BDLC is a Python-based client designed to interact with Bloomberg's API, request financial data, transform it, and store it into a specified SQL database. This client manages session handling, data retrieval, and transformation processes, making it suitable for financial data processing and analysis.
- OAuth2-based API Authentication: Manages secure connections with Bloomberg's API.
- Data Request and Retrieval: Sends data requests, listens for responses, and downloads JSON data.
- Data Transformation: Cleans, reformats, and adds timestamps to retrieved data.
- Database Insertion: Inserts transformed data into an SQL database using custom-defined schema.
- Python 3.x
- Bloomberg API credentials
- Access to an SQL database
-
Clone the repository:
git clone https://github.com/alimghmi/bbg-client.git cd bbg-client -
Install dependencies:
pip install -r requirements.txt -
Configure environment variables by setting values in
.envbased on.env.sample.
-
Setup: Configure API credentials and database settings in
.env. -
Initialize the Client: In
main.py, load tickers and initialize the Bloomberg API client. -
Run the Client:
python main.pyThe client will authenticate, submit a data request, listen for data, transform it, and store it in the database.
- app/: Contains the main client logic for API requests and data handling.
client.py: Manages API requests and data downloads.loader.py: Loads ticker data from the database.session.py: Manages OAuth2 sessions for API communication.
- config/: Configuration files and settings.
settings.py: Configurations for API credentials and database settings.logger.py: Logging setup to monitor the process.
- database/: Database interactions.
mssql.py: Manages connections to an MSSQL database for data insertion and querying.
- transformer/: Data transformation operations.
agent.py: Transforms raw data into a structured format for database storage.
Contributions are welcome. Please open issues or submit pull requests for any enhancements or bug fixes.