Bloomberg data format

The scheme code is bbg_ticker. An id is the ticker, a space and a yellow key such as Curncy, Index, Equity, Comdty or Corp. A pricing source can sit between them: EURUSD Curncy and EURUSD BGN Curncy are two ids. The catalogue holds the id with its spaces. The yellow key tells the asset class, but the ticker part has no single grammar.

A field is the mnemonic that Bloomberg gives a value. We use these:

One id carries many fields, so the field is part of the vendor instrument. The same ticker with two fields is two vendor instruments.

An adapter of this provider sends the tick fields below. See The adapter subjects for the subject.

The ingress subject token for the id is EURUSD%20Curncy. The service never decodes the token. It reads the id from the payload.

A vendor instrument maps to one oresmd item. bbg_ticker / EURUSD Curncy / PX_LAST maps to oresmd://fx/EUR?type=quote&instrument=fx_spot&quote=rate&ccy=USD. The LSEG instrument EUR= maps to the same item, so the two providers quote one EUR/USD spot.

Bloomberg publishes some points of a curve only as a chain, with no ticker of their own. For such a point we mint a ticker in Bloomberg's style, set minted and write the reason in the deviation note. A live adapter must turn a minted id into the real chain request.

The source bloomberg-a is the simulated Bloomberg source. It publishes ticks with bbg_ticker, the ticker and the field above. It does not speak blpapi. Nothing behind the adapter seam is simulated. See Vendor adapters.

• Bloomberg API library — the BLPAPI SDKs and the developer guide. The documents need a Bloomberg login.
• Bloomberg Professional Services — the vendor's own documentation, behind a login.
• The Bloomberg field dictionary is the FLDS function on the Terminal. No public copy exists.