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BloombergFetch
Pandas frames from the Bloomberg Desktop API
What it is
A Python package that turns Bloomberg Desktop API request and response handling into pandas DataFrames for research. High-level calls cover historical fields, fundamentals, dividend history, implied-volatility surfaces, option chains, futures contract tables, bond analytics, CDS spreads, FX and index membership, with corporate-action adjustments on by default and optional ticker renaming. Researchers who already sit at an entitled terminal can replace hand-written session and event-loop code with one documented fetch. Live data still requires Bloomberg's separately installed API library and a Professional terminal on the same Windows machine, and the package does not stream ticks or capture intraday subscriptions.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data source, Data analysis |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Commits today |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 20. Gaps mean no snapshot was taken that day.
Bloomberg Desktop API data (prices, implied volatilities, fundamentals) as pandas DataFrames via blpapi.
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