Bloomberg

opencollection: 1.0.0
info:
  name: Bloomberg BLPAPI Core
  version: '1.6'
items:
- info:
    name: Reference Data
    type: folder
  items:
  - info:
      name: Request Reference Data for One or More Securities and Fields.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/refdata/ReferenceDataRequest
      body:
        type: json
        data: '{}'
    docs: 'Sends a `ReferenceDataRequest` to the `//blp/refdata` service to retrieve current

      reference, descriptive, fundamental, and pricing field values for up to thousands of

      securities at once. Limited to 400 fields per request; the API will internally split

      securities into groups of 10 and fields into groups of 128 against the session''s

      `MaxPendingRequests` (default 1024). Supports field overrides, EID return, formatted

      values, UTC timestamps, and forced delayed pricing.

      '
- info:
    name: Historical Data
    type: folder
  items:
  - info:
      name: Request End-of-day Historical Data for One or More Securities.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/refdata/HistoricalDataRequest
      body:
        type: json
        data: '{}'
    docs: 'Sends a `HistoricalDataRequest` to the `//blp/refdata` service for end-of-day time

      series data. Limited to 25 fields per request. Supports periodicity selection

      (daily/weekly/monthly/quarterly/semi-annually/yearly), periodicity adjustment

      (ACTUAL/CALENDAR/FISCAL), currency conversion, non-trading day fill options,

      corporate action adjustments (normal, abnormal, split, DPDF), and a maximum data

      point cap.

      '
- info:
    name: Intraday Bars
    type: folder
  items:
  - info:
      name: Request Intraday Ohlc Bars for a Single Security.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/refdata/IntradayBarRequest
      body:
        type: json
        data: '{}'
    docs: 'Sends an `IntradayBarRequest` to the `//blp/refdata` service for time-bucketed

      OHLC bar data on a single security. Bar interval is configurable from 1 to 1440

      minutes. Supports event types of TRADE, BID, ASK, BID_BEST, ASK_BEST, BEST_BID,

      and BEST_ASK, gap fill of the initial bar, EID return, and corporate action

      adjustments.

      '
- info:
    name: Intraday Ticks
    type: folder
  items:
  - info:
      name: Request Raw Intraday Tick Data for a Single Security.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/refdata/IntradayTickRequest
      body:
        type: json
        data: '{}'
    docs: 'Sends an `IntradayTickRequest` to the `//blp/refdata` service for raw tick-by-tick

      data on a single security between two timestamps. Supports multiple event types

      (TRADE, BID, ASK, BID_BEST, ASK_BEST, BEST_BID, BEST_ASK, AT_TRADE) and optional

      inclusion of condition codes, exchange codes, broker codes, RPS codes, and

      non-plottable events.

      '
- info:
    name: Field Discovery
    type: folder
  items:
  - info:
      name: Look up Metadata for One or More Bloomberg Field Mnemonics or Ids.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/apiflds/FieldInfoRequest
      body:
        type: json
        data: '{}'
    docs: 'Sends a `FieldInfoRequest` to the `//blp/apiflds` service to retrieve metadata

      (mnemonic, description, data type, category, documentation) for the specified

      field IDs. Equivalent to programmatic `{FLDS <GO>}` lookups.

      '
  - info:
      name: Search the Bloomberg Api Data Dictionary for Fields Matching a Spec.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/apiflds/FieldSearchRequest
      body:
        type: json
        data: '{}'
    docs: 'Sends a `FieldSearchRequest` to the `//blp/apiflds` service to search the API

      Data Dictionary by free-text spec, with optional include/exclude filters on

      field type (All / Static / RealTime) and product type. Returns matching fields

      and optionally their documentation.

      '
- info:
    name: Real-Time Market Data
    type: folder
  items:
  - info:
      name: Subscribe to Streaming Real-time Market Data for a List of Topics.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/mktdata/subscribe
      body:
        type: json
        data: '{}'
    docs: 'Models `Session.subscribe(SubscriptionList)` against the `//blp/mktdata` service.

      Streamed updates arrive as `SUBSCRIPTION_DATA` events with `MarketDataEvents` messages.

      '
- info:
    name: Real-Time Bars
    type: folder
  items:
  - info:
      name: Subscribe to Interval-based Real-time Bars.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/mktbar/subscribe
      body:
        type: json
        data: '{}'
    docs: 'Models `Session.subscribe(SubscriptionList)` against the `//blp/mktbar` service

      for streaming OHLC bars at a configurable interval. Each topic in the

      SubscriptionList is tagged by a CorrelationID and produces SUBSCRIPTION_DATA

      events containing bar messages until the subscription is cancelled.

      '
- info:
    name: VWAP
    type: folder
  items:
  - info:
      name: Subscribe to a Custom Vwap Stream With Override Field/value Pairings.
      type: http
    http:
      method: POST
      url: tcp://localhost:8194/mktvwap/subscribe
      body:
        type: json
        data: '{}'
    docs: 'Models `Session.subscribe(SubscriptionList)` against the `//blp/mktvwap` service

      for a custom Volume-Weighted Average Price stream. Override field/value pairings

      (e.g. start/end time, market session, calculation method) are passed via the

      subscription `options` map and shape how VWAP is computed and updated.

      '
bundled: true