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copied!<p>I finally figured it out. I did a fair bit of combrowse.py detective work, and I compared with the JAVA, C, C++, and .NET examples in the BBG API download. Interestingly enough the Bloomberg Helpdesk people knew pretty much null when it came to these things, or perhaps I was just talking to the wrong person.</p> <p>Here is my code.</p> <p>asynchronousHandler.py:</p> <pre><code>import win32com.client from pythoncom import PumpWaitingMessages from time import time, strftime import constants class EventHandler: def OnProcessEvent(self, result): event = win32com.client.gencache.EnsureDispatch(result) if event.EventType == constants.SUBSCRIPTION_DATA: self.getData(event) elif event.EventType == constants.SUBSCRIPTION_STATUS: self.getStatus(event) else: self.getMisc(event) def getData(self, event): iterator = event.CreateMessageIterator() while iterator.Next(): message = iterator.Message dataString = '' for fieldIndex, field in enumerate(constants.fields): if message.AsElement.HasElement(field): element = message.GetElement(field) if element.IsNull: theValue = '' else: theValue = ', Value: ' + str(element.Value) dataString = dataString + ', (Type: ' + element.Name + theValue + ')' print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + dataString def getMisc(self, event): iterator = event.CreateMessageIterator() while iterator.Next(): message = iterator.Message print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString def getStatus(self, event): iterator = event.CreateMessageIterator() while iterator.Next(): message = iterator.Message if message.AsElement.HasElement('reason'): element = message.AsElement.GetElement('reason') print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + ', Category: ' + element.GetElement('category').Value + ', Description: ' + element.GetElement('description').Value if message.AsElement.HasElement('exceptions'): element = message.AsElement.GetElement('exceptions') exceptionString = '' for n in range(element.NumValues): exceptionInfo = element.GetValue(n) fieldId = exceptionInfo.GetElement('fieldId') reason = exceptionInfo.GetElement('reason') exceptionString = exceptionString + ', (Field: ' + fieldId.Value + ', Category: ' + reason.GetElement('category').Value + ', Description: ' + reason.GetElement('description').Value + ') ' print strftime('%m/%d/%y %H:%M:%S') + ', MessageType: ' + message.MessageTypeAsString + ', CorrelationId: ' + str(message.CorrelationId) + exceptionString class bloombergSource: def __init__(self): session = win32com.client.DispatchWithEvents('blpapicom.Session' , EventHandler) session.Start() started = session.OpenService('//blp/mktdata') subscriptions = session.CreateSubscriptionList() for tickerIndex, ticker in enumerate(constants.tickers): if len(constants.interval) > 0: subscriptions.AddEx(ticker, constants.fields, constants.interval, session.CreateCorrelationId(tickerIndex)) else: subscriptions.Add(ticker, constants.fields, session.CreateCorrelationId(tickerIndex)) session.Subscribe(subscriptions) endTime = time() + 2 while True: PumpWaitingMessages() if endTime < time(): break if __name__ == "__main__": aBloombergSource = bloombergSource() </code></pre> <p>constants.py:</p> <pre><code>ADMIN = 1 AUTHORIZATION_STATUS = 11 BLPSERVICE_STATUS = 9 PARTIAL_RESPONSE = 6 PUBLISHING_DATA = 13 REQUEST_STATUS = 4 RESOLUTION_STATUS = 12 RESPONSE = 5 SESSION_STATUS = 2 SUBSCRIPTION_DATA = 8 SUBSCRIPTION_STATUS = 3 TIMEOUT = 10 TOKEN_STATUS = 15 TOPIC_STATUS = 14 UNKNOWN = -1 fields = ['BID'] tickers = ['AUD Curncy'] interval = '' #'interval=5.0' </code></pre> <p>For historical data I used this simple script:</p> <pre><code>import win32com.client session = win32com.client.Dispatch('blpapicom.Session') session.QueueEvents = True session.Start() started = session.OpenService('//blp/refdata') dataService = session.GetService('//blp/refdata') request = dataService.CreateRequest('HistoricalDataRequest') request.GetElement('securities').AppendValue('5 HK Equity') request.GetElement('fields').AppendValue('PX_LAST') request.Set('periodicitySelection', 'DAILY') request.Set('startDate', '20090119') request.Set('endDate', '20090130') cid = session.SendRequest(request) ADMIN = 1 AUTHORIZATION_STATUS = 11 BLPSERVICE_STATUS = 9 PARTIAL_RESPONSE = 6 PUBLISHING_DATA = 13 REQUEST_STATUS = 4 RESOLUTION_STATUS = 12 RESPONSE = 5 SESSION_STATUS = 2 SUBSCRIPTION_DATA = 8 SUBSCRIPTION_STATUS = 3 TIMEOUT = 10 TOKEN_STATUS = 15 TOPIC_STATUS = 14 UNKNOWN = -1 stayHere = True while stayHere: event = session.NextEvent(); if event.EventType == PARTIAL_RESPONSE or event.EventType == RESPONSE: iterator = event.CreateMessageIterator() iterator.Next() message = iterator.Message securityData = message.GetElement('securityData') securityName = securityData.GetElement('security') fieldData = securityData.GetElement('fieldData') returnList = [[0 for col in range(fieldData.GetValue(row).NumValues+1)] for row in range(fieldData.NumValues)] for row in range(fieldData.NumValues): rowField = fieldData.GetValue(row) for col in range(rowField.NumValues+1): colField = rowField.GetElement(col) returnList[row][col] = colField.Value stayHere = False break element = None iterator = None message = None event = None session = None print returnList </code></pre>

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