questdb/questdb

Add Bloomberg and RIC conversion for symbols

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#4,802 创建于 2024年7月20日

 (6 条评论) (1 个反应) (0 位负责人)Java (972 个派生)batch import
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描述

Is your feature request related to a problem?

Convert a symbol to Blomberg and RIC symbologies.

SELECT to_bbg('GIB.A')
>>> 'GIB/A'
SELECT to_ric('GIB.A')
>>> 'GIBa'

One limitation would be for equity derivatives (convertibles, preferreds, options) and crypto pairs like BTC-ETH (BBG -> 'XETXBT') or ETH-USD (BBG -> 'XETUSD') which are rather tricky to convert.

Describe the solution you'd like.

BloombergConverterFunctionFactory and RicConverterFunctionFactory would need to be implemented. I can submit a PR.

Describe alternatives you've considered.

Conversion can also be handled downstream by users but it would be neat to be handled by QuestDB directly. This is usually achieved using regex.

Full Name:

Alexandre Brilhante

Affiliation:

BMO Capital Markets

Additional context

No response

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