Bloomberg

The Bloomberg Market Data Feed (B-PIPE) offers retrieval of real-time/delayed streaming market data and static reference market data for securities through subscription and request/response mechanisms. Using the available Market Data protocols or APIs you can easily acquire market data provided by Bloomberg in order to show it, use it or redistribute it throughout your apps.

Streaming Data Subscription Request

To create a Bloomberg Market Data subscription, use the "T42.MDFApi.CreateSubscriptionRequest" method. It will create a session (or reuse a named one via the sessionName setting), open the specified service, and create a subscription request with the specified settings.

The "T42.MDFApi.CreateSubscriptionRequest" method accepts as an argument an object with the following properties:

The "settings" object has the following properties:

Each object in the "subscriptions" array has the following properties:

The "T42.MDFApi.CreateSubscriptionRequest" method returns a TerminalResult object with the following properties:

Example:

const invocationArgs = {
    requestCorrelationId: "sub-001",
    service: "//blp/mktdata",
    subscriptions: [
        {
            subscriptionId: "sub-001-VOD",
            security: "VOD LN Equity",
            fields: "LAST_PRICE,BID,ASK",
            options: ""
        }
    ],
    callbackMethod: "MyApp.OnMarketData",
    settings: {
        sessionName: "my-session",
        sessionLifetime: "caller"
    }
};

const result = await io.interop.invoke("T42.MDFApi.CreateSubscriptionRequest", invocationArgs);
const terminalResult = result.returned.Result;

if (terminalResult.success) {
    // Subscription created successfully.
};

Static Reference Data Request

To create a Bloomberg static reference data request, use the "T42.MDFApi.CreateRequest" method. It will create a session (or reuse a named one via the sessionName setting), open the specified service, and send the Bloomberg request. All returned data (including service and session status transitions) will be translated to io.Connect elements and pushed to the method specified by the callbackMethod argument.

The "T42.MDFApi.CreateRequest" method accepts as an argument an object with the following properties:

The "settings" object has the following properties:

The "T42.MDFApi.CreateRequest" method returns a TerminalResult object with the following properties:

Example:

const invocationArgs = {
    requestCorrelationId: "req-001",
    service: "//blp/refdata",
    operation: "ReferenceDataRequest",
    operationArgs: [
        { securities: ["VOD LN Equity", "BARC LN Equity"] },
        { fields: ["PX_LAST", "BID", "ASK"] }
    ],
    callbackMethod: "MyApp.OnReferenceData",
    settings: {
        sessionName: "my-session",
        sessionLifetime: "caller"
    }
};

const result = await io.interop.invoke("T42.MDFApi.CreateRequest", invocationArgs);
const terminalResult = result.returned.Result;

if (terminalResult.success) {
    // Request created successfully. Data will be pushed to the callback method.
};

To cancel previous requests and subscriptions, use the "T42.MDFApi.CancelRequests" method. It allows you to cancel one or more requests by specifying their correlation IDs.

The "T42.MDFApi.CancelRequests" method accepts as an argument an object with the following properties:

The "T42.MDFApi.CancelRequests" method returns an array of TerminalResult objects (one per correlation ID) with the following properties:

Example:

const invocationArgs = {
    requestCorrelationIds: ["req-001", "sub-001"]
};

const result = await io.interop.invoke("T42.MDFApi.CancelRequests", invocationArgs);

// Example value:
// [
//     { success: true, correlationId: "req-001" },
//     { success: true, correlationId: "sub-001" }
// ]
const terminalResults = result.returned.Result;

Closing Sessions

To close an existing named session and clear its resources, use the "T42.MDFApi.CloseSession" method.

The "T42.MDFApi.CloseSession" method accepts as an argument an object with the following properties:

The "T42.MDFApi.CloseSession" method returns a TerminalResult object with the following properties:

Example:

const invocationArgs = {
    sessionName: "my-session"
};

const result = await io.interop.invoke("T42.MDFApi.CloseSession", invocationArgs);
const terminalResult = result.returned.Result;

if (terminalResult.success) {
    // Session closed successfully.
};

Service Operations Schemas

To get descriptions (schemas) of service operations, use the "T42.MDFApi.DescribeServiceSchemas" method. This is particularly helpful when you need to inspect the arguments of a request or verify the types of values. If you don't specify the operation argument, the method will return all operations within the specified service.

The "T42.MDFApi.DescribeServiceSchemas" method accepts as an argument an object with the following properties:

The "settings" object has the following properties:

The "T42.MDFApi.DescribeServiceSchemas" method returns a TerminalResult object with the following properties:

Example:

const invocationArgs = {
    service: "//blp/refdata",
    operation: "ReferenceDataRequest",
    settings: {
        sessionName: "my-session",
        sessionLifetime: "caller"
    }
};

const result = await io.interop.invoke("T42.MDFApi.DescribeServiceSchemas", invocationArgs);
const terminalResult = result.returned.Result;

if (terminalResult.success) {
    const requestSchema = terminalResult.requestSchema;
    const responseSchemas = terminalResult.responseSchemas;
    // Use the schemas to inspect available arguments and response structure.
};