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However the IntradayTickRequest schema (added at the end of this note), does not have an overrides ELEMENT (unlike HistoricalDataRequest which does). If an overrides parameter is supplied to bdit() this error occurs:
NotFoundException: Attempt to access unknown sub-element 'overrides' on element 'IntradayTickRequest'
Unless I am missing something, perhaps the signature could be changed?
ELEMENT IntradayTickRequest {
DESCRIPTION
MIN VALUES 1
MAX VALUES 1
TYPE IntradayTickRequest (SEQUENCE) {
DESCRIPTION seqIntradayTickRequest
ELEMENT security {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE STRING
}
ELEMENT startDateTime {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE DATETIME
}
ELEMENT endDateTime {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE DATETIME
}
ELEMENT eventTypes {
DESCRIPTION
MIN VALUES 0
MAX VALUES 18446744073709551615
TYPE EventType(ENUMERATION) [] {
DESCRIPTION
EventType(STRING) {
TRADE
BID
ASK
BID_BEST
ASK_BEST
BID_YIELD
ASK_YIELD
MID_PRICE
AT_TRADE
BEST_BID
BEST_ASK
SETTLE
}
}
}
ELEMENT includeConditionCodes {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeNonPlottableEvents {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeExchangeCodes {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT returnEids {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeBrokerCodes {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeRpsCodes {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT maxDataPoints {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE INT32
}
ELEMENT includeBicMicCodes {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT forcedDelay {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeSpreadPrice {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeYield {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeActionCodes {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeIndicatorCodes {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeTradeTime {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeUpfrontPrice {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeEqRefPrice {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT adjustmentNormal {
DESCRIPTION Adjust historical pricing to reflect: Regular Cash, Interim, 1st Interim, 2nd Interim, 3rd Interim, 4th
Interim, 5th Interim, Income, Estimated, Partnership Distribution, Final, Interest on Capital,
Distribution, Prorated.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT adjustmentAbnormal {
DESCRIPTION Adjust historical pricing to reflect: Special Cash, Liquidation, Capital Gains, Long-Term Capital Gains,
Short-Term Capital Gains, Memorial, Return of Capital, Rights Redemption, Miscellaneous, Return
Premium, Preferred Rights Redemption, Proceeds/Rights, Proceeds/Shares, Proceeds/Warrants.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT adjustmentSplit {
DESCRIPTION Adjust historical pricing and/or volume to reflect: Spin-Offs, Stock Splits/Consolidations, Stock
Dividend/Bonus, Rights Offerings/Entitlement.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT adjustmentFollowDPDF {
DESCRIPTION Adjust historical pricing and/or volume as per user's DPDF screen
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeClientSpecificFields {
DESCRIPTION option to retrieve custom fields for new XDF source for currency trades:
ClientDomicile
ClientSegment
ClientSubsegment
ClientIdentifier
Direction
TradeId
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeTradeId {
DESCRIPTION option to retrieve unique identifier for a trade event.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT maxDataPointsOrigin {
DESCRIPTION
MIN VALUES 0
MAX VALUES 1
TYPE DataPointsOrigin(ENUMERATION) {
DESCRIPTION
DataPointsOrigin(STRING) {
AT_END_TIME
AT_START_TIME
}
}
}
ELEMENT filter {
DESCRIPTION format example: "size>10 && cc=ob"
MIN VALUES 0
MAX VALUES 1
TYPE STRING
}
ELEMENT includeTradeDate {
DESCRIPTION option to retrieve the date of the trade.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeDirtyTicks {
DESCRIPTION option to retrieve ticks that had been subsequently cancelled or amended. Return cancelledFlag, correctionFlag, and nativeTradeId.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeSubSecondTimestamps {
DESCRIPTION option to retrieve sub-second timestamps - where available
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeBloombergStandardConditionCodes {
DESCRIPTION option to retrieve the Bloomberg Standard Condition Codes. Return bloombergStandardConditionCodes.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeMarketModelTypology {
DESCRIPTION option to retrieve the Market Model Typology trade type, where available. Return marketModelTypology.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeNativeTradeId {
DESCRIPTION option to retrieve he Trade Aggressor. Return tradeAggressor.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeAggressor {
DESCRIPTION option to the Market Model Typology trade type, where available. Return marketModelTypology.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeSecurityStatusEvents {
DESCRIPTION option to retrieve trading phase, suspension status and auction status changes. Return tradingPhase, suspensionState, auctionState and simplifiedState.
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT includeESMATradeFlag {
DESCRIPTION option to retrieve ESMA Trade flag. Return ESMATradeFlag
MIN VALUES 0
MAX VALUES 1
TYPE BOOL
}
ELEMENT filters {
DESCRIPTION define intraday tick request FDM filter.
MIN VALUES 0
MAX VALUES 18446744073709551615
TYPE FDMFilterType (SEQUENCE) [] {
DESCRIPTION
ELEMENT filterName {
DESCRIPTION name of the filter: have to be unique, e.g. "filter_0"
MIN VALUES 0
MAX VALUES 1
TYPE STRING
}
ELEMENT fieldId {
DESCRIPTION ticker plant FDM field ID string:e.g. "EVENT_PRICE"
MIN VALUES 0
MAX VALUES 1
TYPE STRING
}
ELEMENT filterRule {
DESCRIPTION rule apply on this field: e.g. "[10.5, 11.5]"
MIN VALUES 0
MAX VALUES 1
TYPE STRING
}
}
}
}
}
The text was updated successfully, but these errors were encountered:
Ahh good catch. This is just an oversight on my part. Happy to take a PR on this, it would probably also make sense to remove from create_intraday_tick_query
The signature for
bdit()
is (from the docs):bdit(security: str, event_types: Sequence[str], start_datetime: str, end_datetime: str, overrides: Sequence | None = None, options: Dict | None = None) → DataFrame
However the
IntradayTickRequest
schema (added at the end of this note), does not have anoverrides
ELEMENT (unlikeHistoricalDataRequest
which does). If anoverrides
parameter is supplied tobdit()
this error occurs:NotFoundException: Attempt to access unknown sub-element 'overrides' on element 'IntradayTickRequest'
Unless I am missing something, perhaps the signature could be changed?
The text was updated successfully, but these errors were encountered: