Bloomberg APIs Mktvwap API

openapi: 3.2.0
info:
  title: Bloomberg API (BLPAPI) Mktvwap API
  version: '2.54'
  summary: Logical OpenAPI representation of the Bloomberg API (BLPAPI) v3.x
  description: 'The Bloomberg API (BLPAPI) is the official client-side library for accessing

    Bloomberg market data, reference data, news, and analytics services across

    Desktop API, Server API, and B-PIPE delivery models.'
  contact:
    name: Bloomberg Production Support
    url: https://www.bloomberg.com/professional/support/
  license:
    name: Permissive (Bloomberg sample license terms)
  termsOfService: https://www.bloomberg.com/professional/support/api-library/
servers:
- url: blpapi+session://{session}
  description: 'Logical BLPAPI session endpoint. In production, applications open a

    `Session` against `Session.Options` configured for Desktop API

    (`localhost:8194`), Server API (`<server-host>:8194` with ASID

    authentication), or B-PIPE (multiple BPIPE hosts with token authentication).

    '
  variables:
    session:
      default: localhost
      description: Session identifier — Desktop, Server API ASID, or B-PIPE BPID
security:
- desktopAPI: []
- serverAPI: []
- bpipeToken: []
tags:
- name: mktvwap
  description: Custom VWAP Service — streaming subscription
paths:
  /mktvwap/subscribe:
    post:
      operationId: customVWAPSubscribe
      tags:
      - mktvwap
      summary: Subscribe to streaming Custom VWAP for an equity
      description: 'Streams Custom Volume Weighted Average Price values with a series of

        VWAP-specific overrides (start/end times, condition codes, lot sizes).

        Topic format:

        `//blp/mktvwap/ticker/SECURITY?VWAP_START_TIME=st&VWAP_END_TIME=et`


        **BLPAPI service**: `//blp/mktvwap`'
      requestBody:
        required: true
        content:
          application/x-blpapi-subscription:
            schema:
              $ref: '#/components/schemas/CustomVWAPSubscription'
      responses:
        '202':
          description: Subscription accepted
          content:
            application/x-blpapi-event-stream:
              schema:
                $ref: '#/components/schemas/MarketDataEvents'
components:
  schemas:
    MarketDataEvents:
      type: object
      description: Event stream messages — SUBSCRIPTION_DATA / SUBSCRIPTION_STATUS.
      properties:
        eventType:
          type: string
          enum:
          - SUBSCRIPTION_DATA
          - SUBSCRIPTION_STATUS
          - SESSION_STATUS
          - SERVICE_STATUS
        messages:
          type: array
          items:
            type: object
            properties:
              messageType:
                type: string
                description: e.g. `MarketDataEvents`, `SubscriptionStarted`, `SubscriptionFailure`.
              correlationId:
                type: string
              data:
                type: object
                description: Per-field updates (only changed fields after the initial SUMMARY).
    CustomVWAPSubscription:
      type: object
      required:
      - topic
      properties:
        topic:
          type: string
          description: 'Form `//blp/mktvwap/ticker/SECURITY?VWAP_START_TIME=10:00&VWAP_END_TIME=16:00`

            '
        fields:
          type: array
          items:
            type: string
          description: VWAP fields (e.g. `VWAP`, `VWAP_VOLUME`).
        correlationId:
          type: string
  securitySchemes:
    desktopAPI:
      type: apiKey
      in: header
      name: X-BLPAPI-Session
      description: 'Desktop API authorization is handled by the local Bloomberg Professional

        terminal. Applications open a session against `localhost:8194` and the

        terminal context is the authorization. No token is presented over the wire.

        '
    serverAPI:
      type: apiKey
      in: header
      name: X-BLPAPI-ASID
      description: 'Server API authorization is by ASID and registered IP address.

        The application''s IP must be entitled in the Bloomberg Anywhere

        permissioning system; an `AuthorizationRequest` with `ipAddress`

        validates the user''s identity at that location.

        '
    bpipeToken:
      type: http
      scheme: bearer
      bearerFormat: BLPAPI-Token
      description: 'B-PIPE applications acquire a token via the

        `AuthorizationTokenRequest` operation, then submit the token in an

        `AuthorizationRequest` to obtain an Identity object. The Identity

        object is then attached to subsequent service requests.

        '
externalDocs:
  description: Bloomberg API Developer's Guide v2.54 (June 30, 2014)
  url: https://www.bloomberg.com/professional/support/api-library/