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BBMan
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Joined: January 30th, 2007, 5:53 am

Bloomberg API

January 30th, 2007, 4:44 pm

Hi,Im working on pulling up data from Bloomberg using the Subscribe method. You have to pass this method an array of fields that you want to pull, I have few:"BID", "NAME","NXT_CALL_DT","NXT_CALL_PX","NXT_PUT_DT","NXT_PUT_PX","NXT_REFUND_DT","PAR_AMT"but is there a comprehensive list available anywhere with all the field name?Also is it possible to pull up Hedge fund infromation?Last question, to pull data I am passing for example "IBM Equity" rather than "IBM", where do I get a list of all the long names, how does it work for getting data on an index, e.g. S&P 500?Appreciate any help.Thank You.
 
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BetaExoticBets
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Joined: January 30th, 2007, 11:25 am

Bloomberg API

January 30th, 2007, 4:57 pm

Good luck! The Bloomberg API is not the best documented. Their helpdesk are good though, try them.
 
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Andrew
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Joined: August 20th, 2001, 7:33 pm

Bloomberg API

January 30th, 2007, 6:25 pm

There are a few ways to get the mnemonic name of any particular analytic in Bloomberg. First, you could look through the comprehensive list of Bloomberg field names in a pipe-delimited file: C:\BLP\api\bbfields.txtOne of the Bloomberg help files documents the purpose of each column, but most of it is self-evident.Don't be surprised if an obsolete field will yield data, or that a current field will not.Second, you could go to a Bloomberg terminal, type in the security you want and locate the field needed through FPRP<Go>QuoteAlso is it possible to pull up Hedge fund [information]?I have serious doubts that many hedge fund managers will share performance numbers with the public.Quotewhere do I get a list of all the long names[?]I think you mean every security issued by a firm? There is an executable program that lists all securities. It is available through C:\BLP\api\Datatool.exeQuotehow does it work for getting data on an index, e.g. S&P 500?If you want to obtain information on an index, such as the S&P 500, use "SPX Index"If you want the name of every security in the index:1) On Bloomberg Terminal, type SPX<Index><Go>2) Page down to page 33) Notice the "push pin" at the upper right hand corner, drag it onto Excel to the first cell you want to paste.4) Page down in Bloomberg, and repeat the dragging onto Excel until you're done.
 
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BBMan
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Joined: January 30th, 2007, 5:53 am

Bloomberg API

January 30th, 2007, 7:17 pm

Thanks for the email, really appricate it.I actually couldnt locate the file you mentioned:C:\BLP\api\bbfields.txtBut I did find:C:\BLP\api\bbfields.extwhich has the following sort of data.0001|Price at which the security traded most recently. For London stocks this field indicates either the most recent mid price (non-Sets stocks) or most recent 'AT' trade price (Sets stocks).0002|The most recent bid price.0003|The most recent ask price.But when calling the Subscribe method:I cannot pass it those field names, instead its expecting fields name such as:"BID", "NAME","NXT_CALL_DT","NXT_CALL_PX","NXT_PUT_DT","NXT_PUT_PX","NXT_REFUND_DT","PAR_AMT",- Thank You
 
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Pannini
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Joined: March 9th, 2005, 6:45 pm

Bloomberg API

January 30th, 2007, 8:01 pm

The file you are looking for is called C:\BLP\api\BBFIELDS.TBL This is a text file that lists all the field names, as well as a short description of the field. BBFIELDS.EXT then cross-references to BBFIELDS.TBL and provides more detailed descriptions of the fields. For example, the first line in BBFIELDS.TBL is:10|Real Time Quotes|0| |0001|Last Price|LAST_PRICE|3998|27|3And the first line in BBFIELDS.EXT is:0001|Price at which the security traded most recently. For London stocks this field indicates either the most recent mid price (non-Sets stocks) or most recent 'AT' trade price (Sets stocks).The two rows are cross-referenced by the code "0001".You will save a lot of time if you parse these two files into a database, do a join query, and then write a little search tool. The Excel add-in also has a search tool for fields, but it really sucks. Pretty much anyone could whip up a better search tool in a day. Bloomberg has serious quality control issues, imo.
Last edited by Pannini on January 29th, 2007, 11:00 pm, edited 1 time in total.
 
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Andrew
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Joined: August 20th, 2001, 7:33 pm

Bloomberg API

January 30th, 2007, 8:30 pm

My mistake, I made a file for myself called bbfield.txt so I could perform text searches on it. It contains the following column fields:CategoryCategory nameSubcategorySubcategory nameField IDField nameField mnemonicMarket bitmaskData source bitmaskData typeI made an Access database that makes the links, and also links in a look-up called, "FieldFormat"The value is linked to "Data type" so that any record with a Data type of 3 is a Price, and so on.Value Description1 Character string2 Numeric3 Price (e.g. can be 102-28+)4 Security (e.g. T 1.5 10/20/01)5 Date6 Time7 Date or time8 Bulk Format9 Month/Year (e.g. mm/yyyy)10 Boolean11 ISO Currency Code (ASCII string)At any rate, you generally look up by "Field name" and employ "Field mnemonic" in the API.
 
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jfl
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Joined: October 20th, 2005, 8:50 pm

Bloomberg API

January 31st, 2007, 8:50 am

In excel, for an index, I would generally use =blpb("FOO Index", "INDX_MEMBERS") in the top-left of the sheet (A1), Then, in B1 and down I would use =blp(A1&" Equity", "PX_LAST,PX_OPEN,PX_VOLUME") to get fields of interest. FPRP is very very usefull, but I would think much more of bloomberg if (among other things) they offered the same data via the api as they do via the terminal - there are a lot of breaks in the way data is offered.