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I am looking to build a function that downloads data from Bloomberg for a list of securities. After doing some research, I decided to use TIA and seems to be working fine for Price Data.

However, when I use it for non price data, for example HB INDUSTRY SECTOR ALLOCATION for a given fund, say EFA US Equities. Is there an easy and a clean way to do this?

If I use this as below, it returns to me in a weird format that I don't understand. I suppose it's due to non numeric values not being wrapped in Pandas (which is what TIA does).

from tia.bbg import LocalTerminal
resp = LocalTerminal.get_reference_data('EFA US EQUITY', ['HB_INDUSTRY_SECTOR_ALLOCATION'])

sector = resp.as_frame()

Is there an easy way to do this and download any Bloomberg data in Python?

Ajean
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1 Answers1

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It gives a nested dictionnary. you can use

resp .as_map().get('EFA US EQUITY').get('HB_INDUSTRY_SECTOR_ALLOCATION')

which will give you a frame with your data.

Tanguy Bretagne
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