Bloomberg BLPAPI Market Data Subscriptions

# generated: '2026-06-20'
# method: derived
# source: openapi/bloomberg-subscriptions-api-openapi.yml + json-schema/blpapi-core-messages-schema.json
# notes: Bloomberg publishes no AsyncAPI document. This is an honest derivation of the real BLPAPI
#   Subscription paradigm (//blp/mktdata, //blp/mktbar, //blp/mktvwap) already captured in this
#   repo's OpenAPI projection and JSON Schemas — a streaming event surface, not webhooks.
asyncapi: 3.0.0
info:
  title: Bloomberg BLPAPI Market Data Subscriptions
  version: '1.6'
  description: >-
    Event surface of the Bloomberg Open API (BLPAPI) Subscription paradigm. Clients call
    Session.subscribe(SubscriptionList) over a BLPAPI SDK session (Desktop API localhost:8194 or
    SAPI/B-PIPE host); streamed updates arrive as SUBSCRIPTION_DATA events correlated by
    CorrelationID, with lifecycle signals as SUBSCRIPTION_STATUS events (SubscriptionStarted /
    SubscriptionFailure). Derived from the BLPAPI Core Developer Guide v1.6 projection in this
    repository — Bloomberg does not publish a first-party AsyncAPI document.
  contact:
    name: Bloomberg L.P. — Enterprise / Open API
    url: https://www.bloomberg.com/professional/support/api-library/
defaultContentType: application/json
servers:
  desktop:
    host: 'localhost:8194'
    protocol: tcp
    description: Desktop API (local Bloomberg Professional terminal session, BLPAPI SDK transport)
  sapi:
    host: '{sapiHost}:8194'
    protocol: tcp
    description: Server API / B-PIPE host (BLPAPI SDK transport)
    variables:
      sapiHost:
        default: sapi.example.com
channels:
  mktdata:
    address: //blp/mktdata
    description: Streaming real-time market data (quotes, trades, sizes) per subscribed topic.
    messages:
      marketDataEvent:
        $ref: '#/components/messages/marketDataEvent'
      subscriptionStarted:
        $ref: '#/components/messages/subscriptionStarted'
      subscriptionFailure:
        $ref: '#/components/messages/subscriptionFailure'
  mktbar:
    address: //blp/mktbar
    description: Interval-based real-time OHLC bars per subscribed topic.
    messages:
      subscriptionStarted:
        $ref: '#/components/messages/subscriptionStarted'
      subscriptionFailure:
        $ref: '#/components/messages/subscriptionFailure'
  mktvwap:
    address: //blp/mktvwap
    description: Custom VWAP stream with override field/value pairings.
    messages:
      subscriptionStarted:
        $ref: '#/components/messages/subscriptionStarted'
      subscriptionFailure:
        $ref: '#/components/messages/subscriptionFailure'
operations:
  receiveMarketData:
    action: receive
    channel:
      $ref: '#/channels/mktdata'
    summary: Receive SUBSCRIPTION_DATA events with MarketDataEvents messages (maps to operationId subscribeMarketData).
  receiveMarketBars:
    action: receive
    channel:
      $ref: '#/channels/mktbar'
    summary: Receive interval OHLC bar messages (maps to operationId subscribeMarketBar).
  receiveVwap:
    action: receive
    channel:
      $ref: '#/channels/mktvwap'
    summary: Receive custom VWAP stream updates (maps to operationId subscribeMarketVwap).
components:
  messages:
    marketDataEvent:
      name: MarketDataEvent
      title: Market data event
      payload:
        $ref: ../json-schema/blpapi-core-messages-schema.json#/$defs/MarketDataEvent
    subscriptionStarted:
      name: SubscriptionStarted
      title: Subscription started (SUBSCRIPTION_STATUS)
      payload:
        $ref: ../json-schema/blpapi-core-messages-schema.json#/$defs/SubscriptionStarted
    subscriptionFailure:
      name: SubscriptionFailure
      title: Subscription failure (SUBSCRIPTION_STATUS)
      payload:
        $ref: ../json-schema/blpapi-core-messages-schema.json#/$defs/SubscriptionFailure