Bloomberg API Emulator (v 1.0.6)

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Downloads: 133
Change Set: 195460e116b9
Released: Aug 2, 2013
Updated: Aug 2, 2013 by Robinson664
Dev status: Beta Help Icon

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Release Notes

In this release, I sought a workaround to two of the limitations I have listed on the Documentation page: fields and securities. I want a user to be able to see what happens when requesting a security that doesn't exist in Bloomberg's universe. I also want a user to be able to see what happens when requesting a field that doesn't exist. Here is how my code handles each situation.

Securities

The emulator treats all securities that begin with the letter 'Z' as non-existent securities. This is true for all five request types. If you make a request for "ZYZZ US EQUITY", you will get a response that mimics the Bloomberg API response for a non-existent security. You can see how to access this response in my C# code examples. Note that the emulator will treat some real securities, like "ZUMZ US EQUITY" as non-existent.

Fields

Two of the request type, Intraday Tick Requests and Intraday Bar Requests, support only a fixed set of fields (eventTypes). You can request "BID" or "ASK", but not "CLOSE". The code now checks your requests against this list and throws a KeyNotFoundException in the event that you requested a field that isn't supported. This is how the actual Bloomberg API handles this situation, so this is how the emulator works as of this release. You can see how to get this behavior by looking at my C# code examples.

The other three request types, Market Data Requests, Historical Data Requests, and Reference Data Requests, work differently. These requests support thousands of fields, and as such, I have no way of knowing if the fields in your request are valid or not. The way I check for validity in these request types is simply this: if a field starts with the letter 'Z', I treat it as an invalid security. The response you get from the emulator will look just like the response the actual Bloomberg API would give for an invalid field. You can try this out by requesting the "ZBID" price for something like "SPY US EQUITY". My code treats "ZBID" as an invalid field. You can see how to handle this response by looking at my C# code examples.

Java

I have not yet ported my C# code that handles non-existent securities and invalid fields to Java. I will work on that.

> My thanks to user Checker768 and his discussion for giving me the idea to provide these features.

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