Bloomberg Connector

Market Data Feed

Market Data Protocol

Overview

The Bloomberg Market Data offers retrieval of real-time/delayed streaming market data and static reference market data for securities through subscription and request/response mechanisms. Using the available Market Data protocols or APIs you can easily acquire market data provided by Bloomberg in order to show it, use it or redistribute it throughout your applications.

Creating Requests

Streaming Data Subscription Request

  • To create a Bloomberg Market Data Subscription request, use:
(Composite:TerminalResult{String correlationId, Value elementSchema, String message, Value requestSchema, Value responseSchemas, Bool success} result) 
T42.MDFApi.CreateSubscriptionRequest 
(String callbackMethod, String requestCorrelationId, String service, Value settings, 
Composite:TerminalSubscription{String fields, String options, String security, String subscriptionId}[] subscriptions)

The T42.MDFApi.CreateSubscriptionRequest method will create a session (or reuse a named one by using the sessionName property), open the specified service and create a subscription request with the specified settings. It will return a composite TerminalResult that indicates whether the subscription request was successful or not.

Static Reference Data Request

  • To create a Bloomberg Static Reference Data request, use:
(Composite:TerminalResult{String correlationId, Value elementSchema, String message, Value requestSchema, Value responseSchemas, Bool success} result) 
T42.MDFApi.CreateRequest (String callbackMethod, String operation, Composite[] operationArgs, String requestCorrelationId, String service, Value settings)

The T42.MDFApi.CreateRequest method will create a session (or reuse a named one by using the sessionName property), open a service and send the Bloomberg request. All returned data (including service and session status transitions) will be translated to Glue42 elements and returned to the method specified by the callbackMethod argument, using the specified requestCorrelationId. It will return a composite TerminalResult that indicates whether the request was successful or not.

Canceling Requests

  • To cancel a request, use:
(Composite:TerminalResult{String correlationId, Value elementSchema, String message, Value requestSchema, Value responseSchemas, Bool success}[] result) 
T42.MDFApi.CancelRequests (String[] requestCorrelationIds)

This allows you to cancel previous requests and subscriptions by specifying their correlation IDs.

Session and Service Schemas

Closing a Session

  • To close a named session, use:
(Composite:TerminalResult{String correlationId, Value elementSchema, String message, Value requestSchema, Value responseSchemas, Bool success} result) 
T42.MDFApi.CloseSession (String sessionName)

This allows you to "clear" and close existing sessions by name.

Service Operations Schemas

  • To get descriptions (schemas) of service operations, use:
(Composite:TerminalResult{String correlationId, Value elementSchema, String message, Value requestSchema, Value responseSchemas, Bool success} result) 
T42.MDFApi.DescribeServiceSchemas (String operation, String service, Value settings)

This allows you to describe service operations and get their request/response schemas. This is particularly helpful when you cannot remember the arguments of a request or you have typos/wrong types of values. If you don't specify the operation argument, the method will return all operations within the specified service.