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I cannot request 10s intraday bar data using blp.bdib

Open IMG-5 opened this issue 1 year ago • 0 comments

Thank you for this amazing xbbg library in Python. I am trying to get the 10 second bar data using the blp.bdib function. However, interval is measured in minutes. Please let me know if it is possible to get the 10 second bar data. Otherwise, I will need to aggregate it from the tick data, which is very slow to request.

blp.bdib('AAPL US Equity', dt='2022-10-17', session='day',interval=1)

IMG-5 avatar Dec 29 '22 07:12 IMG-5