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SecurityError #37

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pisteps opened this issue Oct 20, 2017 · 1 comment
Open

SecurityError #37

pisteps opened this issue Oct 20, 2017 · 1 comment

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@pisteps
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pisteps commented Oct 20, 2017

is it possible to ignore a SecurityError?
i am passing a long list of securities to a dm.BbgDataManager()."some field"
some of the securities are not valid securities and a get an error such as:
Exception: SecurityError: ("string i passed as security", BAD_SEC, Unknown/Invalid security [nid:960] )

is there a way populate to return a NaN instead of breaking the code?

here is an example:
if i have:
sids = mgr[valid_security_name, not_valid_security_name]
then sids.PX_LAST will return the above error message
while i wish to have
PX_LAST
valid_security_name price
not_valid_security_name NaN

@pisteps
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pisteps commented Oct 20, 2017

sorry... just realize there is a ignore_security_error=1

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