Bloomberg AIM Historical Data API

openapi: 3.1.0
info:
  title: Bloomberg Data License API (HAPI) Broker Strategies Historical Data API
  description: Provides programmatic access to Bloomberg's comprehensive financial, pricing, reference, regulatory, and alternative data covering over 50 million securities and 56,000 fields via the Hypermedia API (HAPI). The BEAP/HAPI follows a hypermedia-driven REST architecture where clients discover resources through link relations in responses.
  version: 1.0.0
  contact:
    name: Bloomberg Developer Support
    url: https://developer.bloomberg.com/
  license:
    name: Proprietary
    url: https://www.bloomberg.com/notices/tos/
  termsOfService: https://www.bloomberg.com/notices/tos/
servers:
- url: https://api.bloomberg.com/eap
  description: Bloomberg Enterprise Access Point (Production)
security:
- bearerAuth: []
- oauth2: []
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:
    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: []
    Error:
      type: object
      properties:
        message:
          type: string
          example: example_value
        status:
          type: integer
          example: 10
    Override:
      type: object
      properties:
        fieldId:
          type: string
          description: Bloomberg field mnemonic to override
          example: '500123'
        value:
          type: string
          description: Override value
          example: example_value
    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
  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:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: Bloomberg-issued JWT credential obtained from the Bloomberg Console.
    oauth2:
      type: oauth2
      description: OAuth 2.0 client credentials flow
      flows:
        clientCredentials:
          tokenUrl: https://bsso.blpprofessional.com/ext/api/as/token.oauth2
          scopes:
            eap: Access to Enterprise Access Point data
            eap.catalogs.read: Read catalog data
            eap.catalogs.write: Write catalog data