@glue42/bbg-market-data

Overview

A high-level API that wraps existing Glue42 Bloomberg Bridge Market Data interop methods. The API is based on the jBloomberg open source wrapper.

Initialization

The JsBloomberg API depends on the Glue's Interop. It also accepts a config object to control logging behavior and optionally provide a custom logger implementation.

import JsBBG, { JsBloombergAPI } from "@glue42/bbg-market-data";
import Glue from "@glue42/desktop";

Glue().then(glue => {
  const jsBBG: JsBloombergAPI = JsBBG(glue.interop, { debug: false });

  // Start using the library.
});

Example (creating a HistoricalData request):

const requestArgs: HistoricalDataRequestArguments = {
  securities: ["IBM US Equity", "MSFT US Equity"],
  fields: ["LAST_PRICE"],
  startDate: "20190101",
  endDate: "20191231"
};

const request: HistoricalDataRequest = jsBBG.createHistoricalDataRequest(
  requestArgs
);

request.onData(function handleResponse(
  response: ResponseData<HistoricalData>
): void {
  if (response.isLast) {
    // Handle final response
  } else {
    // Handle partial response
  }
});

// Send the actual request to Bloomberg.
request.open();