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我从 BBG 开始为 Python 开发 BLPAPI。我让它工作了。现在我得到了市场数据输出，但我不知道如何正确处理它们（我什至不知道这是什么数据）。编码：

def main():
    options = parseCmdLine()

    # Fill SessionOptions
    sessionOptions = blpapi.SessionOptions()
    sessionOptions.setServerHost(options.host)
    sessionOptions.setServerPort(options.port)

    print("Connecting to %s:%d" % (options.host, options.port))

    # Create a Session
    session = blpapi.Session(sessionOptions)

    # Start a Session
    if not session.start():
        print("Failed to start session.")
        return

    if not session.openService("//blp/mktdata"):
        print("Failed to open //blp/mktdata")
        return

    security1 = "IBM US Equity"
    #security2 = "/cusip/912828GM6@BGN"

    subscriptions = blpapi.SubscriptionList()
    subscriptions.add(security1,
                      "LAST_PRICE,BID,ASK",
                      "",
                      blpapi.CorrelationId(security1))
    session.subscribe(subscriptions)

    try:
        # Process received events
        eventCount = 0
        while(True):
            # We provide timeout to give the chance to Ctrl+C handling:
            event = session.nextEvent(100)
            for msg in event:
                if event.eventType() == blpapi.Event.SUBSCRIPTION_STATUS or \
                        event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:

                    print(msg)

            if event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
                eventCount += 1
                if eventCount >= options.maxEvents:
                    break

输出：

IBM US Equity 
02MAY2020_11:59:47.298 1424:22272 WARN blpapi_selfdescvalueelementimpl.cpp:846 SelfDescValueElementImpl Invalid dateortime wire value: 20121301 
MarketDataEvents = {
    MKTDATA_EVENT_TYPE = SUMMARY
    MKTDATA_EVENT_SUBTYPE = INITPAINT
    BID = 121.820000
    ASK = 121.830000
    BEST_BID = 121.820000
    BEST_ASK = 121.830000
    BID_ALL_SESSION = 121.750000
    ASK_ALL_SESSION = 121.960000
    BID_SIZE_ALL_SESSIONS_RT = 4
    ASK_SIZE_ALL_SESSIONS_RT =

所以我的问题是我怎样才能获得例如：每次事件更新时的 BEST_BID，所以我得到一个以 121.820000 为数字的变量。

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1 回答 1

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我找到了。 https://bloomberg.github.io/blpapi-docs/python/3.13/_autosummary/blpapi.Element.html#

打印（msg.getElement（“BEST_BID”））

并且可能需要使用 msg.hasElement() 检查元素是否存在。

于 2020-05-02T13:36:58.473 回答