In the next section I will introduce the various Bloomberg API versions.2 months ago I made a terminal that I had been working on my spare time, to help me on my stock research, open-source. This tutorial can be completed during any time of day since it works only with historical data. It has some support for some basic Bloomberg API functions. There is a Bloomberg API Emulator that you may want to try. If you do not have access to any Bloomberg services, you can still develop programs with the Bloomberg Open API but you will not be able to run them. To use any Bloomberg API you will need to subscribe to a Bloomberg data service (such as B-Pipe) or Bloomberg Professional.
To follow this tutorial you will need to have the Visual Studio (2010, 2012 or 2013) and Bloomberg software installed on a Windows 7 (XP should also work) PC and you should have a Bloomberg login available to connect to the Bloomberg services. On the programming side, some experience using Microsoft Visual Studio 2010, 2012 or 2013 is necessary. You may consider going through the Bloomberg Essentials (BESS) training program (especially the section on the Excel API) for a comprehensive treatment of Bloomberg functions and features.
An understanding of basic financial instruments such as equities and foreign exchange will also be helpful. Understanding how Bloomberg references financial instruments and the fields for specific data items is central to how the API will access data. Prior to starting this tutorial, participants should have a basic user-level familiarity with Bloomberg such as accessing different functions on the Bloomberg terminal and working with the Excel API. If you have not worked with Visual Studio 2010 or 2012 previously, you may wish to first review this Getting Started with Visual Studio using C++ Tutorial. NET components and as such presents the “cleanest” C++ we can write within Visual Studio. For this tutorial we will use C++ running in a basic Win32 Console Application. Visual Studio provides a range of different C++ application project types such as Win32, CLI/CLR, WinForms, MFC, ATL and others. The programming language for this tutorial will be C++ and Microsoft Visual Studio will be used as the integrated development environment (IDE). If this is your first try with the Bloomberg API in C++, you may want to go through my Bloomberg API Request/Reply tutorial first before tackling this one. The material covered in this tutorial is slightly more advanced than the Bloomberg API Request/Reply tutorial simply because the Subscriptions model implements an asynchronous event handler. Concepts learned in this tutorial can be applied to larger projects such as building quote screens and capturing live market data. This tutorial will provide some background information on the Bloomberg API and then provide a walk through for a basic Subscription program in C++ where real-time data can be streamed from the Bloomberg network into our application. The purpose of this tutorial is to demonstrate the basic functionality of the Bloomberg Open Application Programming Interface (API) used for accessing real-time, historical and reference market data on a Bloomberg network.
Introduction to the Bloomberg API Tutorial