Tick data Bloomberg - bloomberg

I am trying to extract tick data of NQH0 Index using pdblp. How should I change the code below to get data by minutes and seconds..
import pdblp
con = pdblp.BCon().start()
con.bdh("NQH0 Index", "PX_LAST", "20140604", "20140610")

Related

How to filter Socrata API dataset by multiple values for a single field?

I am attempting to create a CSV file using Python by reading from this specific api:
https://dev.socrata.com/foundry/data.cdc.gov/5jp2-pgaw
Where I'm running into trouble is that I would like to specify multiple values of "loc_admin_zip" to search for at once. For example, returning a CSV file where the zip is either "10001" or "10002". However, I can't figure out how to do this, I can only get it to work if "loc_admin_zip" is set to a single value. Any help would be appreciated. My code so far:
import pandas as pd
from sodapy import Socrata
client = Socrata("data.cdc.gov", None)
results = client.get("5jp2-pgaw",loc_admin_zip = 10002)
results_df = pd.DataFrame.from_records(results)
results_df.to_csv('test.csv')

Flask: how to paginate cx_Oracle data between successive requests?

My Flask app needs to return a huge dataframe to the client application.
I'm using the pandas function read_sql to fetch chunks of data, for example:
import pandas as pd
sql = "select * from huge_table"
iterator = pd.read_sql(sql, con=my_cx_oracle_connection, chunksize=1000)
Where iterator would be used to fetch the whole data divided into small chunks of 1000 records each:
data = next(iterator, [])
while data:
yield data
data = next(iterator, [])
With this approach, I guess can "stream", or at least, paginate the data just as described in the Flask documentation.
However, to be able to do so, I would need to retain the state of the iterator between the HTTP /GET requests. How should one do this? Do I need some sort of global variable? But then, what about multiple clients?!
I'm missing something to make it work properly, and avoid fetching the same part of the data over and over.
Thanks.

Trying to load an hdf5 table with dataframe.to_hdf before I die of old age

This sounds like it should be REALLY easy to answer with Google but I'm finding it impossible to answer the majority of my nontrivial pandas/pytables questions this way. All I'm trying to do is to load about 3 billion records from about 6000 different CSV files into a single table in a single HDF5 file. It's a simple table, 26 fields, mixture of strings, floats and ints. I'm loading the CSVs with df = pandas.read_csv() and appending them to my hdf5 file with df.to_hdf(). I really don't want to use df.to_hdf(data_columns = True) because it looks like that will take about 20 days versus about 4 days for df.to_hdf(data_columns = False). But apparently when you use df.to_hdf(data_columns = False) you end up with some pile of junk that you can't even recover the table structure from (or so it appears to my uneducated eye). Only the columns that were identified in the min_itemsize list (the 4 string columns) are identifiable in the hdf5 table, the rest are being dumped by data type into values_block_0 through values_block_4:
table = h5file.get_node('/tbl_main/table')
print(table.colnames)
['index', 'values_block_0', 'values_block_1', 'values_block_2', 'values_block_3', 'values_block_4', 'str_col1', 'str_col2', 'str_col3', 'str_col4']
And any query like df = pd.DataFrame.from_records(table.read_where(condition)) fails with error "Exception: Data must be 1-dimensional"
So my questions are: (1) Do I really have to use data_columns = True which takes 5x as long? I was expecting to do a fast load and then index just a few columns after loading the table. (2) What exactly is this pile of garbage I get using data_columns = False? Is it good for anything if I need my table back with query-able columns? Is it good for anything at all?
This is how you can create an HDF5 file from CSV data using pytables. You could also use a similar process to create the HDF5 file with h5py.
Use a loop to read the CSV files with np.genfromtxt into a np array.
After reading the first CSV file, write the data with .create_table() method, referencing the np array created in Step 1.
For additional CSV files, write the data with .append() method, referencing the np array created in Step 1
End of loop
Updated on 6/2/2019 to read a date field (mm/dd/YYY) and convert to datetime object. Note changes to genfromtxt() arguments! Data used is added below the updated code.
import numpy as np
import tables as tb
from datetime import datetime
csv_list = ['SO_56387241_1.csv', 'SO_56387241_2.csv' ]
my_dtype= np.dtype([ ('a',int),('b','S20'),('c',float),('d',float),('e','S20') ])
with tb.open_file('SO_56387241.h5', mode='w') as h5f:
for PATH_csv in csv_list:
csv_data = np.genfromtxt(PATH_csv, names=True, dtype=my_dtype, delimiter=',', encoding=None)
# modify date in fifth field 'e'
for row in csv_data :
datetime_object = datetime.strptime(row['my_date'].decode('UTF-8'), '%m/%d/%Y' )
row['my_date'] = datetime_object
if h5f.__contains__('/CSV_Data') :
dset = h5f.root.CSV_Data
dset.append(csv_data)
else:
dset = h5f.create_table('/','CSV_Data', obj=csv_data)
dset.flush()
h5f.close()
Data for testing:
SO_56387241_1.csv:
my_int,my_str,my_float,my_exp,my_date
0,zero,0.0,0.00E+00,01/01/1980
1,one,1.0,1.00E+00,02/01/1981
2,two,2.0,2.00E+00,03/01/1982
3,three,3.0,3.00E+00,04/01/1983
4,four,4.0,4.00E+00,05/01/1984
5,five,5.0,5.00E+00,06/01/1985
6,six,6.0,6.00E+00,07/01/1986
7,seven,7.0,7.00E+00,08/01/1987
8,eight,8.0,8.00E+00,09/01/1988
9,nine,9.0,9.00E+00,10/01/1989
SO_56387241_2.csv:
my_int,my_str,my_float,my_exp,my_date
10,ten,10.0,1.00E+01,01/01/1990
11,eleven,11.0,1.10E+01,02/01/1991
12,twelve,12.0,1.20E+01,03/01/1992
13,thirteen,13.0,1.30E+01,04/01/1993
14,fourteen,14.0,1.40E+01,04/01/1994
15,fifteen,15.0,1.50E+01,06/01/1995
16,sixteen,16.0,1.60E+01,07/01/1996
17,seventeen,17.0,1.70E+01,08/01/1997
18,eighteen,18.0,1.80E+01,09/01/1998
19,nineteen,19.0,1.90E+01,10/01/1999

Is there a way to speed up this webscraping iteration? Pandas

So I'm collecting data on a list of stocks and putting all that info into a dataframe. The list has about 700 stocks.
import pandas as pd
stock =['adma','aapl','fb'] # list has about 700 stocks which I extracted from a pickled dataframe that was storing the info.
#The site I'm visiting is below with the name of the stock added to the end of the end of the link
##http://finviz.com/quote.ashx?t=adma
##http://finviz.com/quote.ashx?t=aapl
I'm just extracting one portion of that site, evident by [-2] in the code below
df2 = pd.DataFrame()
for i in stock:
df = pd.read_html('http://finviz.com/quote.ashx?t={}'.format(i), header =0)[-2].set_index('SEC Form 4')
df['Stock'] = i.upper() # creating a column which has the name of the stock, so I can differentiate between stocks
df2 = df2.append(df)
It feels like I'm doing a few seconds per iteration and I have around 700 to go through at the moment. It's not terribly slow, but I was just curious if there is a more efficient method. Thanks.
Your current code is blocking, you don't proceed with retrieving the information from the next url until you are done with the current. Instead, you can switch to, for example, Scrapy which is based on twisted and working asynchronously processing multiple pages at the same time.

Pull info from datapool, increment a value and store the datapool

The application I test has some areas where it requires unique data. Specifically, the application will generate a request number that can only be used once. After my test runs I must manually update my datapool reference for this number. Is there any way using java, that I can get the information stored in my datapool, increase the value by one, and then save the data back to the datapool. This way I can keep rft in sync with my application in regard to this number.
Here is an example how to read a value from the datapool, increment it by 1, and save it back to the datapool. It is an adapted example from the book Software Test Engineering with IBM Rational Functional Tester. The original source code is from chapter 5 (and can be downloaded from the book's homepage).
// some imports
import org.eclipse.hyades.edit.datapool.IDatapoolCell;
import org.eclipse.hyades.edit.datapool.IDatapoolEquivalenceClass;
import org.eclipse.hyades.execution.runtime.datapool.IDatapool;
import org.eclipse.hyades.execution.runtime.datapool.IDatapoolRecord;
int value = dpInt("value");
value++;
java.io.File dpFile = new java.io.File((String) getOption(IOptionName.DATASTORE), "SomeDatapool.rftdp");
IDatapool dp = dpFactory().load(dpFile, true);
IDatapoolEquivalenceClass equivalenceClass = (IDatapoolEquivalenceClass) dp.getEquivalenceClass(dp
.getDefaultEquivalenceClassIndex());
IDatapoolRecord record = equivalenceClass.getRecord(0);
IDatapoolCell cell = (IDatapoolCell) record.getCell(0);
cell.setCellValue(value);
DatapoolFactory factory = DatapoolFactory.get();
factory.save((org.eclipse.hyades.edit.datapool.IDatapool) dp);
I think it is quite a lot of code to simply change one value—maybe it is easier to use some other method like writing the value to a normal text file.