//blp/mktbar enhancement

[obronco]

I managed to get the mktbar service working by changing a few lines in blp.py:

class EventHandler:

def marketdata_event(self, event):
    event_name = _EVENT_DICT[event.eventType()]
    for n, msg in enumerate(event):
        if msg.messageType() in _MARKET_DATA_EVENTS:  # replace == with in

and _MARKET_DATA_EVENTS becomes a list:

_MARKET_DATA_EVENTS = [
blpapi.Name("MarketDataEvents"),
blpapi.Name("MarketBarStart"),
blpapi.Name("MarketBarUpdate")
]

Now when calling blp.BlpStream, I use

with blp.BlpStream(setDefaultSubscriptionService="//blp/mktbar") as bs:
default_args = {
"fields": ["LAST_PRICE"],
"options" : "interval=1"
}
bs.subscribe({ "USDJPY Curncy": default_args})

[matthewgilbert]

Ahh this is a good example and seems fairly easty to support. I haven't used this service before hence the lack of support. Happy to except a PR on this feature.

[matthewgilbert]

Closed by #22