Matthew Gilbert

Re DOI, apologies. some more searching turned up [the relevant text](https://doi.org/10.1017/CBO9781107049994) Harvey, A. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge: Cambridge University Press. _doi:10.1017/CBO9781107049994_ As an...

Thanks @bashtage for clarifying that the ambiguity around what `.resid` would refer to in a rolling model is why there is no implementation. I will close this as a result,...

There is a pull request to integrate this here https://github.com/matthewgilbert/pdblp/pull/9. I have limited cycles to integrate this at this point, but you take a look there for the relevant functionality.

This sounds like an issue with the underlying query you are making. My guess is there is some options you can specify in your query or else via your `TZDF`...

It's helpful in theses cases to set `debug=True` in your connection object, i.e. `con.debug=True`, which lets you see the actual unparsed responses from Bloomberg. In your case this yields ```...

Yes the issue is the backend for the python API and Excel are not the same, so the FLDS uses in overrides are not identifcal to those in Excel. Possibly...

The override being ignored is a feature / antifeature of the underlying blpapi Bloomberg API. If you set an override value which is not applicable (the actual value not the...

I am saying that when you make a `HistoricalDataRequest`, setting `BFUS` for `PRICING_SOURCE` does not affect `PX_LAST`. For example Historical request without override ``` HistoricalDataRequest = { securities[] = {...

Please take a look at https://help.github.com/articles/basic-writing-and-formatting-syntax/ for formatting your question. At first glance I cannot reproduce your error ```python In [4]: import pdblp ...: con = pdblp.BCon(port=8194) ...: con.start() ...:...

This `pdblp` library wraps the Bloomberg `blpapi` library, which is written and maintained by Bloomberg. The `blpapi` library and the Excel Bloomberg library do not use the same backend, and...