Bloomberg

Overview

The io.Connect BBG Market Data API provides access to the Bloomberg Market Data service. Real-time and delayed streaming market data and static reference data for securities and security fields can be retrieved via subscription or request/response mechanisms.

See the BBG Market Data example on GitHub which demonstrates using the @glue42/bbg-market-data library.

For more in-depth information on the Bloomberg API, see the Bloomberg API documentation.

Mock Implementation

A mock implementation of the Bloomberg Market Data service is available on demand that can be used for development and testing purposes.

The supported requests are:

  • //blp/instruments:instrumentListRequest
  • //blp/apiflds:FieldListRequest
  • //blp/apiflds:FieldSearchRequest
  • //blp/refdata:HistoricalDataRequest
  • //blp/refdata:ReferenceDataRequest
  • //blp/refdata:IntradayBarRequest

The supported subscriptions are:

  • //blp/mktdata