{
  "opencollection": "1.0.0",
  "info": {
    "name": "Bloomberg BLPAPI Core Field Discovery Subscriptions API",
    "version": "1.6"
  },
  "items": [
    {
      "info": {
        "name": "Subscriptions",
        "type": "folder"
      },
      "items": [
        {
          "info": {
            "name": "Subscribe to Streaming Real-time Market Data for a List of Topics.",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "tcp://localhost:8194/mktdata/subscribe",
            "body": {
              "type": "json",
              "data": "{}"
            }
          },
          "docs": "Models `Session.subscribe(SubscriptionList)` against the `//blp/mktdata` service.\nStreamed updates arrive as `SUBSCRIPTION_DATA` events with `MarketDataEvents` messages.\n"
        },
        {
          "info": {
            "name": "Subscribe to Interval-based Real-time Bars.",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "tcp://localhost:8194/mktbar/subscribe",
            "body": {
              "type": "json",
              "data": "{}"
            }
          },
          "docs": "Models `Session.subscribe(SubscriptionList)` against the `//blp/mktbar` service\nfor streaming OHLC bars at a configurable interval. Each topic in the\nSubscriptionList is tagged by a CorrelationID and produces SUBSCRIPTION_DATA\nevents containing bar messages until the subscription is cancelled.\n"
        },
        {
          "info": {
            "name": "Subscribe to a Custom Vwap Stream With Override Field/value Pairings.",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "tcp://localhost:8194/mktvwap/subscribe",
            "body": {
              "type": "json",
              "data": "{}"
            }
          },
          "docs": "Models `Session.subscribe(SubscriptionList)` against the `//blp/mktvwap` service\nfor a custom Volume-Weighted Average Price stream. Override field/value pairings\n(e.g. start/end time, market session, calculation method) are passed via the\nsubscription `options` map and shape how VWAP is computed and updated.\n"
        }
      ]
    }
  ],
  "bundled": true
}