Reference data service
Note:
The reference data service will be deprecated in a future release.
This service is an EP service but supports BBA (Best Bid Ask) for ReferenceDataRequests. To support this service, you must enable the transport parameter property SupportAdditionalServices.
Example for enabling the service:
<property name="SupportAdditionalServices" value="Y" />
This service supports six types of requests. All are EP (Extra Parameter) Data except for ReferenceDataRequests that supports BBA. List of available requests are as follows:
ReferenceDataRequest
HistoricalDataRequest
IntradayTickRequest
IntradayBarRequest
PortfolioDataRequest
BeqsRequest
Note:
Refer to BPIPE_support.mon for event definitions.
1. ReferenceDataRequest
Field Types | Values and Description |
Streams Supported | BBA, EP |
Fields | Fields the user wants. fields can be specified using Fields Parameter or through MODELS. See
Configurability. |
Overrides | Overrides event passed through controlParams. A sequence of overrideInfo events. |
For example:
Overrides = com.apama.bpipe.overrides([com.apama.bpipe.overrideInfo(\"PX_BID\",\"13\")])
Fields = BID,ASK,BID_SIZE,ASK_SIZE or MODELS = BBAFields
Note:
For BBA stream type, default model should be BBAFields. Edit the BLOOMBERG.xml file to change default model.
Example Response:
Keys | Values |
Fields | ASK,PX_BID,ASK_SIZE,BID,BID_SIZE |
Symbol | TT314347@UKRB |
Yellow Key | Corp |
Adding above field to response parameters:
com.apama.bpipe.overrides overrides := new com.apama.bpipe.overrides;
com.apama.bpipe.overrideInfo ft := new com.apama.bpipe.overrideInfo;
ft.fieldId:="PX_BID";
ft.value := "13";
overrides.overrideInfo.append(ft);
com.apama.session.CtrlParams ctrlParams := new com.apama.session.CtrlParams;
ctrlParams.addParam("overrides",overrides.toString());
ctrlParams.addParam("Fields","BID,ASK,BID_SIZE,ASK_SIZE"); or
ctrlParams.addParam("MODELS","BBAFields");
The response will be a referenceDataResponse event.
ReferenceDataResponse :
com.apama.bpipe.ReferenceDataResponse("TT314347@UKRB corp",
com.apama.bpipe.fieldData({"ASK":"140.100000","PX_BID":
"13.000000","ASK_SIZE":"25000","BID":"13.000000","BID_SIZE":"25000"}))
2. HistoricalDataRequest
Field Types | Variable Name | Description |
Streams supported | | EP |
Fields required | | |
| Fields | Fields the user wants. fields can be specified using Fields Parameter or through MODELS. See
Configurability. |
| startDate | The start date in a year/month/day format. |
| endDate | The end date in a year/month/day format. This will default to the current day if not specified. |
OptionalFields | | |
| calendarOverridesInfo | Consists of two fields , calendarOverrides and calendareOverridesOperation calendarOverridesInfo must be passed as an calendarOverridesInfo event through control params. |
| calendarOverrides | A sequence of two character calendar code. |
| calendareOverridesOperation | Can be CDR_AND (Returns the intersection of trading days) or CDR_OR (Returns the union of trading days) |
For more optional fields, look into BPIPE Developers Guide.
Examples
Keys | Values |
Fields | BID, ASK |
startDate | 20150401 |
endDate | 20150403 |
calendarOverridesInfo | com.apama.bpipe.calendarOverridesInfo(\"CDR_AND\",[com.apama.bpipe.calendarOverrides([\"UN\",\"JN\"])]) |
Adding the above fields to control parameters:
com.apama.bpipe.calendarOverridesInfo
calenderOverridesInfo := new com.apama.bpipe.calendarOverridesInfo;
com.apama.bpipe.calendarOverrides
caloverrides := new com.apama.bpipe.calendarOverrides;
caloverrides.exchange:=["UN","JN"];
calenderOverridesInfo.calendarOverrides.append(caloverrides);
calenderOverridesInfo.Operation:="CDR_AND";
com.apama.session.CtrlParams ctrlParams := new com.apama.session.CtrlParams;
ctrlParams.addParam("calendarOverridesInfo",calenderOverridesInfo.toString());
ctrlParams.addParam("Fields","BID,ASK");
ctrlParams.addParam("startDate","20150401");
ctrlParams.addParam("endDate","20150403");
HistoricalDataResponse. The response will be an HistoricalDataResponse event.
3. IntradayTickRequest
Field Types | Variable Name | Description |
Streams supported | | EP |
Fields required | | |
| Fields | Fields the user wants. fields can be specified using Fields Parameter or through MODELS. See
Configurability. |
| startDateTime | The start date and time. |
| endDateTime | The end date and time. |
| eventType | Can be one or more of the TRADE, BID, ASK, BID_BEST, ASK_BEST, MID_PRICE, AT_TRADE, BEST_BID, BEST_ASK |
OptionalFields | | For more optional fields look into BPIPE Developers Guide. |
Examples
Keys | Values |
Fields | BID, ASK |
startDateTime | 2010-04-27T15:55:00 |
endDateTime | 2010-04-27T16:00:00 |
calendarOverridesInfo | cTRADE, BID, ASK |
Adding the above fields to control parameters:
com.apama.session.CtrlParams ctrlParams := new com.apama.session.CtrlParams;
ctrlParams.addParam("Fields","BID,ASK");
ctrlParams.addParam("endDateTime","2010-04-27T15:55:00");
ctrlParams.addParam("endDateTime","2010-04-27T16:00:00");
ctrlParams.addParam("eventType","TRADE,BID,ASK");
The response will be an IntradayTickResponse event.
4. IntradayBarRequest
Field Types | Variable Name | Description |
Streams supported | | EP |
Fields required | | |
| Fields | Fields the user wants. fields can be specified using Fields Parameter or through MODELS. See
Configurability. |
| startDateTime | The start date and time. |
| endDateTime | The end date and time. |
| eventType | Can be one of the TRADE, BID, ASK, BID_BEST, ASK_BEST, MID_PRICE, AT_TRADE, BEST_BID, BEST_ASK |
OptionalFields | | For more optional fields look into BPIPE Developers Guide. |
Examples
Keys | Values |
Fields | BID, ASK |
startDateTime | 2010-04-27T15:55:00 |
endDateTime | 2010-04-27T16:00:00 |
calendarOverridesInfo | TRADE |
Adding the above fields to control parameters:
com.apama.session.CtrlParams
ctrlParams := new com.apama.session.CtrlParams;
ctrlParams.addParam("Fields","BID,ASK");
ctrlParams.addParam("endDateTime","2010-04-27T15:55:00");
ctrlParams.addParam("endDateTime","2010-04-27T16:00:00");
ctrlParams.addParam("eventType","TRADE");
The response will be an IntradayBarResponse event.
5. PortfolioDataRequest
Field Types | Variable Name | Description |
Streams supported | | EP |
Symbol | | UXXXXXXX-X ( use PRTU<GO> in BPS ) |
YELLOW_KEY | | Client |
Fields required | | |
| Fields | Fields can be one or more of PORTFOLIO_MEMBER, PORTFOLIO_MPOSITION, PORTFOLIO_MWEIGHT & PORTFOLIO_DATA |
OptionalFields | | For more optional fields look into BPIPE Developers Guide. |
Examples
Keys | Values |
Fields | PORTFOLIO_MEMBER,PORTFOLIO_MPOSITION |
Adding the above fields to control parameters:
com.apama.session.CtrlParams
ctrlParams := new com.apama.session.CtrlParams;
ctrlParams.addParam("Fields","PORTFOLIO_MWEIGHT");
The response will be an PortfolioDataResponse event.
6. BeqsRequest
Field Types | Variable Name | Description |
Streams supported | | EP |
Fields required | | UXXXXXXX-X ( use PRTU<GO> in BPS ) |
| screenName | The name of the screen to execute. It can be a user defined EQS screen or one of the Bloomberg Example screens on EQS <GO> on the BPS |
| ScreenType | Use PRIVATE for user-defined EQS screen. Use GLOBAL for Bloomberg EQS screen. |
OptionalFields | | For more optional fields look into BPIPE Developers Guide. |
Examples
Keys | Values |
ScreenName | Global Volume Surges |
ScreenType | GLOBAL |
com.apama.session.CtrlParams
ctrlParams := new com.apama.session.CtrlParams;
ctrlParams.addParam("ScreenName","Global Volume Surges");
ctrlParams.addParam("ScreenType","Global");
Response will be a BeqsResponse event.