Version: 1.5 Last Updated: 5/19/2016 BLOOMBERG OPEN API – CORE USER GUIDE Related Documents Document Name Core Developer Guide Enterprise User Guide Enterprise Developer Guide Publishing User Guide Publishing Developer Guide Reference Guide — Bloomberg Services and Schemas All materials including all software, equipment and documentation made available by Bloomberg are for informational purposes only. Bloomberg and its affiliates make no guarantee as to the adequacy, correctness or completeness of, and do not make any representation or warranty (whether express or implied) or accept any liability with respect to, these materials. No right, title or interest is granted in or to these materials and you agree at all times to treat these materials in a confidential manner. All materials and services provided to you by Bloomberg are governed by the terms of any applicable Bloomberg Agreement(s). ©2016 BLOOMBERG L.P. ALL RIGHTS RESERVED 2 BLOOMBERG OPEN API – CORE USER GUIDE Contents Related Documents ................................................................................................................................................................. 2 Contents .................................................................................................................................................................................. 3 1. About This Guide............................................................................................................................................................. 5 2. API Capabilities ............................................................................................................................................................... 5 2.1. Request/Response .................................................................................................................................................. 5 2.2. Subscription ............................................................................................................................................................. 5 2.3. Publishing ................................................................................................................................................................ 5 3. Symbology ....................................................................................................................................................................... 5 3.1. Nomenclature .......................................................................................................................................................... 5 3.2. Symbology for Bloomberg Securities ...................................................................................................................... 5 3.3. Agency Security Identifier Usage ............................................................................................................................ 7 3.3.1. Bloomberg Open Symbology .......................................................................................................................... 7 3.3.2. ISIN.................................................................................................................................................................. 7 3.3.3. CUSIP (ID_CUSIP) ......................................................................................................................................... 7 3.3.4. SEDOL ............................................................................................................................................................ 7 3.4. Loading a Security................................................................................................................................................... 8 3.5. Yellow Keys ........................................................................................................................................................... 10 3.5.1. [Govt] — Government securities ................................................................................................................... 10 3.5.2. [Corp] ............................................................................................................................................................. 11 3.5.3. [Mtge] ............................................................................................................................................................ 13 3.5.4. [M-Mkt] — Money Market .............................................................................................................................. 14 3.5.5. [Muni] ............................................................................................................................................................. 15 3.5.6. [Pfd] — Bloomberg’s Preferreds Platform ..................................................................................................... 16 3.5.7. [Equity] .......................................................................................................................................................... 17 3.5.8. [Comdty] — Commodity ................................................................................................................................ 19 3.5.9. [Index] — Bloomberg Indexes ....................................................................................................................... 21 3.5.10. [Curncy] — Currency ..................................................................................................................................... 22 3.5.11. Futures (Not a key) ........................................................................................................................................ 23 3.5.12. Options (Not a key) ....................................................................................................................................... 26 3.5.13. Pages (Not a key) .......................................................................................................................................... 29 3.6. Fields ..................................................................................................................................................................... 31 3.6.1. Looking up Bloomberg fields using FLDS <GO> .......................................................................................... 31 3.7. Parameter Overrides ............................................................................................................................................. 31 3.8. Historical Dates ..................................................................................................................................................... 31 4. Subscription Options ..................................................................................................................................................... 33 5. Schema ......................................................................................................................................................................... 34 6. Bloomberg API Products ............................................................................................................................................... 35 6.1. B-PIPE ................................................................................................................................................................... 35 6.2. DDM ...................................................................................................................................................................... 35 6.2.1. B-PIPE/Platform Packages ........................................................................................................................... 36 6.3. Server API ............................................................................................................................................................. 36 6.4. Desktop API .......................................................................................................................................................... 37 ©2016 BLOOMBERG L.P. ALL RIGHTS RESERVED 3 BLOOMBERG OPEN API – CORE USER GUIDE 7. API Features ................................................................................................................................................................. 37 7.1. Intervalization ........................................................................................................................................................ 37 7.2. API Conflation ....................................................................................................................................................... 38 ©2016 BLOOMBERG L.P. ALL RIGHTS RESERVED 4 BLOOMBERG OPEN API – CORE USER GUIDE 1. About This Guide The Core API User Guide is designed to help explain the concepts behind the Bloomberg L.P. API. Other guides will detail Bloomberg products and coding to the API. The Bloomberg API uses an event-driven model. The interface is thread-safe and thread-aware, giving applications the ability to utilize multiple processors efficiently. The Bloomberg API automatically breaks large results into smaller chunks and can provide conflated streaming data to improve bandwidth usage and the latency of applications. The Bloomberg API supports runtime downloadable schemas for the services it provides and methods to query these schemas at runtime. Thus the Bloomberg API can support additional services without additions