The following BDH formula from the Bloomberg API add-in for Excel works great, fetching all intraday trades from TRACE for a given corporate bond:
= BDH( "49407PAB6 @TRAC CORP", "TRADE", "2/1/22", "6/15/22", "IntrRW=True" )
| 2/28/2022 10:34 AM | TRADE | 101.00 | 750 |
| 2/28/2022 10:35 AM | TRADE | 100.90 | 750 |
| 2/28/2022 5:21 AM | TRADE | 101.00 | 0 |
| 3/1/2022 2:12 PM | TRADE | 101.08 | 1000 |
| ... | ... | ... | ... |
However, I do not seem to have much success in implementing an equivalent XBBG function in Python, which is always returning an empty dataframe.
from xbbg import blp
= blp.bdh( tickers = '49407PAB6 @TRAC CORP', flds = ['trade'], start_date = '2022-02-01', end_date = '2022-06-15', IntrRw = True )
Empty DataFrame
Columns: []
Index: []