<r>This blog is good, and has some interesting points: <URL url="http://veyronb.wordpress.com/2011/11/01/on-latency/.In">http://veyronb.wordpress.com/2011/11/01/on-latency/.In</URL> a rebate-driven maker/taker market there is an advantage to being first at a new price point rather than being further...

I am looking for a pdf of the following paper:"An LP Approach to Option Portfolio Selection"Advances in Futures and Options Research, JAI Pres, 1995.Could anyone oblige, or point me in the right direction?jfl.papers@gmail.com

<t>Found cases where the data returned was a list/tuple. I needed to the following to handle it for a ReferenceDataResponse securityData = message.GetElement('securityData') for i in range(securityData.NumValues): security = securityData.GetValue(i) name = security.GetElement('security').Value field...

Thank you. You were right, switching to NumElements/GetElement works much better than NumValues/GetElement !

<t>I have the historical data requests working well, but it seems like the static data requests (with overrides) are only giving me back the first field I asked for:I build my reference data request with: request = None try: request = self.refdata_service.CreateRequest(request_type) request_securiti...

<t>I have the COM control, and have spent some time looking at the documentation.The session/service/request/response concept is fine, as is the event processing.The strings for the elements of the requests and the sequencing of the response are (politely) 'clunky'.There is reference to a service sc...

Solved:Run the "API Environment Diagnostics" and let it repair any damage it finds.COM v3 components now registered.+1 for the Bloomberg Helpdesk.

<t>Very curious.I've downloaded and run the installed for the v3 Desktop API (the DAPIv3_1 installer, downloaded as the Desktop API v3 from the DAPI downloads). I've also re-downloaded and re-installed the BBCom download (api0407) via DNLD. I'm pretty sure both of these installed the COM Data Contro...

<t>Curious,I have Python 2.7 (ActiveState 32bit 2.7.1.4) and Pythonwin (pywin32-216.win32-py2.7) installed. I also installed the desktop api v3 (DAPI <GO> then follow to the download links)I do not see "Blooomberg API COM 3.0 Type Library" or similar - only the older COM libraries that were there be...

I installed the Desktop APIv3 (and C:\blp\API\APIv3\bin\BBAPIDemo works fine), but I have trouble with this, from python2.6:session = DispatchWithEvents('blpapicom.ProviderSession.1', SessionEvents)I get:com_error: (-2147221005, 'Invalid class string', None, None)What am I missing?

<r>Answer is here: <URL url="http://www.wilmott.com/messageview.cfm?catid=10&threadid=74293using"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... 74293using">http://www.wilmott.com/messageview.cfm?catid=10&threadid=74293using</LINK_TEXT></URL> overrides like:EQY_FUND_YEAR=2008EQ...

<t>Hi,I am looking for the synchronous python win32com version of:=BDH("VOD LN Equity","IS_INC_BEF_XO_ITEM", "FY 2010", "FY 2010", "FX","USD", "Per=fy", "dtfmt=p", "FILING_STATUS","MR","CshAdjNormal=N", "CshAdjAbnormal=N")I think this should be a GetHistoricalData call, but am not sure. Any suggesti...

DEVONthink, with the database stored on Dropbox.

Only those not making money are saying so. Those making money are keeping quiet and getting on with it.

<r>Any scanned or online version of Cliff Asness Phd thesis available ?<URL url="http://lens.lib.uchicago.edu/?itemid=%7Clibrary/marc/uc%7C1604166"><LINK_TEXT text="http://lens.lib.uchicago.edu/?itemid=|l ... uc|1604166">http://lens.lib.uchicago.edu/?itemid=|library/marc/uc|1604166</LINK_TEXT></URL>...