Bloomberg AIM Historical Data API
Request historical end-of-day or intraday data
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OpenAPI Specification
openapi: 3.2.0
info:
title: Bloomberg HTTP Historical Data API
description: Makes the Bloomberg Open API available via HTTP and WebSockets, allowing clients to access reference and historical request-response data as well as subscribe to live streaming market data. This API wraps the BLPAPI protocol into RESTful HTTP endpoints and WebSocket connections.
version: 1.0.0
contact:
name: Bloomberg Developer Support
url: https://github.com/bloomberg/blpapi-http
license:
name: Apache-2.0
url: https://www.apache.org/licenses/LICENSE-2.0
servers:
- url: https://localhost:3000
description: Local Bloomberg HTTP API server (default)
security:
- basicAuth: []
tags:
- name: Historical Data
description: Request historical end-of-day or intraday data
paths:
/request/blp/refdata/HistoricalDataRequest:
post:
operationId: historicalDataRequest
summary: Request Historical Data
description: Retrieves historical end-of-day data for a set of securities and fields over a specified date range.
tags:
- Historical Data
requestBody:
required: true
content:
application/json:
schema:
$ref: '#/components/schemas/HistoricalDataRequest'
examples:
HistoricaldatarequestRequestExample:
summary: Default historicalDataRequest request
x-microcks-default: true
value:
securities:
- example_value
fields:
- example_value
startDate: example_value
endDate: example_value
periodicitySelection: DAILY
periodicityAdjustment: ACTUAL
currency: example_value
overrides:
- fieldId: '500123'
value: example_value
nonTradingDayFillOption: NON_TRADING_WEEKDAYS
nonTradingDayFillMethod: PREVIOUS_VALUE
adjustmentNormal: true
adjustmentAbnormal: true
adjustmentSplit: true
responses:
'200':
description: Historical data response
content:
application/json:
schema:
$ref: '#/components/schemas/HistoricalDataResponse'
examples:
Historicaldatarequest200Example:
summary: Default historicalDataRequest 200 response
x-microcks-default: true
value:
data:
- securityData:
security: example_value
fieldData: {}
'400':
$ref: '#/components/responses/BadRequest'
'500':
$ref: '#/components/responses/InternalError'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
components:
schemas:
Error:
type: object
properties:
message:
type: string
example: example_value
status:
type: integer
example: 10
HistoricalDataResponse:
type: object
properties:
data:
type: array
items:
type: object
properties:
securityData:
type: object
properties:
security:
type: string
fieldData:
type: array
items:
type: object
properties:
date:
type: string
format: date
additionalProperties: true
example: []
HistoricalDataRequest:
type: object
required:
- securities
- fields
- startDate
- endDate
properties:
securities:
type: array
items:
type: string
description: List of security identifiers
example: []
fields:
type: array
items:
type: string
description: List of Bloomberg field mnemonics
example: []
startDate:
type: string
description: Start date in YYYYMMDD format
examples:
- '20250101'
endDate:
type: string
description: End date in YYYYMMDD format
examples:
- '20250131'
periodicitySelection:
type: string
enum:
- DAILY
- WEEKLY
- MONTHLY
- QUARTERLY
- SEMI_ANNUALLY
- YEARLY
default: DAILY
example: DAILY
periodicityAdjustment:
type: string
enum:
- ACTUAL
- CALENDAR
- FISCAL
default: ACTUAL
example: ACTUAL
currency:
type: string
description: Three-letter currency code for cross-currency conversion
example: example_value
overrides:
type: array
items:
$ref: '#/components/schemas/Override'
example: []
nonTradingDayFillOption:
type: string
enum:
- NON_TRADING_WEEKDAYS
- ALL_CALENDAR_DAYS
- ACTIVE_DAYS_ONLY
default: ACTIVE_DAYS_ONLY
example: NON_TRADING_WEEKDAYS
nonTradingDayFillMethod:
type: string
enum:
- PREVIOUS_VALUE
- NIL_VALUE
default: NIL_VALUE
example: PREVIOUS_VALUE
adjustmentNormal:
type: boolean
default: false
example: true
adjustmentAbnormal:
type: boolean
default: false
example: true
adjustmentSplit:
type: boolean
default: true
example: true
Override:
type: object
properties:
fieldId:
type: string
description: Bloomberg field mnemonic to override
example: '500123'
value:
type: string
description: Override value
example: example_value
responses:
InternalError:
description: Internal server error or BLPAPI service error
content:
application/json:
schema:
$ref: '#/components/schemas/Error'
BadRequest:
description: Invalid request parameters
content:
application/json:
schema:
$ref: '#/components/schemas/Error'
securitySchemes:
basicAuth:
type: http
scheme: basic
description: HTTP Basic authentication for the local API server