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Xbbg

An intuitive Bloomberg API

Install / Use

/learn @alpha-xone/Xbbg
About this skill

Quality Score

0/100

Supported Platforms

Universal

README

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<a href="https://github.com/alpha-xone/xbbg"><img src="https://raw.githubusercontent.com/alpha-xone/xbbg/main/docs/src/assets/xbbg-logo.png" alt="xbbg logo" width="150"></a>

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xbbg: An intuitive Bloomberg API for Python

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PyPI version Python versions PyPI Downloads Discord

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Quick Links: DiscordDocumentationInstallationQuickstartExamplesContributingChangelog

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Latest release: xbbg==1.0.0rc2 (release: notes)

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This main branch now tracks the Rust-based v1 beta line, a significant upgrade over 0.x in performance and architecture. Need the legacy pure-Python behavior? Use release/0.x.

Table of Contents

Overview

xbbg is a comprehensive Bloomberg API wrapper for Python, providing a clean, Pythonic interface to Bloomberg data services. This main branch is the v1 beta generation: core request execution is now Rust-powered while preserving the familiar xbbg API for day-to-day workflows.

Key Features

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Complete API Coverage

  • Reference data (BDP/BDS)
  • Historical time series (BDH)
  • Intraday bars and tick data
  • Real-time subscriptions
  • BQL, BEQS, and BSRCH queries
  • Technical analysis (BTA)
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Production-Grade Features

  • Parquet caching for intraday bars
  • Async/await support for non-blocking operations
  • Multi-backend output (pandas, Polars, PyArrow, DuckDB)
  • Full type hints for IDE integration
  • Comprehensive error handling
  • Exchange-aware market hours
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Excel Compatibility

  • Familiar Bloomberg Excel syntax
  • Same field names and date formats
  • Minimal learning curve for Excel users
  • Direct migration path from Excel workflows
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Developer Experience

  • Consistent, intuitive API design
  • Extensive documentation and examples
  • Active community support (Discord)
  • Regular updates and maintenance
  • Semantic versioning
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Quick Example

from xbbg import blp

# Reference data
prices = blp.bdp(['AAPL US Equity', 'MSFT US Equity'], 'PX_LAST')

# Historical data
hist = blp.bdh('SPX Index', 'PX_LAST', '2024-01-01', '2024-12-31')

# Intraday bars with sub-minute precision
intraday = blp.bdib('TSLA US Equity', dt='2024-01-15', interval=10, intervalHasSeconds=True)

See examples/xbbg_jupyter_examples.ipynb for comprehensive tutorials and examples.

Why Choose xbbg?

xbbg is the most complete and production-ready Bloomberg API wrapper for Python, trusted by quantitative researchers and financial engineers worldwide. Here's what sets it apart:

🎯 Unmatched Feature Coverage

xbbg is the only Python library that provides:

  • Complete Bloomberg API access: All major services (Reference, Historical, Intraday, Real-time, BQL, BEQS, BSRCH)
  • Sub-second precision: Down to 10-second intraday bars (unique to xbbg)
  • Real-time streaming: Live market data with async support
  • Advanced utilities: Futures/CDX contract resolution, currency conversion, market hours

📊 Production-Grade Features

  • Intraday caching: Automatic Parquet storage for bdib() bar data
  • Async/await support: Non-blocking operations for modern Python applications
  • Exchange-aware sessions: Precise market hour handling for 50+ global exchanges
  • Type safety: Full type hints for IDE autocomplete and static analysis
  • Comprehensive error handling: Clear, actionable error messages

💡 Developer Experience

  • Excel-compatible: Use familiar Bloomberg Excel syntax - zero learning curve
  • Pythonic API: Consistent, intuitive function names (bdp, bdh, bdib)
  • Rich documentation: 100+ examples, Jupyter notebooks, comprehensive guides
  • Active community: Discord support, regular updates, responsive maintainers

🚀 Performance & Reliability

  • Battle-tested: Used in production by hedge funds, asset managers, and research teams
  • Modern Python: Supports Python 3.10-3.14 with latest language features
  • CI/CD pipeline: Automated testing across multiple Python versions and platforms
  • Semantic versioning: Predictable releases with clear upgrade paths

Comparison with Alternatives

| Feature | xbbg | pdblp | blp | polars-bloomberg | |---------|------|-------|-----|------------------| | Data Services | | | | | | Reference Data (BDP/BDS) | ✅ | ✅ | ✅ | ✅ | | Historical Data (BDH) | ✅ | ✅ | ✅ | ✅ | | Intraday Bars (BDIB) | ✅ | ❌ | ❌ | ✅ | | Tick-by-Tick Data | ✅ | ❌ | ❌ | ❌ | | Real-time Subscriptions | ✅ | ❌ | ❌ | ❌ | | Advanced Features | | | | | | Equity Screening (BEQS) | ✅ | ❌ | ❌ | ❌ | | Query Language (BQL) | ✅ | ❌ | ❌ | ✅ | | Quote Request (BQR) | ✅ | ❌ | ❌ | ❌ | | Search (BSRCH) | ✅ | ❌ | ❌ | ✅ | | Technical Analysis (BTA) | ✅ | ❌ | ❌ | ❌ | | Yield & Spread Analysis (YAS) | ✅ | ❌ | ❌ | ❌ | | Developer Features | | | | | | Excel-compatible syntax | ✅ | ❌ | ❌ | ❌ | | Sub-minute intervals (10s bars) | ✅ | ❌ | ❌ | ❌ | | Async/await support | ✅ | ❌ | ❌ | ❌ | | Intraday bar caching (Parquet) | ✅ | ❌ | ❌ | ❌ | | Multi-backend output | ✅ | ❌ | ❌ | ❌ | | Utilities | | | | | | Currency conversion | ✅ | ❌ | ❌ | ❌ | | Futures contract resolution | ✅ | ❌ | ❌ | ❌ | | CDX index resolution | ✅ | ❌ | ❌ | ❌ | | Exchange market hours | ✅ | ❌ | ❌ | ❌ | | Project Health | | | | | | Active development | ✅ | ❌[^1] | ✅ | ✅ | | Python version support | 3.10-3.14 | 3.8+ | 3.8+ | 3.12+ | | DataFrame library | Multi-backend | pandas | pandas | Polars | | Type hints | ✅ Full | ❌ | Partial | ✅ Full | | CI/CD testing | ✅ | ❌ | ✅ | ✅ |

[^1]: pdblp has been superseded by blp and is no longer under active development.

Bottom line: If you need comprehensive Bloomberg API access with production-grade features, xbbg is the clear choice.

Complete API Reference

Reference Data - Point-in-Time Snapshots

| Function | Description | Key Features | |----------|--------------|-------------| | bdp() | Get current/reference data | Multiple tickers & fields<br>Excel-style overrides<br>ISIN/CUSIP/SEDOL support | | bds() | Bulk/multi-row data | Portfolio holdings<br>Fixed income cash flows<br>Corporate actions | | abdp() | Async reference data | Non-blocking operations<br>Concurrent requests<br>Web application friendly | | abds() | Async bulk data | Parallel bulk queries<br>Same API as bds() | | bflds() | Unified field metadata | Get field info or search by keyword<br>Single function for both use cases | | fieldInfo() | Field metadata lookup (alias for bflds) | Data types & descriptions<br>Discover available fields | | fieldSearch() | Search Bloomberg fields (alias for bflds) | Find fields by keyword<br>Explore data catalog | | blkp() | Find tickers by name | Company name search<br>Asset class filtering | | bport() | Portfolio data queries | Dedicated portfolio API<br>Holdings & weights |

Fixed Income Analytics

| Function | Description | Key Features | |----------|-------------|--------------| | yas() | Yield & Spread Analysis | YAS calculator wrapper<br>YTM/YTC yield types<br>Price↔yield conversion<br>Spread calculations |

Bond Analytics (via xbbg.ext)

| Function | Description | Key Features | |----------|-------------|--------------| | bond_info() | Bond reference metadata | Ratings, maturity, coupon | | bond_risk() | Duration and risk metrics | Modified/Macaulay duration, convexity, DV01 | | bond_spreads() | Spread analytics | OAS, Z-spread, I-spread, ASW | | bond_cashflows() | Cash flow schedule | Coupon and principal payments | | bond_key_rates() | Key rate durations | Key rate DV01s and risks | | bond_curve() | Relative value comparison | Multi-bond analytics |

Options Analytics (via xbbg.ext)

| Function | Description | Key Features | |----------|-------------|--------------| | option_info() | Contract metadata | Strike, expiry, exercise

View on GitHub
GitHub Stars318
CategoryDevelopment
Updated2d ago
Forks56

Languages

Rust

Security Score

100/100

Audited on Mar 26, 2026

No findings