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Installation of Python Bloomberg API

Below we outline the steps you need to install the Python Bloomberg API to access Bloomberg data via findatapy. We are assuming a Windows installation here, and that we have Bloomberg Terminal and the Desktop API installed already.

However, it should be possible to install the Bloomberg Server API on a Linux/Mac OS X machine and communicate with blpapi, however I have not tested this.

  • To use Bloomberg you will need to have a data licence (either to access Desktop API or Server API)

  • Please check your Bloomberg licence before installing anything to understand all its terms and how you can use the data

  • Use experimental Python 3.4 version from Bloomberg http://www.bloomberglabs.com/api/libraries/

  • Also download C++ version of Bloomberg API and extract into any location

    • eg. C:\blp\blpapi_cpp_3.9.10.1

  • For Python 3.5 - need to compile blpapi source using Visual C++ compiler yourself

    • Install Microsoft Visual Studio 2015 (Community Edition is free) and careful to include Visual C++ or it is quicker simply to install Visual C++ 2015 build
      • You may need to add the following (or similar) to your Windows PATH, C:\Program Files (x86)\Windows Kits\8.1\bin\x64
      • This should prevent the following compilation error where 'rl.exe' is not found
      • Also we may need to add an environment variable VS140COMNTOOLS which points to C:\Program Files (x86)\Microsoft Visual Studio 14.0\Common7\Tools\ so the C++ compiler can be found
    • Before doing do be sure to add environment variables for the Bloomberg DLL (blpapi3_64.dll) to Windows PATH variable
      • eg. C:\blp\blpapi_cpp_3.9.10.1\bin
    • Make sure BLPAPI_ROOT root is set as an environmental variable in Windows
      • eg. C:\blp\blpapi_cpp_3.9.10.1
    • On Windows to change PATH and BLPAPI_ROOT environment variables go to Control Panel / System and Security / System / Advanced System Settings / Advanced / Environment Variables
    • python setup.py build (to build & compile - alternatively if you have Python 3.5 and Windows, you can download file blpapi-3.9.0.zip, which I have pre-built using Visual C++ 2015 version 14.0)
    • python setup.py install (to install)

  • Prebuilt binaries are provided for Python 2.7, 3.5 and 3.6 for Windows in both 32 and 64 bits - which means we can skip the build steps above

    • Might need to tweak registry to avoid "Python 3.4 not found in registry error" (blppython.reg example) when using this executable
    • You can install this prebuilt binary via pip eg.
    • But note that a local installation of the C++ API is required both for importing the blpapi module in Python and for building the module from sources, if needed.

  • conda installation for Anaconda

    • It is also possible to install blpapi using conda (note: I haven't tested this though)
    • conda install -c conda-forge blpapi

  • The library doesn't support the old Bloomberg COM API (since much slower than the new Open API)