vegabook / blxx

blxx

Access the Bloomberg API from Elixir. Live and historic data. Suitable for terminal and B-Pipe users.

This is a heavy work in progress. The Elixir-side API is under heavy experimental development and is not stable. All Bloomberg functionality however is now present, and can be perused for inspiration.

• Ticker data request (streaming prices)
• Bar data request (streaming OHLC)
• HistoricalDataRequest (daily data)
• IntradayTickRequest (tick-by-tick data)
• IntradayBarRequest (minute or other periodicity OHLC bars)
• ReferenceDataRequest (security metadata, or one off price snapshots)
• instrumentListRequest (lookup securities by name)
• curveListRequest (lookup curves by names)
• FieldListRequest (fields for an instrument / curve etc)
• FieldInfoRequest (lookup fields by name)
• studyRequest (technical analysis)

See the Bloomberg API manual for further information on these request types.

Instructions and usage

Concepts

The client is a Windows computer running a licenced Bloomberg terminal or BPIPE. The server is a computer running Linux or MacOS. _Unless you are licensed for BPIPE, these should be the same computer (with either client or server in virtual machine).

Keys

Run bbgfeeder.py --showkey on the Windows client running BLoomberg Terminal / BPIPE, ensuring that environment variable BLXXKEY on the server contains this value. This is used for basic authentication. The fully qualified public key path can be manually specified with the keypath command line argument. If you wish to authorise more than one key, they should be separated by a colon : in the BLXXKEY environment variable.

Implementation

Blxx implements a raw websocket server using Phoenix Transport in Elixir (example here), which is connected to by a python process bbgfeeder.py. Elixir can send subscription and historical data requests, and receive the responses from python which runs the offical Bloomberg blpapi client.

WIP.....