{
  "opencollection": "1.0.0",
  "info": {
    "name": "Bloomberg API (BLPAPI) apiauth refdata API",
    "version": "2.54"
  },
  "request": {
    "auth": {
      "type": "apikey",
      "key": "X-BLPAPI-Session",
      "value": "{{X-BLPAPI-Session}}",
      "placement": "header"
    }
  },
  "items": [
    {
      "info": {
        "name": "refdata",
        "type": "folder"
      },
      "items": [
        {
          "info": {
            "name": "Request reference data for one or more securities",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "blpapi+session://{session}/refdata/ReferenceDataRequest"
          },
          "docs": "Returns a snapshot of current values for a set of (security, field) pairs.\nMultiple securities and fields per request. Supports overrides,\nentitlements echo, formatted-value mode, UTC timestamps, and forced delay.\n\n**BLPAPI service**: `//blp/refdata`\n**Operation**: `ReferenceDataRequest`\n"
        },
        {
          "info": {
            "name": "Request end-of-day historical data over a date range",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "blpapi+session://{session}/refdata/HistoricalDataRequest"
          },
          "docs": "Retrieves end-of-day data for one or more (security, field) pairs over a\ndefined period. Supports daily, weekly, monthly, quarterly, semi-annual,\nand annual periodicity. Adjustments for splits, dividends, abnormal cash\nevents, and DPDF settings are configurable.\n\n**BLPAPI service**: `//blp/refdata`\n**Operation**: `HistoricalDataRequest`\n"
        },
        {
          "info": {
            "name": "Request tick-by-tick history for a single security",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "blpapi+session://{session}/refdata/IntradayTickRequest"
          },
          "docs": "Returns each tick (TRADE, BID, ASK, BID_BEST, ASK_BEST, MID_PRICE,\nAT_TRADE, BEST_BID, BEST_ASK) over a defined UTC time range for one\nsecurity. Bloomberg keeps 140 days of intraday history.\n\n**BLPAPI service**: `//blp/refdata`\n**Operation**: `IntradayTickRequest`\n"
        },
        {
          "info": {
            "name": "Request intraday bar (OHLCV) history for a single security",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "blpapi+session://{session}/refdata/IntradayBarRequest"
          },
          "docs": "Returns aggregated bars (OPEN/HIGH/LOW/CLOSE/VOLUME/NUMBER_OF_TICKS)\nover a defined UTC time range for a single security and event type.\nBar interval can be 1 to 1440 minutes.\n\n**BLPAPI service**: `//blp/refdata`\n**Operation**: `IntradayBarRequest`\n"
        },
        {
          "info": {
            "name": "Request portfolio positions and member data",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "blpapi+session://{session}/refdata/PortfolioDataRequest"
          },
          "docs": "Retrieves change information and portfolio positions for a portfolio\nidentified by Portfolio ID (from `PRTU<GO>`). Supports historical\nretrieval via the REFERENCE_DATE override.\n\n**BLPAPI service**: `//blp/refdata`\n**Operation**: `PortfolioDataRequest`\n"
        },
        {
          "info": {
            "name": "Request data for a Bloomberg Equity Screening (EQS) screen",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "blpapi+session://{session}/refdata/BeqsRequest"
          },
          "docs": "Returns the security data for a screen created using `EQS <GO>` on\nthe Bloomberg Professional service. Supports private/global screens,\nlanguage selection, group filtering, and PiTDate historical access.\n\n**BLPAPI service**: `//blp/refdata`\n**Operation**: `BeqsRequest`\n"
        }
      ]
    }
  ],
  "bundled": true
}