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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__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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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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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 |
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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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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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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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. |
required |
overrides
|
dict[str, Any] | None
|
Optional override map (e.g. |
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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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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__getitem__(idx)
Access individual DataFrames by index.
Source code in polars_bloomberg/plbbg.py
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__iter__()
Return an iterator over the dataframes.
Source code in polars_bloomberg/plbbg.py
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__len__()
Return the number of dataframes.
Source code in polars_bloomberg/plbbg.py
193 194 195 | |
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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