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"BloombergDataLicense" (Service Connection)

This service connection requires Wolfram Finance Platform »
Connect your Bloomberg Data License account to the Wolfram Language to analyze market data.
Support for this service is provided in Wolfram Finance Platform.

Connecting & Authenticating

ServiceConnect["BloombergDataLicense"] creates a connection to the Bloomberg Data License API. A client certificate must be installed to verify the user's identity.

Entity Lookup

Entity["BloombergDataLicense","entity"]["property"] gets the property "property" for Bloomberg Data License entity "entity".

Requests

ServiceRequest["BloombergDataLicense","request",params] creates a service request object to be sent to Bloomberg Data License service, using parameters params.
ServiceSubmit[req] submits a service request to the Bloomberg Data License API.
ServiceSubmit[ScheduledTask[req,spec]] submits a request to be run on Bloomberg Data License servers on the schedule specified by spec.
ServiceExecute[req] sends a service request to the Bloomberg Data License API.
The following give possible requests.

Fields

Requests:

"Fields" — look up valid fields supported by Bloomberg Data License service

Market Data

Requests:

"GetData" — look up information on Bloomberg Data License service

Parameters:
  • "Instruments"instrument nameBloomberg instrument name or Bloomberg Global ID (BBGID)
    "Fields"list of fieldsBloomberg fields
    • Requests:

    "GetQuotes" — return sale price of each trade

    Parameters:
  • "Instrument"instrument nameBloomberg instrument name or BBGID
    "Period" time intervaltime interval of tick events
    • Requests:

    "GetAllQuotes" — return sale price and matching bid, and ask price for each trade

    Parameters:
  • "Instrument"instrument nameBloomberg instrument name or BBGID
    "Period" time intervaltime interval of tick events
    • During the execution of the task, the following events can be generated:
  • "TaskStarted"task is started
    "ScheduleTriggered"scheduled task evaluation is triggered
    "ResponseReceived"response received from the service
    "ScheduleExecuted"scheduled task evaluation is executed
    "TaskStatusChanged"task status changed
    "TaskFinished"task is completely finished
    "TaskRemoved"task is being removed
    • With the specification HandlerFunctions-><|…,"eventi"->fi,…|>, fi[assoc] is evaluated whenever eventi is generated. The elements of assoc have keys specified by the setting for HandlerFunctionsKeys.
    Possible keys specified by HandlerFunctionsKeys include:
  • "Request"request being submitted
    "EvaluationResult"response received
    "Service"name of the service
    "Instrument"Bloomberg instrument
    "Property"Bloomberg property
    "Value"value for given instrument and property
    "EventName"the name of the event being handled
    • For scheduled tasks, the following additional keys can be specified:
  • "Schedule"task schedule specification
    "RunInterval"interval between task runs
    "PreviousRunCount"number of times the task has already run
    "RemainingRunCount"number of times the task still has to run
    "TotalRunCount"total number of times the task is scheduled to run

    • Examples

    Basic Examples  (5)

    Create a new connection:

    Wolfram Language code: datalicense = ServiceConnect["BloombergDataLicense"]

    Look up the last available "BID" and "ASK" prices for "MSFT US Equity":

    Wolfram Language code: ServiceExecute[datalicense, "GetData", { "Instruments" -> { "MSFT US Equity"}, "Fields" -> {"PX_LAST"} } ]

    Create a request to fetch all trade prices for an instrument:

    Wolfram Language code: quotesReq = ServiceExecute[ ServiceRequest["BloombergDataLicense", "Request", {"Request" -> "GetQuotes", "Instruments" -> {"MSFT US Equity"}, "Period" -> DatePlus[Today, -1] ;; DatePlus[Today, -1]}]]
    Wolfram Language code: ServiceExecute[quotesReq]

    Create a request:

    Wolfram Language code: getDataRequest = ServiceRequest["BloombergDataLicense", "GetData", <|"Instruments" -> {"AZO UN Equity"}, "Fields" -> {"PX_LAST", "BID", "ASK"}|>]

    Submit the request:

    Wolfram Language code: ServiceSubmit[ ScheduledTask[getDataRequest, "Weekly"], HandlerFunctions -> <|"ResultReceived" -> Print|>, HandlerFunctionsKeys -> {"EvaluationResult"} ]

    Create a request to fetch historical data:

    Wolfram Language code: getHistoryRequest = ServiceExecute[ServiceRequest["BloombergDataLicense", "Request", <|"Request" -> "GetHistory", "Instruments" -> {"AZO UN Equity", "MSFT US Equity"}, "Fields" -> {"PX_LAST"}, "Period" -> DateObject[{1990}] ;; Today|>]]

    Submit the request:

    Wolfram Language code: ServiceSubmit[getHistoryRequest, HandlerFunctions -> <|"ResultReceived" -> ((history = #)&)|>, HandlerFunctionsKeys -> {"EvaluationResult"}]

    Examine the result:

    Wolfram Language code: history

    Create a request to query deployed tasks:

    Wolfram Language code: remoteTasksRequest = ServiceExecute[ServiceRequest["BloombergDataLicense", "Request", {"Request" -> "RemoteScheduledTasks"}]]

    Query deployed tasks:

    Wolfram Language code: tasks = ServiceExecute[remoteTasksRequest];

    Redeploy a task:

    Wolfram Language code: task = ServiceSubmit[ First[tasks], HandlerFunctions -> <|"ResultReceived" -> Print|>, HandlerFunctionsKeys -> {"EvaluationResult"} ]