How to translate a BDS excel-formula to XBBG API for Python

Question

I have the following Bloomberg BDS excel-formula: (";" is substituted with "," due to different settings in excel)

=@BSD(”TSLA US Equity”;”CHAIN_TICKERS”;”CHAIN_EXP_DT_OVRD=20210917”;”CHAIN_PUT_CALL_TYPE_OVRD=CALL”;”CHAIN_POINTS_OVRD=1000”)

In this instance, from this I get a list of all call option tickers for tickers, with expiration on 17/09/2021 (DDMMYYYY) for TSLA.

When trying to translate it to the XBBG API for Bloomberg, I have done the following (based on earlier helpful advice from SO'er):

import xbbg as blp
df = blp.bds(['TSLA US Equity'],
['CHAIN_TICKERS'],
CHAIN_EXP_DT_OVRD='CHAIN_EXP_DT_OVRD=20210917',
CHAIN_PUT_CALL_TYPE_OVRD='CHAIN_PUT_CALL_TYPE_OVRD=CALL',
CHAIN_POINTS_OVRD='CHAIN_POINTS_OVRD=1000')

But I only get a single data point returned, not the entire list.

What am I doing wrong?

Answer 1

The parameters are improperly specified by you. Because the function doesn't recognise the CHAIN POINTS OVRD value, it defaults to 1, resulting in a dataframe with only one value.

The override name becomes the parameter name (no quotes) in the bds call with xbbg. The date override in this example can be a datetime value, whereas the chain points override can be an integer.

from xbbg import blp
from datetime import datetime

df = blp.bds('TSLA US Equity',
             'CHAIN_TICKERS',
             CHAIN_EXP_DT_OVRD=datetime(2021,9,17),
             CHAIN_PUT_CALL_TYPE_OVRD='CALL',
             CHAIN_POINTS_OVRD=1000)

print(df)

Output:

                                ticker
TSLA US Equity     TSLA US 09/17/21 C1
TSLA US Equity     TSLA US 09/17/21 C2
TSLA US Equity     TSLA US 09/17/21 C3
TSLA US Equity     TSLA US 09/17/21 C4
TSLA US Equity     TSLA US 09/17/21 C5
...                                ...
TSLA US Equity  TSLA US 09/17/21 C1600
TSLA US Equity  TSLA US 09/17/21 C1625
TSLA US Equity  TSLA US 09/17/21 C1650
TSLA US Equity  TSLA US 09/17/21 C1675
TSLA US Equity  TSLA US 09/17/21 C1700