆ 09:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        │ OMX Index ┆ 2025-11-05   ┆ 2733.747 ┆ 2734.827 ┆ … ┆ 2731.724 ┆ 0      ┆ 3600      ┆ 0.0   │
        │           ┆ 10:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        │ OMX Index ┆ 2025-11-05   ┆ 2731.721 ┆ 2742.015 ┆ … ┆ 2741.185 ┆ 0      ┆ 3600      ┆ 0.0   │
        │           ┆ 11:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        │ OMX Index ┆ 2025-11-05   ┆ 2741.256 ┆ 2747.291 ┆ … ┆ 2747.291 ┆ 0      ┆ 3600      ┆ 0.0   │
        │           ┆ 12:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        │ OMX Index ┆ 2025-11-05   ┆ 2747.291 ┆ 2748.815 ┆ … ┆ 2748.287 ┆ 0      ┆ 3600      ┆ 0.0   │
        │           ┆ 13:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        │ OMX Index ┆ 2025-11-05   ┆ 2748.273 ┆ 2752.301 ┆ … ┆ 2752.181 ┆ 0      ┆ 3600      ┆ 0.0   │
        │           ┆ 14:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        │ OMX Index ┆ 2025-11-05   ┆ 2752.181 ┆ 2758.978 ┆ … ┆ 2752.495 ┆ 0      ┆ 3600      ┆ 0.0   │
        │           ┆ 15:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        │ OMX Index ┆ 2025-11-05   ┆ 2752.402 ┆ 2752.85  ┆ … ┆ 2751.404 ┆ 0      ┆ 2100      ┆ 0.0   │
        │           ┆ 16:00:00     ┆          ┆          ┆   ┆          ┆        ┆           ┆       │
        └───────────┴──────────────┴──────────┴──────────┴───┴──────────┴────────┴───────────┴───────┘
        ```

    """  # noqa: E501
    request = self._create_intraday_bar_request(
        security=security,
        event_type=event_type,
        interval=interval,
        start_datetime=start_datetime,
        end_datetime=end_datetime,
        overrides=overrides,
        options=options,
    )
    responses = self._send_request(request)
    data = self._parse_bdib_responses(responses, fallback_security=security)
    schema = {
        "security": pl.Utf8,
        "time": pl.Datetime,
        "open": pl.Float64,
        "high": pl.Float64,
        "low": pl.Float64,
        "close": pl.Float64,
        "volume": pl.Int64,
        "numEvents": pl.Int64,
        "value": pl.Float64,
    }
    df = pl.DataFrame(data, schema=schema, strict=False, infer_schema_length=None)
    return df.sort(["security", "time"]) if not df.is_empty() else df

bdp(securities, fields, overrides=None, options=None)

Bloomberg Data Point, equivalent to Excel BDP() function.

Fetch reference data for given securities and fields.

Parameters:

Name Type Description Default
securities list[str]

List of security identifiers (e.g. 'AAPL US Equity').

required
fields list[str]

List of data fields to retrieve (e.g., 'PX_LAST').

required
overrides list[tuple]

List of tuples for field overrides. Defaults to None.

None
options dict

Additional request options. Defaults to None.

None

Returns:

Type Description
DataFrame

pl.DataFrame: A Polars DataFrame containing the requested reference data.

Raises:

Type Description
ConnectionError

If there is an issue with the Bloomberg session.

ValueError

If the request parameters are invalid.

Example

Fetch last price for Apple and Microsoft stocks:

from polars_bloomberg import BQuery

with BQuery() as bq:
    df = bq.bdp(['AAPL US Equity', 'MSFT US Equity'], ['PX_LAST'])
print(df)

Expected output:

shape: (2, 2)
┌────────────────┬──────────┐
│ security       ┆ PX_LAST  │
│ ---            ┆ ---      │
│ str            ┆ f64      │
╞════════════════╪══════════╡
│ AAPL US Equity ┆ 171.32   │
│ MSFT US Equity ┆ 232.33   │
└────────────────┴──────────┘
Source code in polars_bloomberg/plbbg.py
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def bdp(
    self,
    securities: list[str],
    fields: list[str],
    overrides: list[tuple] | None = None,
    options: dict | None = None,
) -> pl.DataFrame:
    """Bloomberg Data Point, equivalent to Excel BDP() function.

    Fetch reference data for given securities and fields.

    Args:
        securities (list[str]): List of security identifiers (e.g. 'AAPL US Equity').
        fields (list[str]): List of data fields to retrieve (e.g., 'PX_LAST').
        overrides (list[tuple], optional): List of tuples for field overrides. Defaults to None.
        options (dict, optional): Additional request options. Defaults to None.

    Returns:
        pl.DataFrame: A Polars DataFrame containing the requested reference data.

    Raises:
        ConnectionError: If there is an issue with the Bloomberg session.
        ValueError: If the request parameters are invalid.

    Example:
        Fetch last price for Apple and Microsoft stocks:

        ```python
        from polars_bloomberg import BQuery

        with BQuery() as bq:
            df = bq.bdp(['AAPL US Equity', 'MSFT US Equity'], ['PX_LAST'])
        print(df)
        ```

        Expected output:
        ```python
        shape: (2, 2)
        ┌────────────────┬──────────┐
        │ security       ┆ PX_LAST  │
        │ ---            ┆ ---      │
        │ str            ┆ f64      │
        ╞════════════════╪══════════╡
        │ AAPL US Equity ┆ 171.32   │
        │ MSFT US Equity ┆ 232.33   │
        └────────────────┴──────────┘
        ```

    """  # noqa: E501
    request = self._create_request(
        "ReferenceDataRequest", securities, fields, overrides, options
    )
    responses = self._send_request(request)
    data = self._parse_bdp_responses(responses, fields)
    return pl.DataFrame(data)

bql(expression)

Execute a Bloomberg Query Language (BQL) query.

BQL is Bloomberg's domain-specific language for complex financial queries. It allows for advanced data retrieval, screening, and analysis.

Parameters:

Name Type Description Default
expression str

The BQL query expression to execute. Can include functions like get(), let(), for(), filter(), etc.

required

Returns:

Name Type Description
BqlResult BqlResult

An object containing: - List of Polars DataFrames (one for each item in BQL get statement) - Helper methods like combine() to merge DataFrames on common columns

Raises:

Type Description
ConnectionError

If there is an issue with the Bloomberg session.

ValueError

If the BQL query syntax is invalid.

Example

Simple query to fetch last price:

from polars_bloomberg import BQuery

with BQuery() as bq:
    # Get last price for multiple securities
    result = bq.bql("get(px_last) for(['IBM US Equity', 'MSFT US Equity'])")
    df = result.combine()
    print(df)

Expected output:

shape: (2, 4)
┌───────────────┬─────────┐
│ ID            ┆ PX_LAST │
│ ---           ┆ ---     │
│ str           ┆ f64     │
╞═══════════════╪═════════╡
│ AAPL US Equity┆ 150.25  │
│ MSFT US Equity┆ 250.80  │
└───────────────┴─────────┘

Access individual DataFrames:

>>> df_px_last = result[0]
>>> print(df_px_last)
shape: (2, 2)
┌───────────────┬─────────┐
│ ID            ┆ PX_LAST │
│ ---           ┆ ---     │
│ str           ┆ f64     │
╞═══════════════╪═════════╡
│ AAPL US Equity┆ 150.25  │
│ MSFT US Equity┆ 250.80  │
└───────────────┴─────────┘

Fetch multiple fields and combine results:

>>> result = bq.bql("get(px_last, px_volume) for('AAPL US Equity')")
>>> df_combined = result.combine()
>>> print(df_combined)
shape: (1, 3)
┌───────────────┬─────────┬────────────┐
│ ID            ┆ PX_LAST ┆ PX_VOLUME  │
│ ---           ┆ ---     ┆ ---        │
│ str           ┆ f64     ┆ f64        │
╞═══════════════╪═════════╪════════════╡
│ AAPL US Equity┆ 150.25  ┆ 30000000.0 │
└───────────────┴─────────┴────────────┘

Iterate over individual DataFrames:

>>> for df in result:
...     print(df)
Source code in polars_bloomberg/plbbg.py
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def bql(self, expression: str) -> BqlResult:
    """Execute a Bloomberg Query Language (BQL) query.

    BQL is Bloomberg's domain-specific language for complex financial queries. It allows
    for advanced data retrieval, screening, and analysis.

    Args:
        expression (str): The BQL query expression to execute. Can include functions like
            get(), let(), for(), filter(), etc.

    Returns:
        BqlResult: An object containing:
            - List of Polars DataFrames (one for each item in BQL get statement)
            - Helper methods like combine() to merge DataFrames on common columns

    Raises:
        ConnectionError: If there is an issue with the Bloomberg session.
        ValueError: If the BQL query syntax is invalid.

    Example:
        Simple query to fetch last price:

        ```python
        from polars_bloomberg import BQuery

        with BQuery() as bq:
            # Get last price for multiple securities
            result = bq.bql("get(px_last) for(['IBM US Equity', 'MSFT US Equity'])")
            df = result.combine()
            print(df)
        ```

        Expected output:
        ```python
        shape: (2, 4)
        ┌───────────────┬─────────┐
        │ ID            ┆ PX_LAST │
        │ ---           ┆ ---     │
        │ str           ┆ f64     │
        ╞═══════════════╪═════════╡
        │ AAPL US Equity┆ 150.25  │
        │ MSFT US Equity┆ 250.80  │
        └───────────────┴─────────┘
        ```

        Access individual DataFrames:
        ```python
        >>> df_px_last = result[0]
        >>> print(df_px_last)
        shape: (2, 2)
        ┌───────────────┬─────────┐
        │ ID            ┆ PX_LAST │
        │ ---           ┆ ---     │
        │ str           ┆ f64     │
        ╞═══════════════╪═════════╡
        │ AAPL US Equity┆ 150.25  │
        │ MSFT US Equity┆ 250.80  │
        └───────────────┴─────────┘
        ```
        Fetch multiple fields and combine results:
        ```python
        >>> result = bq.bql("get(px_last, px_volume) for('AAPL US Equity')")
        >>> df_combined = result.combine()
        >>> print(df_combined)
        shape: (1, 3)
        ┌───────────────┬─────────┬────────────┐
        │ ID            ┆ PX_LAST ┆ PX_VOLUME  │
        │ ---           ┆ ---     ┆ ---        │
        │ str           ┆ f64     ┆ f64        │
        ╞═══════════════╪═════════╪════════════╡
        │ AAPL US Equity┆ 150.25  ┆ 30000000.0 │
        └───────────────┴─────────┴────────────┘
        ```
        Iterate over individual DataFrames:
        ```python
        >>> for df in result:
        ...     print(df)
        ```

    """  # noqa: E501
    request = self._create_bql_request(expression)
    responses = self._send_request(request)
    tables = self._parse_bql_responses(responses)
    dataframes = [
        pl.DataFrame(table.data, schema=table.schema, strict=True)
        for table in tables
    ]
    names = [table.name for table in tables]
    return BqlResult(dataframes, names)

bsrch(domain, overrides=None, options=None)

Bloomberg SRCH (search) via ExcelGetGridRequest on //blp/exrsvc.

Parameters:

Name Type Description Default
domain str

Domain string, e.g. \"FI:SRCHEX.@COCO\".

required
overrides dict[str, Any] | None

Optional override map (e.g. {\"LIMIT\": 20000}).

None
options dict | None

Additional request options applied directly to the request.

None

Returns:

Type Description
DataFrame

pl.DataFrame with one row per search record and columns from the grid.

Raises:

Type Description
ValueError

When Bloomberg returns an error string in GridResponse.

TimeoutError / ConnectionError

As surfaced by the session helpers.

Example

Fetch Contingent COnvertible bonds based on Example Search @COCO For sake of example limit number of bonds to two

from polars_bloomberg import BQuery

with BQuery() as bq:
    df = bq.bsrch("FI:SRCHEX.@COCO", {"LIMIT": 2})
    print(df)

Expected output:

BSRCH response reached internal limit; consider using LIMIT override.
shape: (2, 1)
┌───────────────┐
│ id            │
│ ---           │
│ str           │
╞═══════════════╡
│ DA785784 Corp │
│ DA773901 Corp │
└───────────────┘
Source code in polars_bloomberg/plbbg.py
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def bsrch(
    self,
    domain: str,
    overrides: dict[str, Any] | None = None,
    options: dict | None = None,
) -> pl.DataFrame:
    r"""Bloomberg SRCH (search) via ExcelGetGridRequest on //blp/exrsvc.

    Args:
        domain: Domain string, e.g. ``\"FI:SRCHEX.@COCO\"``.
        overrides: Optional override map (e.g. ``{\"LIMIT\": 20000}``).
        options: Additional request options applied directly to the request.

    Returns:
        pl.DataFrame with one row per search record and columns from the grid.

    Raises:
        ValueError: When Bloomberg returns an error string in GridResponse.
        TimeoutError/ConnectionError: As surfaced by the session helpers.

    Example:
        Fetch Contingent COnvertible bonds based on Example Search @COCO
        For sake of example limit number of bonds to two

        ```python
        from polars_bloomberg import BQuery

        with BQuery() as bq:
            df = bq.bsrch("FI:SRCHEX.@COCO", {"LIMIT": 2})
            print(df)
        ```

        Expected output:
        ```python
        BSRCH response reached internal limit; consider using LIMIT override.
        shape: (2, 1)
        ┌───────────────┐
        │ id            │
        │ ---           │
        │ str           │
        ╞═══════════════╡
        │ DA785784 Corp │
        │ DA773901 Corp │
        └───────────────┘
        ```

    """
    request = self._create_bsrch_request(domain, overrides, options)
    responses = self._send_request(request)
    limit_applied = bool(overrides and "LIMIT" in overrides)
    rows = self._parse_bsrch_responses(responses, limit_applied=limit_applied)
    return pl.DataFrame(rows, infer_schema_length=None, strict=False)

polars_bloomberg.BqlResult dataclass

Holds the result of a BQL query as a list of Polars DataFrames.

This class encapsulates the results of a Bloomberg Query Language (BQL) query, providing methods to access and manipulate the data.

Attributes:

Name Type Description
dataframes list[DataFrame]

List of query result dataframes.

names list[str]

List of data-item names corresponding to dataframes.

Example

Execute a BQL query and combine the results:

from polars_bloomberg import BQuery

with BQuery() as bq:
    result = bq.bql("get(px_last) for(['IBM US Equity', 'MSFT US Equity'])")
    df = result.combine()
    print(df)

Expected output:

shape: (2, 4)
┌───────────────┬─────────┐
│ ID            ┆ PX_LAST │
│ ---           ┆ ---     │
│ str           ┆ f64     │
╞═══════════════╪═════════╡
│ IBM US Equity ┆ 125.34  │
│ MSFT US Equity┆ 232.33  │
└───────────────┴─────────┘

Iterate over the list of DataFrames:

for df in result:
    print(df)

Access individual DataFrames by index:

first_df = result[0]
print(first_df)

Get the number of DataFrames:

num_dfs = len(result)
print(f"Number of DataFrames: {num_dfs}")

Methods:

Name Description
combine

Combine all dataframes into one by joining on common columns.

Source code in polars_bloomberg/plbbg.py
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@dataclass
class BqlResult:
    """Holds the result of a BQL query as a list of Polars DataFrames.

    This class encapsulates the results of a Bloomberg Query Language (BQL) query,
    providing methods to access and manipulate the data.

    Attributes:
        dataframes (list[pl.DataFrame]): List of query result dataframes.
        names (list[str]): List of data-item names corresponding to dataframes.

    Example:
        Execute a BQL query and combine the results:

        ```python
        from polars_bloomberg import BQuery

        with BQuery() as bq:
            result = bq.bql("get(px_last) for(['IBM US Equity', 'MSFT US Equity'])")
            df = result.combine()
            print(df)
        ```

        Expected output:
        ```python
        shape: (2, 4)
        ┌───────────────┬─────────┐
        │ ID            ┆ PX_LAST │
        │ ---           ┆ ---     │
        │ str           ┆ f64     │
        ╞═══════════════╪═════════╡
        │ IBM US Equity ┆ 125.34  │
        │ MSFT US Equity┆ 232.33  │
        └───────────────┴─────────┘
        ```

        Iterate over the list of DataFrames:

        ```python
        for df in result:
            print(df)
        ```

        Access individual DataFrames by index:

        ```python
        first_df = result[0]
        print(first_df)
        ```

        Get the number of DataFrames:

        ```python
        num_dfs = len(result)
        print(f"Number of DataFrames: {num_dfs}")
        ```

    Methods:
        combine: Combine all dataframes into one by joining on common columns.

    """

    dataframes: list[pl.DataFrame]
    names: list[str]

    def combine(self) -> pl.DataFrame:
        """Combine all dataframes into one by joining on common columns.

        This method merges all the DataFrames in the `dataframes` attribute into a single
        DataFrame by performing a full join on the common columns. If no common columns
        are found, it raises a ValueError.

        Returns:
            pl.DataFrame: Combined dataframe joined on common columns.

        Raises:
            ValueError: If no common columns exist or no dataframes are present.

        Example:
            Combine results of a BQL query:

            ```python
            from polars_bloomberg import BQuery

            with BQuery() as bq:
                result = bq.bql("get(px_last, px_volume) for(['AAPL US Equity', 'MSFT US Equity'])")
                df = result.combine()
                print(df)
            ```

            Expected output:
            ```python
            shape: (2, 3)
            ┌────────────────┬──────────┬────────────┐
            │ ID             ┆ PX_LAST  ┆ PX_VOLUME  │
            │ ---            ┆ ---      ┆ ---        │
            │ str            ┆ f64      ┆ f64        │
            ╞════════════════╪══════════╪════════════╡
            │ AAPL US Equity ┆ 150.25   ┆ 30000000.0 │
            │ MSFT US Equity ┆ 250.80   ┆ 20000000.0 │
            └────────────────┴──────────┴────────────┘
            ```

            Handle no common columns:

            ```python
            with BQuery() as bq:
                result = bq.bql("get(px_last) for(['AAPL US Equity'])")
                try:
                    df = result.combine()
                except ValueError as e:
                    print(e)
            ```

            Expected output:
            ```
            No common columns found to join on.
            ```

        """  # noqa: E501
        if not self.dataframes:
            raise ValueError("No DataFrames to combine.")

        result = self.dataframes[0]  # Initialize with the first DataFrame
        for df in self.dataframes[1:]:
            common_cols = set(result.columns) & set(df.columns)
            if not common_cols:
                raise ValueError("No common columns found to join on.")
            result = result.join(df, on=list(common_cols), how="full", coalesce=True)
        return result

    def __getitem__(self, idx: int) -> pl.DataFrame:
        """Access individual DataFrames by index."""
        return self.dataframes[idx]

    def __len__(self) -> int:
        """Return the number of dataframes."""
        return len(self.dataframes)

    def __iter__(self):
        """Return an iterator over the dataframes."""
        return iter(self.dataframes)

__getitem__(idx)

Access individual DataFrames by index.

Source code in polars_bloomberg/plbbg.py
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def __getitem__(self, idx: int) -> pl.DataFrame:
    """Access individual DataFrames by index."""
    return self.dataframes[idx]

__iter__()

Return an iterator over the dataframes.

Source code in polars_bloomberg/plbbg.py
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def __iter__(self):
    """Return an iterator over the dataframes."""
    return iter(self.dataframes)

__len__()

Return the number of dataframes.

Source code in polars_bloomberg/plbbg.py
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def __len__(self) -> int:
    """Return the number of dataframes."""
    return len(self.dataframes)

combine()

Combine all dataframes into one by joining on common columns.

This method merges all the DataFrames in the dataframes attribute into a single DataFrame by performing a full join on the common columns. If no common columns are found, it raises a ValueError.

Returns:

Type Description
DataFrame

pl.DataFrame: Combined dataframe joined on common columns.

Raises:

Type Description
ValueError

If no common columns exist or no dataframes are present.

Example

Combine results of a BQL query:

from polars_bloomberg import BQuery

with BQuery() as bq:
    result = bq.bql("get(px_last, px_volume) for(['AAPL US Equity', 'MSFT US Equity'])")
    df = result.combine()
    print(df)

Expected output:

shape: (2, 3)
┌────────────────┬──────────┬────────────┐
│ ID             ┆ PX_LAST  ┆ PX_VOLUME  │
│ ---            ┆ ---      ┆ ---        │
│ str            ┆ f64      ┆ f64        │
╞════════════════╪══════════╪════════════╡
│ AAPL US Equity ┆ 150.25   ┆ 30000000.0 │
│ MSFT US Equity ┆ 250.80   ┆ 20000000.0 │
└────────────────┴──────────┴────────────┘

Handle no common columns:

with BQuery() as bq:
    result = bq.bql("get(px_last) for(['AAPL US Equity'])")
    try:
        df = result.combine()
    except ValueError as e:
        print(e)

Expected output:

No common columns found to join on.
Source code in polars_bloomberg/plbbg.py
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def combine(self) -> pl.DataFrame:
    """Combine all dataframes into one by joining on common columns.

    This method merges all the DataFrames in the `dataframes` attribute into a single
    DataFrame by performing a full join on the common columns. If no common columns
    are found, it raises a ValueError.

    Returns:
        pl.DataFrame: Combined dataframe joined on common columns.

    Raises:
        ValueError: If no common columns exist or no dataframes are present.

    Example:
        Combine results of a BQL query:

        ```python
        from polars_bloomberg import BQuery

        with BQuery() as bq:
            result = bq.bql("get(px_last, px_volume) for(['AAPL US Equity', 'MSFT US Equity'])")
            df = result.combine()
            print(df)
        ```

        Expected output:
        ```python
        shape: (2, 3)
        ┌────────────────┬──────────┬────────────┐
        │ ID             ┆ PX_LAST  ┆ PX_VOLUME  │
        │ ---            ┆ ---      ┆ ---        │
        │ str            ┆ f64      ┆ f64        │
        ╞════════════════╪══════════╪════════════╡
        │ AAPL US Equity ┆ 150.25   ┆ 30000000.0 │
        │ MSFT US Equity ┆ 250.80   ┆ 20000000.0 │
        └────────────────┴──────────┴────────────┘
        ```

        Handle no common columns:

        ```python
        with BQuery() as bq:
            result = bq.bql("get(px_last) for(['AAPL US Equity'])")
            try:
                df = result.combine()
            except ValueError as e:
                print(e)
        ```

        Expected output:
        ```
        No common columns found to join on.
        ```

    """  # noqa: E501
    if not self.dataframes:
        raise ValueError("No DataFrames to combine.")

    result = self.dataframes[0]  # Initialize with the first DataFrame
    for df in self.dataframes[1:]:
        common_cols = set(result.columns) & set(df.columns)
        if not common_cols:
            raise ValueError("No common columns found to join on.")
        result = result.join(df, on=list(common_cols), how="full", coalesce=True)
    return result