Is it possible to get hourly or minute-by-minute data (in the form of a dataframe) in Python using one of the API wrappers (xbbg or pdblp)? Using the former, blp.bdh and blp.bdip don't seem to work. The latter only gives bar data, which I understand isn't available for more than 140 days.
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$\begingroup$ You cannot get data further back than 140 days with the API. $\endgroup$– AKdemyCommented Dec 20, 2022 at 8:08
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$\begingroup$ Hi I believe that is true for tick data...but I can get hourly or 1-min data perhaps? $\endgroup$– StudentCommented Dec 20, 2022 at 8:19
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1 Answer
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It's really a help desk question (F1 F1 will not support the Python API, but WAPI will have the info) - and they most likely will guide you to HELP DAPI - Constructing Formulas - BDH: Intraday Bars - BDH Intraday Bars Description (Python and Excel both use the same C++ API)
The direct link in IB is {LPHP DAPI:0:1 2754468 }
The first section states: "Note: Historical intraday data is available a maximum of 140 days ago." If you try a date outside this range, you will get no response (#N/A N/A) in Excel.
There is no way a standard BBG subscription (API) can give you more intraday history (Bar Data is intraday data after all).
There are some exceptions, like FX, where you have BFIX which is tickerized for the fixing times. However, for essentially all other data, this limit applies.
