Bloomberg News · Schema

Bloomberg Market Data

Schema for Bloomberg market data representing real-time and reference data for financial securities as delivered through the BLPAPI //blp/mktdata (subscription) and //blp/refdata (request/response) services. Covers equities, fixed income, commodities, currencies, and indices.

AnalyticsBusiness IntelligenceFinancial ServicesMarket DataNews

Properties

Name	Type	Description
security	object
timestamp	string	ISO 8601 timestamp of the market data snapshot
pricing	object
volume	object
referenceData	object
historicalData	array	Array of historical data points from the //blp/refdata HistoricalDataRequest service
intradayBar	array	Intraday bar data from the BLPAPI IntradayBarRequest service with OHLCV aggregation per interval
fieldExceptions	array	Field-level errors for unavailable or invalid requested fields as returned by the BLPAPI response
securityError	object

View JSON Schema on GitHub