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[Bug]: BBG provider: empty container returned if bad field included

Open marekbais opened this issue 4 months ago • 0 comments

Environment

QF-Lib: 4.0.2

What happened?

If we include an invalid field in the get_history query, we will always get an empty xarray/df even though there might be data available for other valid fields. This behaviour happens when a field exception is raised, e.g.: Response contains field exceptions: securityData = { security = "/bbgid/BBG000DNTSP4" eidData[] = { } sequenceNumber = 47 fieldExceptions[] = { fieldExceptions = { fieldId = "M6039" errorInfo = { source = "54008:rsfhdsvc1" code = 1 category = "BAD_FLD" message = "Not valid historical field" subcategory = "NOT_APPLICABLE_TO_HIST_DATA"

Reproduction steps

Example where we query a valid field with data available and an invalid field: ` tickers = [BloombergTicker("/bbgid/BBG000BTNV54"), BloombergTicker("/bbgid/BBG000PBQ204")]

fields = ["BM383", "M6039"]

bbg_fields_xarray = price_provider.get_history(tickers, fields, datetime(2024, 1, 1), datetime(2024, 12, 31), Frequency.QUARTERLY, overrides={"FILING_STATUS": "OR"}) `

marekbais avatar Jun 12 '25 11:06 marekbais