Bloomberg 1970s

by Kofi Sarfo 15. October 2009 19:51

Bloomberg connectivity is a riot. We submit (by FTP) a text file with an expected format using carriage return and line feed to separate data entity requests.

From C# this means shelling out to a batch file (remember DOS) which executes some Java code responsible for handling request/response. If the request is valid then one minute later a zip file is returned that contains a text file. We parse and we have a database ready data file. If the request is badly formed, however, then an error file is created on the remote FTP directory but that is never returned!

Five years ago someone asked on Willmott (serving the Quantitative Finance Community) how to connect a Java application with Bloomberg to send and receive data. Dominic Connor was kind enough to reply.

At another time, at another place we used the DLLs on the Bloomberg terminal to return the data we needed. It was fast, efficient, predictable and illegal. Good times.

Tags:

Nostalgia

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