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Adding overrides #20

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dfernandezfraile opened this issue Jun 10, 2023 · 3 comments
Open

Adding overrides #20

dfernandezfraile opened this issue Jun 10, 2023 · 3 comments

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@dfernandezfraile
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Adding overrides is possible in the R package Rblpapi. Will it be available soon in this Julia package?. Thank you

@felipenoris
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Hi @dfernandezfraile! Can you post some example, maybe with R code, of what an 'override' is?

@dfernandezfraile
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Hi Felipe. Sure, for example, this code in R pulls the list of dates corresponding to the advance releases of GDP data in the US:

bdh("GDP CQOQ Index",c("ACTUAL_RELEASE"),start.date=as.Date("1900-01-01",format="%Y-%m-%d"),overrides=c("RELEASE_DATE_OVERRIDE"=1,"RELEASE_STAGE_OVERRIDE"="A"))

It would be great to be able to do the same in Julia. Thank you

@klwlevy
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klwlevy commented Jun 11, 2023

This is the same functionality that I am also missing in the package. In my case, I wanted to use a BDS function to fetch the index constituents of an equity index, and the override field is needed to specify a historical date.
Currently, I have to do this in Python but would be happy to eliminate the Python dependency.
Bloomberg_FLDS_Documentation

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