Bloomberg Market Data

Market data structures used by the Bloomberg BLPAPI, modeling the core request/response and subscription paradigms for the //blp/refdata, //blp/mktdata, //blp/mktbar, and //blp/mktvwap services. Covers ReferenceDataRequest, HistoricalDataRequest, IntradayBarRequest, IntradayTickRequest, and real-time subscription data. Based on bloomberg.github.io/blpapi-docs.