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I have an issue where occasionally blp.bdp() from xbbg returns an empty DataFrame, even though the security and the field data exists in Bloomberg. This seems to be an intermittent issue, as when I re-run the call for a particular bond the data arrives as expected.

For example:

from xbbg import blp

df = blp.bdp('FR0126461682 Govt',['AMT_OUTSTANDING','AMT_ISSUED'])

As I said, usually this works, but on sporadic occasions (and for a different security each time) the DataFrame comes back empty. The calls are part of a loop over 300+ bonds, so am I hitting some transaction limit somewhere?

Has anyone else experienced this?

Windows 10. Python 3.7. xbbg 0.7.5, blpapi 3.16.2

DS_London
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  • limit should be much higher than 300 data points – assylias Jun 17 '21 at 11:59
  • Haven't tried myself but try replacing the yellow-key 'Govt' with simply 'ISIN'. May not solve your issue but sometimes the yellow-key suffix is buggy for me. 'ISIN' is just a catch-all when using bonds (for both Corp and Govt). – sk877 Jun 19 '21 at 14:26
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    this should be a timeout issue. try to load fewer bonds for each call, or use `timeout` for your calls: `blp.bdp(..., timeout=5000)` (5s for the server to respond) – Alpha Jun 21 '21 at 06:17
  • @Alpha Thanks ... it never occurred to me that there is a timeout, but it makes sense. I’m working from home, so the internet could be slower than I am used to. – DS_London Jun 21 '21 at 09:32

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