PDF Bloomberg API

Bloomberg API

Version 3.x Developer's Guide

June 30, 2014 Version 2.54

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Table of Contents

Preface: About this Document .................................................................................................. 9 Purpose................................................................................................................................... 9 Audience ................................................................................................................................. 9 Document History ................................................................................................................... 9 Customer Support Information .............................................................................................. 10

1 Introduction to the Bloomberg API ..................................................................................... 12 1.1 Overview of the Bloomberg API ..................................................................................... 12 1.1.1 Features ................................................................................................................ 13 1.1.2 The Bloomberg Platform ....................................................................................... 15 1.1.3 B-PIPE .................................................................................................................. 16 1.1.4 The Desktop API and Server API.......................................................................... 17 1.2 APITypical Application Structure................................................................................... 20 1.3 Overview of this Guide ................................................................................................... 21

2 Sample Programs in Two Paradigms.................................................................................. 22 2.1 Overview ........................................................................................................................ 22 2.2 The Two Paradigms ....................................................................................................... 23 2.2.1 Request/Response................................................................................................ 23 2.2.2 Subscription .......................................................................................................... 24 2.3 Using the Request/Response Paradigm ........................................................................ 24 2.4 Using the Subscription Paradigm................................................................................... 28

3 Sessions and Services ......................................................................................................... 31 3.1 Sessions ........................................................................................................................ 31 3.2 Services ......................................................................................................................... 31 3.3 Event Handling.............................................................................................................. 31 3.3.1 Synchronous Event Handling................................................................................ 33 3.3.2 Asynchronous Event Handling .............................................................................. 34 3.4 Multiple Sessions ........................................................................................................... 38

4 Requests and Responses .................................................................................................... 39 4.1 The Programming Example ........................................................................................... 39 4.2 Elements ........................................................................................................................ 40 4.3 Request Details.............................................................................................................. 40 4.4 Response Details ........................................................................................................... 42

5 Subscriptions ........................................................................................................................ 47 5.1 Starting a Subscription ................................................................................................... 47

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5.2 Receiving Data from a Subscription .............................................................................. 49 5.3 Modifying an Existing Subscription ................................................................................ 50 5.4 Stopping a Subscription................................................................................................. 51 5.5 Overlapping Subscriptions............................................................................................. 51 5.6 Conflation and the Interval Option ................................................................................. 52 5.7 Delayed Data ................................................................................................................. 52 5.8 Subscription Life Cycle .................................................................................................. 52 6 Authorization and Permissioning Systems........................................................................ 54 6.1 Overview........................................................................................................................ 54 6.2 Underlying Concepts ..................................................................................................... 54

6.2.1 EIDs ...................................................................................................................... 54 6.2.2 Requirement for the Terminal ............................................................................... 54 6.2.3 The //blp/apiauth service....................................................................................... 55 6.2.4 The V3 Identity Object .......................................................................................... 55 6.2.5 V3 Permissioning Models ..................................................................................... 55 6.2.6 Authorization Lifetime ........................................................................................... 55 6.3 Server API Authorization ............................................................................................... 56 6.3.1 Authorization by IP Address.................................................................................. 56 6.4 B-PIPE Authorization ..................................................................................................... 62 6.4.1 Authentication ....................................................................................................... 63 6.4.2 Token Generation ................................................................................................. 65 6.4.3 Identity Object ....................................................................................................... 67 6.5 Authorization.................................................................................................................. 67 6.6 Permissioning ................................................................................................................ 69 6.6.1 Entitlements .......................................................................................................... 69 6.6.2 User Mode ............................................................................................................ 72 6.6.3 Content Based ...................................................................................................... 72 6.7 Specific Application Types (B-PIPE only) ...................................................................... 74 6.7.1 Single-User ........................................................................................................... 74 6.7.2 Multi-User.............................................................................................................. 74 6.7.3 Derived Data / Non-Display .................................................................................. 74 6.8 V2 Authorization and Permissioning Models ................................................................. 74 6.8.1 User Mode ............................................................................................................ 74 6.8.2 All-or-None............................................................................................................ 75 6.8.3 Content-Based / Per-Product / Per-Security ......................................................... 75 6.8.4 Validating Logon Status ........................................................................................ 76

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7 Core Services........................................................................................................................ 77 7.1 Common Concepts ........................................................................................................ 77 7.1.1 Security/Securities ................................................................................................ 77 7.1.2 Pricing Source....................................................................................................... 78 7.1.3 Fields .................................................................................................................... 79 7.1.4 Overrides .............................................................................................................. 79 7.1.5 Relative Dates....................................................................................................... 80 7.2 Reference Data Service................................................................................................. 81 7.2.1 Reference Data Request and Response Overview .............................................. 82 7.2.2 Historical Data Request ........................................................................................ 83 7.2.3 Intraday Tick Request ........................................................................................... 84 7.2.4 Intraday Bar Services............................................................................................ 85 7.2.5 Portfolio Data Request.......................................................................................... 86 7.2.6 BEQS Request...................................................................................................... 86 7.3 Market Data Service ...................................................................................................... 87 7.4 Custom VWAP Service.................................................................................................. 88 7.5 Market Bar Subscription Service ................................................................................... 88 7.6 API Field Information Service ........................................................................................ 90 7.6.1 Field Information Request..................................................................................... 90 7.6.2 Field Search Request ........................................................................................... 91 7.6.3 Categorized Field Search Request ....................................................................... 91 7.7 Page Data Service......................................................................................................... 93 7.8 Technical Analysis Service ............................................................................................ 96 7.8.1 Historical End of Day study request...................................................................... 96 7.8.2 Intraday bar study request .................................................................................... 98 7.8.3 Real time study request ...................................................................................... 100 7.9 API Authorization ......................................................................................................... 101 7.10 Instruments Service ................................................................................................... 101 7.10.1 Security Lookup Request.................................................................................. 101 7.10.2 Curve Lookup Request ..................................................................................... 102 7.10.3 Government Lookup Request ........................................................................... 102 7.10.4 Response Behaviors......................................................................................... 103 7.10.5 Code Example .................................................................................................. 105

8 Publishing ........................................................................................................................... 106 8.1 Overview...................................................................................................................... 106 8.2 The Programming Examples ....................................................................................... 106

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8.3 Simple Broadcast......................................................................................................... 106 8.3.1 Creating a Session.............................................................................................. 106 8.3.2 Authorization ....................................................................................................... 107 8.3.3 Creating a Topic.................................................................................................. 109 8.3.4 Publishing ........................................................................................................... 110

8.4 Interactive Publication.................................................................................................. 111 8.4.1 Registration......................................................................................................... 112 8.4.2 Event Handling.................................................................................................... 113 8.4.3 Publication .......................................................................................................... 115

9 B-Pipe ................................................................................................................................ 117 9.1 Overview...................................................................................................................... 117 9.2 B-Pipe Services ........................................................................................................... 117 9.2.1 Market Depth Service ......................................................................................... 117 9.2.2 Market List Service ............................................................................................. 138 9.2.3 Source Reference Service .................................................................................. 154

A Schemas ............................................................................................................................. 162 A.1 Overview ..................................................................................................................... 162 A.2 Reference Data Service //blp/refdata .......................................................................... 162 A.2.1 Operations .......................................................................................................... 162 A.2.2 ReferenceDataRequest: Sequence.................................................................... 162 A.2.3 ReferenceDataResponse: Choice ...................................................................... 164 A.2.4 HistoricalDataRequest: Sequence...................................................................... 165 A.2.5 HistoricalDataResponse: Choice........................................................................ 170 A.2.6 IntradayTickRequest: Sequence ................................................................ 171 A.2.7 IntradayTickResponse: Choice........................................................................... 173 A.2.8 IntradayBarRequest: Sequence ......................................................................... 175 A.2.9 IntradayBarResponse: Choice............................................................................ 177 A.2.10 PortfolioDataRequest: Sequence ..................................................................... 178 A.2.11 PortfolioDataResponse: Choice ....................................................................... 179 A.2.12 BEQSRequest: Sequence ................................................................................ 180 A.2.13 BEQSResponse: Choice .................................................................................. 181 A.2.14 Reference Data Service Response .................................................................. 182 A.3 Schema for API Field Service //blp//apiflds ................................................................. 185 A.3.1 Requests: Choice ............................................................................................... 185 A.3.2 Responses: Choice ............................................................................................ 185 A.3.3 Field Information Request .................................................................................. 185

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A.3.4 Field Search Request ......................................................................................... 187 A.3.5 Categorized Field Search Request..................................................................... 191 A.3.6 Field List Request............................................................................................... 194 A.3.7 Field Service Response Elements...................................................................... 196 A.3.8 Field Service Response Values.......................................................................... 197 A.4 Market Bar Subscription .............................................................................................. 198 A.4.1 Market Bar Subscription Settings ....................................................................... 198 A.4.2 Market Bar Subscription: Data Events Response .............................................. 198 A.5 Schema for Market Data and Custom VWAP ............................................................. 201 A.5.1 MarketDataEvents: Choice................................................................................. 201 A.5.2 Market Data Service Subscription Options......................................................... 201 A.5.3 MarketDataEvents: Sequence............................................................................ 201 A.5.4 Market VWAP Service Subscription Options...................................................... 212 A.6 Schema for API Authorization ..................................................................................... 213 A.6.1 Authorization Request ........................................................................................ 213 A.6.2 Authorization Request Response ....................................................................... 214 A.6.3 Logon Status Request ........................................................................................ 215 A.6.4 Logon Status Request Response....................................................................... 215 A.6.5 User Entitlements Request................................................................................. 216 A.6.6 User Entitlements Request Response................................................................ 216 A.6.7 Security Entitlements Request ........................................................................... 217 A.6.8 Security Entitlements Request Response .......................................................... 217 A.6.9 Authorization Token Request ............................................................................. 218 A.6.10 Authorization Token Request Response .......................................................... 218 A.6.11 Field Service Response Elements.................................................................... 219 A.6.12 Field Service Request Values .......................................................................... 219 B Error Codes ........................................................................................................................ 220 B.1 General........................................................................................................................ 220 B.2 //BLP/APIAUTH ........................................................................................................... 221 B.2.1 AUTHORIZATION_STATUS, REQUEST_STATUS, RESPONSE and

PARTIAL_RESPONSE Events ...................................................................... 221 B.2.2 REQUEST_STATUS, RESPONSE and PARTIAL_RESPONSE Events (B-Pipe

ONLY) ............................................................................................................ 223 B.2.3 TOKEN_STATUS Event (B-Pipe ONLY)............................................................ 224 B.3 //BLP/MKTDATA and //BLP/MKTVWAP ..................................................................... 224 B.3.1 (SUBSCRIPTION_DATA and SUBSCRIPTION_STATUS Events) ................... 224

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B.4 //BLP/REFDATA.......................................................................................................... 225

B.4.1 For All Requests ................................................................................................. 225

B.4.2 HistoricalDataRequest........................................................................................ 225

B.4.3 IntradayBarRequest and IntradayTickRequest .................................................. 226

B.4.4 ReferenceDataRequest ...................................................................................... 226

B.4.5 categorizedFieldSearchRequest ........................................................................ 226

B.4.6 fieldInfoRequest.................................................................................................. 226

B.4.7 fieldSearchRequest ............................................................................................ 226

C Java Examples ................................................................................................................... 227

C.1 Request Response Paradigm ..................................................................................... 228

C.1.1 Request Response Paradigm Output................................................................. 230

C.2 Subscription Paradigm ................................................................................................ 231

C.3 Asynchronous Event Handling .................................................................................... 235

C.3.1 Asynchronous Event Handling: Output ............................................................. 238

C.4 Request Response Multiple ........................................................................................ 239

C.4.1 Request Response Multiple: Output................................................................... 242

C.5 Subscription Multiple ................................................................................................... 243

C.5.1 Multiple Subscription: Output

................................................................ 246

C.6 Authorization by IP Address

......................................................................... 253

D .Net Examples..................................................................................................................... 259

D.1 RequestResponseParadigm ....................................................................................... 260

D.1.1 Request Response Paradigm Output................................................................. 262

D.2 Subscription Paradigm ................................................................................................ 263

D.3 Asynchronous Event Handling .................................................................................... 269

D.3.1 Asynchronous Event Handling: Output ............................................................. 273

D.4 Request Response Multiple .................................................................................... 274

D.4.1 Request Response Multiple: Output................................................................... 277

D.5 Subscription Multiple .............................................................................................. 278

D.5.1 Multiple Subscription: Output

................................................................... 281

E C++ Examples..................................................................................................................... 286

E.1 RequestResponseParadigm ....................................................................................... 287

E.2 Subscription Paradigm ................................................................................................ 290

E.3 Asynchronous Event Handling .................................................................................... 295

E.4 Request Response Multiple ........................................................................................ 299

E.5 Subscription Multiple ................................................................................................... 303

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F C Examples ......................................................................................................................... 312 F.1 RequestResponseParadigm........................................................................................ 313 F.2 Subscription Paradigm ................................................................................................ 318 F.3 Asynchronous Event Handling .................................................................................... 327 F.4 Request Response Multiple......................................................................................... 332 F.5 Subscription Multiple ................................................................................................... 340

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