Bloomberg APIs mktvwap API

openapi: 3.1.0
info:
  title: Bloomberg API (BLPAPI) apiauth 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.


    > **Important — protocol shape**: The native BLPAPI is **NOT** an HTTP/REST

    > API. It is a binary, session-oriented, message-passing API delivered over

    > the Bloomberg Network using the BLPAPI client SDK (C, C++, Java, .NET, Python).

    > It uses a request/response paradigm and a subscription paradigm rather than

    > stateless HTTP verbs.

    >

    > This OpenAPI document is a **logical mapping** of the BLPAPI service and

    > schema model into HTTP-shaped operations so that:

    >

    >   - The request and response message shapes for each Bloomberg service

    >     can be discovered, indexed, and reasoned about by tooling that speaks OpenAPI.

    >   - Agents and code-generators can derive typed client wrappers around the

    >     official BLPAPI SDK.

    >   - The Bloomberg services and their operations become discoverable in

    >     APIs.json indexes alongside REST APIs.

    >

    > **It is not a runnable HTTP gateway**. Calls described here must be

    > translated into BLPAPI SDK requests against a Bloomberg session.

    >

    > For Bloomberg''s REST/HTTP products (Bloomberg Data License REST API,

    > Bloomberg HAPI, Enterprise Data Catalog) refer to those products'' own

    > developer portals — they are separate from BLPAPI.


    ## Services


    The BLPAPI exposes services at well-known service names:


    - `//blp/refdata` — Reference Data Service (request/response)

    - `//blp/mktdata` — Market Data Service (subscription)

    - `//blp/mktvwap` — Custom VWAP Service (subscription)

    - `//blp/mktbar` — Market Bar Subscription Service (subscription)

    - `//blp/apiflds` — API Field Information Service (request/response)

    - `//blp/pagedata` — Page Data Service (subscription)

    - `//blp/tasvc` — Technical Analysis Service (request/response)

    - `//blp/apiauth` — API Authorization Service (request/response)

    - `//blp/instruments` — Instruments Service (request/response)


    B-PIPE-only services (`//blp/mktdepthdata`, `//blp/mktlist`, `//blp/srcref`)

    are documented in the BLPAPI Developer''s Guide section 9 and not modeled here.


    ## Identifier formats


    Securities follow the format `[Topic Prefix]/SYMBOLOGY[@Pricing Source][Exchange]`

    with optional Yellow Key (Govt, Corp, Mtge, M-Mkt, Muni, Pfd, Equity, Comdty,

    Index, Curncy, Client). The default Topic Prefix is `ticker`. Other prefixes

    include `cusip`, `isin`, `sedol1`, `sedol2`, `bbgid`, `buid`, `wpk`, `sicovam`,

    `common`, `bsid`, `svm`, `cins`, `cats`.


    Examples: `IBM US Equity`, `/cusip/912828GM6@BGN`, `MSFT@ETPX US Equity`,

    `GBPUSD BAAM Curncy`.


    ## Auth and Permissioning


    BLPAPI uses Entitlement IDs (EIDs), the `//blp/apiauth` service, and Identity

    Objects to gate access to data. Three deployment-specific authorization models

    apply:


    - **Server API** — IP-based authorization

    - **B-PIPE** — Token-based authorization with separate authentication step

    - **Desktop API** — User context derived from the Bloomberg Professional terminal


    See section 6 of the Developer''s Guide for details.

    '
  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/