How do I store data from the Bloomberg API into a Pandas dataframe?
I use tia (https://github.com/bpsmith/tia/blob/master/examples/datamgr.ipynb) It already downloads data as a panda dataframe from bloomberg. You can download history for multiple tickers in one single call and even download some bloombergs reference data (Central Bank date meetings, holidays for a certain country, etc) And you just install it with pip. This link is full of examples … Read more