尝试使用下面随附的IntradayTickExample代码。但是我一直收到以下消息。它说了关于授权的问题，所以我猜想它被卡在了主体中。但是我不知道为什么这不能作为BBG示例？
我的想法：-它以代码0退出，因此一切正常。-似乎要通过代码进行调试，直到授权部分为止-我找不到任何改变其他方式的方法。授权
C:\Users\ME\MyNewEnv\Scripts\python.exe F:/ME/BloombergWindowsSDK/Python/v3.12.2/examples/IntradayTickExample.py
IntradayTickExample
Connecting to localhost:8194
TokenGenerationFailure = {
reason = {
source = "apitkns (apiauth) on ebbdbp-ob-596"
category = "NO_AUTH"
errorCode = 12
description = "User not in emrs userid=DBG\ME firm=8787"
subcategory = "INVALID_USER"
}
}
Failed to get token
No authorization
Process finished with exit code 0
以及下面的完整代码
# IntradayTickExample.py
from __future__ import print_function
from __future__ import absolute_import
import blpapi
import copy
import datetime
from optparse import OptionParser, Option, OptionValueError
TICK_DATA = blpapi.Name("tickData")
COND_CODE = blpapi.Name("conditionCodes")
TICK_SIZE = blpapi.Name("size")
TIME = blpapi.Name("time")
TYPE = blpapi.Name("type")
VALUE = blpapi.Name("value")
RESPONSE_ERROR = blpapi.Name("responseError")
CATEGORY = blpapi.Name("category")
MESSAGE = blpapi.Name("message")
SESSION_TERMINATED = blpapi.Name("SessionTerminated")
TOKEN_SUCCESS = blpapi.Name("TokenGenerationSuccess")
TOKEN_FAILURE = blpapi.Name("TokenGenerationFailure")
AUTHORIZATION_SUCCESS = blpapi.Name("AuthorizationSuccess")
TOKEN = blpapi.Name("token")
def authOptionCallback(option, opt, value, parser):
vals = value.split('=', 1)
if value == "user":
parser.values.auth = "AuthenticationType=OS_LOGON"
elif value == "none":
parser.values.auth = None
elif vals[0] == "app" and len(vals) == 2:
parser.values.auth = "AuthenticationMode=APPLICATION_ONLY;"\
"ApplicationAuthenticationType=APPNAME_AND_KEY;"\
"ApplicationName=" + vals[1]
elif vals[0] == "userapp" and len(vals) == 2:
parser.values.auth = "AuthenticationMode=USER_AND_APPLICATION;"\
"AuthenticationType=OS_LOGON;"\
"ApplicationAuthenticationType=APPNAME_AND_KEY;"\
"ApplicationName=" + vals[1]
elif vals[0] == "dir" and len(vals) == 2:
parser.values.auth = "AuthenticationType=DIRECTORY_SERVICE;"\
"DirSvcPropertyName=" + vals[1]
else:
raise OptionValueError("Invalid auth option '%s'" % value)
def checkDateTime(option, opt, value):
try:
return datetime.datetime.strptime(value, "%Y-%m-%d %H:%M:%S")
except ValueError as ex:
raise OptionValueError(
"option {0}: invalid datetime value: {1} ({2})".format(
opt, value, ex))
class ExampleOption(Option):
TYPES = Option.TYPES + ("datetime",)
TYPE_CHECKER = copy.copy(Option.TYPE_CHECKER)
TYPE_CHECKER["datetime"] = checkDateTime
def parseCmdLine():
parser = OptionParser(description="Retrieve intraday rawticks.",
epilog="Notes: " +
"1) All times are in GMT. " +
"2) Only one security can be specified.",
option_class=ExampleOption)
parser.add_option("-a",
"--ip",
dest="host",
help="server name or IP (default: %default)",
metavar="ipAddress",
default="localhost")
parser.add_option("-p",
dest="port",
type="int",
help="server port (default: %default)",
metavar="tcpPort",
default=8194)
parser.add_option("-s",
dest="security",
help="security (default: %default)",
metavar="security",
default="IBM US Equity")
parser.add_option("-e",
dest="events",
help="events (default: TRADE)",
metavar="event",
action="append",
default=[])
parser.add_option("--sd",
dest="startDateTime",
type="datetime",
help="start date/time (default: %default)",
metavar="startDateTime",
default=None)
parser.add_option("--ed",
dest="endDateTime",
type="datetime",
help="end date/time (default: %default)",
metavar="endDateTime",
default=None)
parser.add_option("--cc",
dest="conditionCodes",
help="include condition codes",
action="store_true",
default=False)
parser.add_option("--auth",
dest="auth",
help="authentication option: "
"user|none|app=<app>|userapp=<app>|dir=<property>"
" (default: %default)",
metavar="option",
action="callback",
callback=authOptionCallback,
type="string",
default="user")
(options, args) = parser.parse_args()
if not options.host:
options.host = ["localhost"]
if not options.events:
options.events = ["TRADE"]
return options
def authorize(authService, identity, session, cid):
tokenEventQueue = blpapi.EventQueue()
session.generateToken(eventQueue=tokenEventQueue)
# Process related response
ev = tokenEventQueue.nextEvent()
token = None
if ev.eventType() == blpapi.Event.TOKEN_STATUS or \
ev.eventType() == blpapi.Event.REQUEST_STATUS:
for msg in ev:
print(msg)
if msg.messageType() == TOKEN_SUCCESS:
token = msg.getElementAsString(TOKEN)
elif msg.messageType() == TOKEN_FAILURE:
break
if not token:
print("Failed to get token")
return False
# Create and fill the authorization request
authRequest = authService.createAuthorizationRequest()
authRequest.set(TOKEN, token)
# Send authorization request to "fill" the Identity
session.sendAuthorizationRequest(authRequest, identity, cid)
# Process related responses
startTime = datetime.datetime.today()
WAIT_TIME_SECONDS = 10
while True:
event = session.nextEvent(WAIT_TIME_SECONDS * 1000)
if event.eventType() == blpapi.Event.RESPONSE or \
event.eventType() == blpapi.Event.REQUEST_STATUS or \
event.eventType() == blpapi.Event.PARTIAL_RESPONSE:
for msg in event:
print(msg)
if msg.messageType() == AUTHORIZATION_SUCCESS:
return True
print("Authorization failed")
return False
endTime = datetime.datetime.today()
if endTime - startTime > datetime.timedelta(seconds=WAIT_TIME_SECONDS):
return False
def printErrorInfo(leadingStr, errorInfo):
print("%s%s (%s)" % (leadingStr, errorInfo.getElementAsString(CATEGORY),
errorInfo.getElementAsString(MESSAGE)))
def processMessage(msg):
data = msg.getElement(TICK_DATA).getElement(TICK_DATA)
print("TIME\t\t\t\tTYPE\tVALUE\t\tSIZE\tCC")
print("----\t\t\t\t----\t-----\t\t----\t--")
for item in data.values():
time = item.getElementAsDatetime(TIME)
timeString = item.getElementAsString(TIME)
type = item.getElementAsString(TYPE)
value = item.getElementAsFloat(VALUE)
size = item.getElementAsInteger(TICK_SIZE)
if item.hasElement(COND_CODE):
cc = item.getElementAsString(COND_CODE)
else:
cc = ""
print("%s\t%s\t%.3f\t\t%d\t%s" % (timeString, type, value, size, cc))
def processResponseEvent(event):
for msg in event:
print(msg)
if msg.hasElement(RESPONSE_ERROR):
printErrorInfo("REQUEST FAILED: ", msg.getElement(RESPONSE_ERROR))
continue
processMessage(msg)
def sendIntradayTickRequest(session, options, identity = None):
refDataService = session.getService("//blp/refdata")
request = refDataService.createRequest("IntradayTickRequest")
# only one security/eventType per request
request.set("security", options.security)
# Add fields to request
eventTypes = request.getElement("eventTypes")
for event in options.events:
eventTypes.appendValue(event)
# All times are in GMT
if not options.startDateTime or not options.endDateTime:
tradedOn = getPreviousTradingDate()
if tradedOn:
startTime = datetime.datetime.combine(tradedOn,
datetime.time(15, 30))
request.set("startDateTime", startTime)
endTime = datetime.datetime.combine(tradedOn,
datetime.time(15, 35))
request.set("endDateTime", endTime)
else:
if options.startDateTime and options.endDateTime:
request.set("startDateTime", options.startDateTime)
request.set("endDateTime", options.endDateTime)
if options.conditionCodes:
request.set("includeConditionCodes", True)
print("Sending Request:", request)
session.sendRequest(request, identity)
def eventLoop(session):
done = False
while not done:
# nextEvent() method below is called with a timeout to let
# the program catch Ctrl-C between arrivals of new events
event = session.nextEvent(500)
if event.eventType() == blpapi.Event.PARTIAL_RESPONSE:
print("Processing Partial Response")
processResponseEvent(event)
elif event.eventType() == blpapi.Event.RESPONSE:
print("Processing Response")
processResponseEvent(event)
done = True
else:
for msg in event:
if event.eventType() == blpapi.Event.SESSION_STATUS:
if msg.messageType() == SESSION_TERMINATED:
done = True
def getPreviousTradingDate():
tradedOn = datetime.date.today()
while True:
try:
tradedOn -= datetime.timedelta(days=1)
except OverflowError:
return None
if tradedOn.weekday() not in [5, 6]:
return tradedOn
def main():
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options.host)
sessionOptions.setServerPort(options.port)
sessionOptions.setAuthenticationOptions(options.auth)
print("Connecting to %s:%s" % (options.host, options.port))
# Create a Session
session = blpapi.Session(sessionOptions)
# Start a Session
if not session.start():
print("Failed to start session.")
return
identity = None
if options.auth:
identity = session.createIdentity()
isAuthorized = False
authServiceName = "//blp/apiauth"
if session.openService(authServiceName):
authService = session.getService(authServiceName)
isAuthorized = authorize(
authService, identity, session,
blpapi.CorrelationId("auth"))
if not isAuthorized:
print("No authorization")
return
try:
# Open service to get historical data from
if not session.openService("//blp/refdata"):
print("Failed to open //blp/refdata")
return
sendIntradayTickRequest(session, options, identity)
print(sendIntradayTickRequest(session, options, identity))
# wait for events from session.
eventLoop(session)
finally:
# Stop the session
session.stop()
if __name__ == "__main__":
print("IntradayTickExample")
try:
main()
except KeyboardInterrupt:
print("Ctrl+C pressed. Stopping...")
__copyright__ = """
Copyright 2012. Bloomberg Finance L.P.
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to
deal in the Software without restriction, including without limitation the
rights to use, copy, modify, merge, publish, distribute, sublicense, and/or
sell copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions: The above
copyright notice and this permission notice shall be included in all copies
or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS
IN THE SOFTWARE.
"""
我意识到我一直在尝试连接到服务器API，而不是连接到本地终端。例如，以下代码可以完美运行：
# SimpleHistoryExample.py
from __future__ import print_function
from __future__ import absolute_import
import blpapi
from optparse import OptionParser
def parseCmdLine():
parser = OptionParser(description="Retrieve reference data.")
parser.add_option("-a",
"--ip",
dest="host",
help="server name or IP (default: %default)",
metavar="ipAddress",
default="localhost")
parser.add_option("-p",
dest="port",
type="int",
help="server port (default: %default)",
metavar="tcpPort",
default=8194)
(options, args) = parser.parse_args()
return options
def main():
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options.host)
sessionOptions.setServerPort(options.port)
print("Connecting to %s:%s" % (options.host, options.port))
# Create a Session
session = blpapi.Session(sessionOptions)
# Start a Session
if not session.start():
print("Failed to start session.")
return
try:
# Open service to get historical data from
if not session.openService("//blp/refdata"):
print("Failed to open //blp/refdata")
return
# Obtain previously opened service
refDataService = session.getService("//blp/refdata")
# Create and fill the request for the historical data
request = refDataService.createRequest("HistoricalDataRequest")
request.getElement("securities").appendValue("EURUSD Curncy")
request.getElement("fields").appendValue("PX_LAST")
request.set("periodicityAdjustment", "ACTUAL")
request.set("periodicitySelection", "DAILY")
request.set("startDate", "20000102")
request.set("endDate", "20191031")
request.set("maxDataPoints", 100000)
print("Sending Request:", request)
# Send the request
session.sendRequest(request)
# Process received events
while(True):
# We provide timeout to give the chance for Ctrl+C handling:
ev = session.nextEvent(500)
for msg in ev:
print(msg)
if ev.eventType() == blpapi.Event.RESPONSE:
# Response completly received, so we could exit
break
finally:
# Stop the session
session.stop()
if __name__ == "__main__":
print("SimpleHistoryExample")
try:
main()
except KeyboardInterrupt:
print("Ctrl+C pressed. Stopping...")