Bloomberg Market Data Connector

Bloomberg Data Connector.

Configuration

Data Connector Parameters

Parameter	Default Value	Description
Connector Mode	Real-Time Mode	The mode in which the connector should work. Possible values: Real-Time Mode Historical Mode Historical Intraday Ticks Mode Historical Intraday Bars Mode Hybrid Mode Note that selected Connector Mode property value must be compatible with currently specified process type. Supported values of Connector Mode property: Live Process: Real-Time Mode Batch Process: Historical Mode, Historical Intraday Ticks Mode, Historical Intraday Bars Mode Hybrid Process: Hybrid Mode
Show Advanced Options	false	Show/hide advanced options.
Time Zone Of Terminal	America/New_York	Time zone, which is set in Bloomberg Terminal settings for specific user. This option is used for generating timestamps in a proper way. When data is requested using Bloomberg Terminal API, time zone of all timestamps is dictated by Terminal settings for specific user. Current value of time zone can be found in Bloomberg Terminal settings (TZDF command).
Force Delayed Subscription	false	Forces the subscription to be delayed even if user has real-time exchange entitlements. The default value for this option is false.
Periodicity	DAILY	The frequency of data messages. Supported values of Periodicity property: DAILY: Returns one data point per day. WEEKLY: Returns one data point per week. MONTHLY: Returns one data point per month. QUARTERLY: Returns one data point per quarter. SEMI_ANNUALLY: Returns one data point per half year. YEARLY: Returns one data point per year. Note that only one Periodicity value can be specified per request.
Periodicity Adjustment	CALENDAR	Determines the frequency and calendar type of the output. Should be used in conjunction with Periodicity. Supported values of Periodicity Adjustment property: CALENDAR: For pricing fields, reverts to the last business day of the specified calendar period. ACTUAL: Reverts to the actual date from today or from the End Date of the request. FISCAL: These periods revert to the fiscal period end for the company. Note that only one Periodicity Adjustment value can be specified per request.
Non Trading Day Fill Option	ACTIVE_DAYS_ONLY	Sets to include/exclude non trading days where no data was generated. Supported values of Non Trading Day Fill Option property: ACTIVE_DAYS_ONLY: Include only active days (days where the instrument and field pair updated) in the data set returned. NON_TRADING_WEEKDAYS: Include all weekdays (Monday to Friday) in the data set returned. ALL_CALENDAR_DAYS: Include all days of the calendar in the data set returned. Note that only one Non Trading Day Fill Option value can be specified per request.
Non Trading Day Fill Method	NIL_VALUE	If data is to be displayed for non trading days - what is the data to be returned. Supported values of Non Trading Day Fill Method property: NIL_VALUE: Returns blank for the value within the data element for this field. PREVIOUS_VALUE: Searches back and retrieves the previous value available for this security and field pair. The search back period is up to one month. Note that only one Non Trading Day Fill Method value can be specified per request.
Currency	N/A	Amends the value from local to desired currency. Supported values of Currency property: the 3 letter ISO currency code (e.g., USD, GBP). View WCV Bloomberg Professional service function for a list of currencies.
Adjustment Follow DPDF	true	Follow the Bloomberg Professional service function DPDF. Setting to true will follow the DPDF Bloomberg Professional service function. True is the default setting for this option.
Adjustment Normal	false	Adjust "Change on day". Adjust historical pricing to reflect: Regular Cash, Interim, 1st Interim, 2nd Interim, 3rd Interim, 4th Interim, 5th Interim, Income, Estimated, Partnership Distribution, Final, Interest on Capital, Distribution, Prorated.
Adjustment Abnormal	false	Adjust for Abnormal Cash Dividends. Adjust historical pricing to reflect: Special Cash, Liquidation, Capital Gains, Long-Term Capital Gains, Short-Term Capital Gains, Memorial, Return of Capital, Rights Redemption, Miscellaneous, Return Premium, Preferred Rights Redemption, Proceeds/Rights, Proceeds/Shares, Proceeds/Warrants.
Adjustment Split	false	Capital Changes Defaults. Adjust historical pricing and/or volume to reflect: Spin-Offs, Stock Splits/Consolidations, Stock Dividend/Bonus, Rights Offerings/Entitlement.
Time Zone	UTC	Time zone which should be used for generating data requests and processing timestamps.
Skip Out Of Order Messages	true	Select this option if you want to skip messages with a timestamp which is older than the latest preceding message timestamp by more than allowed queue depth. If this option is selected, such messages will be skipped with an appropriate notification. Otherwise, the process will be halted in case of getting such invalid data message. Default value for this option is true.
Include Non Plottable Events	true	Select this option if you want to get all ticks, including ticks which have condition codes.
Adjustment Follow DPDF	true	Follow the Bloomberg Professional service function DPDF. Setting to true will follow the DPDF Bloomberg Professional service function. True is the default setting for this option.
Adjustment Normal	false	Adjust "Change on day". Adjust historical pricing to reflect: Regular Cash, Interim, 1st Interim, 2nd Interim, 3rd Interim, 4th Interim, 5th Interim, Income, Estimated, Partnership Distribution, Final, Interest on Capital, Distribution, Prorated.
Adjustment Abnormal	false	Adjust for Abnormal Cash Dividends. Adjust historical pricing to reflect: Special Cash, Liquidation, Capital Gains, Long-Term Capital Gains, Short-Term Capital Gains, Memorial, Return of Capital, Rights Redemption, Miscellaneous, Return Premium, Preferred Rights Redemption, Proceeds/Rights, Proceeds/Shares, Proceeds/Warrants.
Adjustment Split	false	Capital Changes Defaults. Adjust historical pricing and/or volume to reflect: Spin-Offs, Stock Splits/Consolidations, Stock Dividend/Bonus, Rights Offerings/Entitlement.
Skip Out Of Order Messages	true	Select this option if you want to skip messages with a timestamp which is older than the latest preceding message timestamp by more than allowed queue depth. If this option is selected, such messages will be skipped with an appropriate notification. Otherwise, the process will be halted in case of getting such invalid data message. Default value for this option is true.
Bar Size	1I	Time interval of the bar. Sets the length of each time bar. The interval size of the bars can be set to as low as one minute and to as high as one hour (60 minutes). If interval size exceeds 1 hour (60 minutes), it will default to the maximum valid size - 1 hour.
Event Type	TRADE	The requested data event type. It's possible to request summary intervals for intraday data covering the following event types: TRADE, BID, and ASK, over a period of time. Note that only one event type can be specified per request.
Gap Fill Initial Bar	false	Populate an empty bar with previous value. When set to true, a bar contains the previous bar values if there were no ticks during this time interval.
Adjustment Follow DPDF	true	Follow the Bloomberg Professional service function DPDF. Setting to true will follow the DPDF Bloomberg Professional service function. True is the default setting for this option.
Adjustment Normal	false	Adjust "Change on day". Adjust historical pricing to reflect: Regular Cash, Interim, 1st Interim, 2nd Interim, 3rd Interim, 4th Interim, 5th Interim, Income, Estimated, Partnership Distribution, Final, Interest on Capital, Distribution, Prorated.
Adjustment Abnormal	false	Adjust for Abnormal Cash Dividends. Adjust historical pricing to reflect: Special Cash, Liquidation, Capital Gains, Long-Term Capital Gains, Short-Term Capital Gains, Memorial, Return of Capital, Rights Redemption, Miscellaneous, Return Premium, Preferred Rights Redemption, Proceeds/Rights, Proceeds/Shares, Proceeds/Warrants.
Adjustment Split	false	Capital Changes Defaults. Adjust historical pricing and/or volume to reflect: Spin-Offs, Stock Splits/Consolidations, Stock Dividend/Bonus, Rights Offerings/Entitlement.
Skip Out Of Order Messages	true	Select this option if you want to skip messages with a timestamp which is older than the latest preceding message timestamp by more than allowed queue depth. If this option is selected, such messages will be skipped with an appropriate notification. Otherwise, the process will be halted in case of getting such invalid data message. Default value for this option is true.
Authentication Mode	B-PIPE Authentication	The mode of the authentication which the connector should use. Supported modes of the authentication: B-PIPE Authentication: Authentication of identity using user's credentials and/or application name. Bloomberg Terminal Authentication: Authentication of identity using Bloomberg Terminal.
Authentication Type	Application Authentication	The type of the authentication which should used. Supported types of the authentication: Application Authentication: Authentication using application name (application should be registered in EMRS). User Authentication (Windows): Authentication using Windows login name. User Authentication (Active Directory): Authentication using property value from Active Directory (for the currently logged in user). User And Application Authentication (Windows): Authentication using Windows login name and application name. User And Application Authentication (Active Directory): Authentication using property value from Active Directory and application name.
Active Directory Property Name	N/A	The name of the property in Active Directory which should be used for the authentication. Property value will be obtained for the currently logged in user.
Application Name	N/A	The name of the application which should be used for the authentication. Application should be registered in EMRS.
Port	8194	Port number for connecting to the local Bloomberg Communications Server (BBComm). Change this value only if you have changed it in the Bloomberg Communications Server configuration. The default value is "8194".
API Servers	N/A	The list of servers which provide access to Bloomberg API.
Enable SUMMARY/INITPAINT Message Processing	false	This option allows you to turn on the processing of messages with MKTDATA_EVENT_TYPE = SUMMARY and MKTDATA_EVENT_SUBTYPE = INITPAINT (Initial Paint messages). If this option is not enabled, all data messages of the specified type are skipped. This option is used only if data connector works in the following modes: Real-Time Mode Hybrid Mode This option applies only if Override Timestamps mode is turned off. The default value for this option is false.
Enable SUMMARY/INTRADAY Message Processing	false	This option allows you to turn on the processing of messages with MKTDATA_EVENT_TYPE = SUMMARY and MKTDATA_EVENT_SUBTYPE = INTRADAY (regular summary messages). If this option is not enabled, all data messages of the specified type are skipped. This option is used only if data connector works in the following modes: Real-Time Mode Hybrid Mode The default value for this option is false.
Set Bid/Ask Size For Currencies	true	This option allows you to set predefined value for bid/ask size in cases, when bid/ask price exists, but bid/ask size is not available. This option applies to currencies only (Instrument Type is FX). This option is used only if data connector works in the following modes: Real-Time Mode Historical Intraday Ticks Mode Hybrid Mode Default value for this option is true.
Predefined Bid/Ask Size For Currencies	100000	Predefined value for bid/ask size in cases, when bid/ask price exists, but bid/ask size is not available. This value applies to currencies only (Instrument Type is FX). This property is used only if data connector works in the following modes: Real-Time Mode Historical Intraday Ticks Mode Hybrid Mode Default value for this property is "100000".
Normalize Australian Bond Futures Prices	false	Select this option if you want to enable normalization of prices for Australian 10 Year Treasury Bond Futures contracts (XM Comdty). The default value for this option is false.
Override Timestamps With Original Timestamps	false	This option allows you to override timestamps of data messages using original timestamps of these messages. This option applies in Real-Time Mode and Hybrid Mode. This feature can be useful in certain configurations. Also, it can help avoid missed or duplicated data messages when using Hybrid Mode, at the moment of data recovery after unexpected disconnect. The default value for this option is false.
Truncate Timestamp Milliseconds	false	This option allows you to truncate timestamps of data messages and to save timestamps with seconds precision only (cut off milliseconds). This option applies in Hybrid Mode, when Override Timestamps mode is turned on. This feature can be useful when Override Timestamps mode is enabled. It can help avoid duplicated data messages when using Hybrid Mode, at the moment of switching from historical data to live data stream. The default value for this option is false.
Period Of Milliseconds Truncation	5I	This property sets a period of time during which the data connector will truncate timestamps of data messages and save timestamps with seconds precision only. This property applies in Hybrid Mode, when Override Timestamps mode is turned on. This feature can be useful when Override Timestamps mode is enabled. It can help avoid duplicated data messages when using Hybrid Mode, at the moment of switching from historical data to live data stream. This property should be properly configured. Period of milliseconds truncation should be set in such a way that the switching from historical data to live data stream will happen during specified period of time. The default value is "5 Minutes".
Write System Time In Original Timestamp	false	This option allows you to write system time value in the Original Timestamp field of data messages. This option applies in Real-Time Mode and Hybrid Mode, when Override Timestamps mode is turned on. This feature can be useful when Override Timestamps mode is enabled. It can help the user understand when a data message was written to TimeBase. The default value for this option is false.
Add MKTDATA_EVENT_TYPE And MKTDATA_EVENT_SUBTYPE Fields	false	Select this option if you want to add MKTDATA_EVENT_TYPE and MKTDATA_EVENT_SUBTYPE fields to the data model. These fields are not used in Historical Intraday Ticks Mode, and the values will always be null in this mode, but it could be useful to add these fields to the data model, if you plan to use current data stream for getting data in Hybrid Mode in the future. If this option is selected, dummy MKTDATA_EVENT_TYPE and MKTDATA_EVENT_SUBTYPE fields will be added to the data model, and current stream can be used for getting data in Hybrid Mode without any modification. This option is used only if data connector works in Historical Intraday Ticks Mode. The default value for this option is false.
Request Currency Code From Bloomberg	false	Currency code is not requested from Bloomberg by default, when data connector works in B-PIPE mode. Select this option if you want to override this behavior and to get currency code for each security. This option is used only if data connector works in B-PIPE mode (B-PIPE Authentication is used). If data connector works in Bloomberg Terminal mode, currency code is requested from Bloomberg automatically. This option is used only if data connector works in the following modes: Historical Mode Hybrid Mode The default value for this option is false.
Request Exchange Code From Bloomberg	false	Exchange code is not requested from Bloomberg by default, when data connector works in B-PIPE mode. Select this option if you want to override this behavior and to get exchange code for each security. This option is used only if data connector works in B-PIPE mode (B-PIPE Authentication is used). If data connector works in Bloomberg Terminal mode, exchange code is requested from Bloomberg automatically. This option is used only if data connector works in the following modes: Historical Mode Historical Intraday Bars Mode The default value for this option is false.
Use Last Price In Clear Book Side Message	false	By default, the data connector sets NULL value for the price field of Best Bid Offer message in cases, when book side should be cleared. Select this option if you want to override this behavior and to send last known price in Best Bid Offer message in such cases. This option is used only if data connector works in the following modes: Real-Time Mode Hybrid Mode The default value for this option is false.
Enable Delayed Disconnect Notifications	false	This option allows you to enable delayed disconnect notifications. By default, the data connector sends a notification (Connection Status Change Message) for every disconnect. Select this option if you want to override this behavior and let the data connector wait for a specified period before sending a disconnect notification. If the connection is restored within this period, no notification will be sent. This option applies in Real-Time Mode and Hybrid Mode. This feature can be useful in certain configurations. In Hybrid Mode, it can help avoid starting the long recovery procedure if the connection is restored within a short period of time. The default value for this option is false.
Disconnect Notifications Delay	10S	This property sets a period of time during which the data connector will wait before sending a disconnect notification (Connection Status Change Message). If the connection is restored within this period, no notification will be sent. This option applies in Real-Time Mode and Hybrid Mode. This feature can be useful in certain configurations. In Hybrid Mode, it can help avoid starting the long recovery procedure if the connection is restored within a short period of time. The default value is "10 Seconds".

Symbology

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