{ "opencollection": "1.0.0", "info": { "name": "Bloomberg BLPAPI Core Field Discovery Request/Response API", "version": "1.6" }, "items": [ { "info": { "name": "Request/Response", "type": "folder" }, "items": [ { "info": { "name": "Request Reference Data for One or More Securities and Fields.", "type": "http" }, "http": { "method": "POST", "url": "tcp://localhost:8194/refdata/ReferenceDataRequest", "body": { "type": "json", "data": "{}" } }, "docs": "Sends a `ReferenceDataRequest` to the `//blp/refdata` service to retrieve current\nreference, descriptive, fundamental, and pricing field values for up to thousands of\nsecurities at once. Limited to 400 fields per request; the API will internally split\nsecurities into groups of 10 and fields into groups of 128 against the session's\n`MaxPendingRequests` (default 1024). Supports field overrides, EID return, formatted\nvalues, UTC timestamps, and forced delayed pricing.\n" }, { "info": { "name": "Request End-of-day Historical Data for One or More Securities.", "type": "http" }, "http": { "method": "POST", "url": "tcp://localhost:8194/refdata/HistoricalDataRequest", "body": { "type": "json", "data": "{}" } }, "docs": "Sends a `HistoricalDataRequest` to the `//blp/refdata` service for end-of-day time\nseries data. Limited to 25 fields per request. Supports periodicity selection\n(daily/weekly/monthly/quarterly/semi-annually/yearly), periodicity adjustment\n(ACTUAL/CALENDAR/FISCAL), currency conversion, non-trading day fill options,\ncorporate action adjustments (normal, abnormal, split, DPDF), and a maximum data\npoint cap.\n" }, { "info": { "name": "Request Intraday Ohlc Bars for a Single Security.", "type": "http" }, "http": { "method": "POST", "url": "tcp://localhost:8194/refdata/IntradayBarRequest", "body": { "type": "json", "data": "{}" } }, "docs": "Sends an `IntradayBarRequest` to the `//blp/refdata` service for time-bucketed\nOHLC bar data on a single security. Bar interval is configurable from 1 to 1440\nminutes. Supports event types of TRADE, BID, ASK, BID_BEST, ASK_BEST, BEST_BID,\nand BEST_ASK, gap fill of the initial bar, EID return, and corporate action\nadjustments.\n" }, { "info": { "name": "Request Raw Intraday Tick Data for a Single Security.", "type": "http" }, "http": { "method": "POST", "url": "tcp://localhost:8194/refdata/IntradayTickRequest", "body": { "type": "json", "data": "{}" } }, "docs": "Sends an `IntradayTickRequest` to the `//blp/refdata` service for raw tick-by-tick\ndata on a single security between two timestamps. Supports multiple event types\n(TRADE, BID, ASK, BID_BEST, ASK_BEST, BEST_BID, BEST_ASK, AT_TRADE) and optional\ninclusion of condition codes, exchange codes, broker codes, RPS codes, and\nnon-plottable events.\n" }, { "info": { "name": "Look up Metadata for One or More Bloomberg Field Mnemonics or Ids.", "type": "http" }, "http": { "method": "POST", "url": "tcp://localhost:8194/apiflds/FieldInfoRequest", "body": { "type": "json", "data": "{}" } }, "docs": "Sends a `FieldInfoRequest` to the `//blp/apiflds` service to retrieve metadata\n(mnemonic, description, data type, category, documentation) for the specified\nfield IDs. Equivalent to programmatic `{FLDS }` lookups.\n" }, { "info": { "name": "Search the Bloomberg Api Data Dictionary for Fields Matching a Spec.", "type": "http" }, "http": { "method": "POST", "url": "tcp://localhost:8194/apiflds/FieldSearchRequest", "body": { "type": "json", "data": "{}" } }, "docs": "Sends a `FieldSearchRequest` to the `//blp/apiflds` service to search the API\nData Dictionary by free-text spec, with optional include/exclude filters on\nfield type (All / Static / RealTime) and product type. Returns matching fields\nand optionally their documentation.\n" } ] } ], "bundled": true }