I am trying to query a bunch of deal tickers using xbbg.blp.bdp However when entering the deals as a list:
from xbbg import blp
blp.bdp(tickers=deal_list,flds=flds_list)
the return dataframe sometimes have all the tickers, but most of the time half of the tickers and some rare cases return 0 or 1 tickers. So I have to query the tickers one at a time, and that is very slow. Wondering if there is a way to speedup the process by running them in parallel.
See Bloomberg/Python - Speed up IntraDayBar Request mentioning splitting the request, wondering how it is done.