bloomberg

Bloomberg Desktop connection V3

Since R2021a

Description

The bloomberg function creates a bloomberg object. The bloomberg object represents a Bloomberg^® Desktop connection using the Bloomberg V3 C++ API.

Other Datafeed Toolbox™ functions connect to different Bloomberg services: Bloomberg Server (bloombergServer) and Bloomberg B-PIPE^® (bloombergBPIPE). For details about these services, see Comparing Bloomberg Connections.

For details about Bloomberg connection requirements, see Data Server Connection Requirements. To ensure a successful Bloomberg connection, perform the required steps before executing bloomberg. For details, see Installing Bloomberg and Configuring Connections.

Creation

Syntax

c = bloomberg

c = bloomberg(port,ip,timeout)

Description

c = bloomberg creates a Bloomberg connection object with the Bloomberg Desktop C++ interface. You need a Bloomberg Desktop software license for the machine running the Datafeed Toolbox and MATLAB^®.

c = bloomberg(port,ip,timeout) sets the Port and TimeOut properties, and uses the IP address of the local machine running Bloomberg to create a Bloomberg connection.

Caution

To refer to a Bloomberg connection in other functions, use the connection object created by the bloomberg function. Otherwise, using bloomberg as an input argument opens multiple Bloomberg connections, causing unexpected behavior and exhausting memory resources.

Input Arguments

ip — IP address

[] (default) | character vector | string scalar

IP address that identifies the local machine running Bloomberg, specified as a character vector or string scalar.

Example: 'localhost'

Data Types: char | string

Properties

Session — Bloomberg V3 session

Bloomberg V3 API Session object

This property is read-only.

Bloomberg V3 session, specified as a Bloomberg V3 API Session object.

Example: [1x1 datafeed.internal.BLPSession]

Port — Port number of local machine

[] (default) | numeric scalar

Port number of the local machine running Bloomberg, specified as a numeric scalar.

Example: 8194

Data Types: double

IPAddress — IP address of local machine

[] (default) | character vector

IP address of the local machine running Bloomberg, specified as a character vector.

The bloomberg function sets this property using the ip input argument.

Example: 'localhost'

Data Types: char

TimeOut — Timeout

numeric scalar

Timeout specifying the time in milliseconds that MATLAB attempts to connect to Bloomberg Desktop before timing out, specified as a numeric scalar.

Example: 10000

Data Types: double

DatetimeType — Date and time data type

'' (default) | 'datetime'

Date and time data type, specified as one of these values.

Value	Description
'' (default)	Return date and time values as MATLAB date numbers.
'datetime'	Return date and time values as a datetime array.

You can specify these values using a character vector or string (for example, "datetime").

When you create a bloomberg object, the bloomberg function leaves this property unset. To retrieve data, you must set this property value manually at the command line or in a script using dot notation, for example:

c.DatetimeType = 'datetime';

Then, you can use these supported functions:

• getbulkdata

• getdata

• history

• tahistory

• timeseries

  Note

  If the DataReturnFormat property value is 'table' and the DatetimeType property value is 'datetime', then the returned data is a table that contains date and time values as a datetime array. If the DataReturnFormat property value is an empty character vector, then setting the DatetimeType property to 'datetime' returns date and time values for aggregated ticks and historical requests as MATLAB date numbers.

DataReturnFormat — Data return format

'cell' | 'structure' | 'table' | 'timetable'

Data return format, specified as one of these values, which determine the data type of the returned data.

Value	Data Type of Returned Data
'cell'	cell array
'table'	table
'timetable'	timetable
'structure'	structure

Note

The default data type of the returned data depends on the executed function. To specify the default data type, set the DataReturnFormat property to ''. For default data types, see the supported function list.

You can specify these values using a character vector or string (for example, "table").

When you create a bloomberg object, the bloomberg function leaves this property unset. To retrieve data, you must set this property value manually at the command line or in a script using dot notation, for example:

c.DataReturnFormat = 'structure';

Then, you can use these supported functions.

Supported Function	Valid Data Types for Returned Data
category	cell array (default) structure table
eqs	cell array (default) structure table
fieldinfo	cell array (default) structure table
fieldsearch	cell array (default) structure table
lookup	structure (default) table
portfolio	structure (default) table
getbulkdata	structure (default) table timetable
getdata	structure (default) table timetable
history	numeric array (default) table timetable
tahistory	structure (default) table timetable
timeseries	cell array (default for raw tick data) numeric array (default for interval tick data) table timetable

Note

Regardless of the DatetimeType property value, if the DataReturnFormat property value is 'timetable', then the getdata and getbulkdata functions return a table that contains date and time values as datetime arrays.

Object Functions

Bloomberg Desktop Connection

close	Close Bloomberg Desktop connection V3
isconnection	Determine Bloomberg Desktop connection V3

Bloomberg Desktop Data Retrieval

eqs	Equity screening data for Bloomberg Desktop connection V3
get	Properties of Bloomberg Desktop connection V3
getbulkdata	Bulk data with header information for Bloomberg Desktop connection V3
getdata	Current data for Bloomberg Desktop connection V3
history	Historical data for Bloomberg Desktop connection V3
portfolio	Current portfolio data for Bloomberg Desktop connection V3
realtime	Real-time data for Bloomberg Desktop connection V3
tahistory	Historical technical analysis for Bloomberg Desktop connection V3
timeseries	Intraday tick data for Bloomberg Desktop connection V3

Retrieve Bloomberg Desktop Information

category	Field category search for Bloomberg Desktop connection V3
fieldinfo	Field information for Bloomberg Desktop connection V3
fieldsearch	Field search for Bloomberg Desktop connection V3
lookup	Find information about securities for Bloomberg Desktop connection V3

Examples

Create Bloomberg Desktop Connection

First, create a Bloomberg Desktop connection. Then, request last and open prices for a security. The current data you see when running this code can differ from the output data here.

Create the Bloomberg connection using the Bloomberg Desktop C++ interface.

c = bloomberg

c =

  bloomberg with properties:

    Session: [1×1 datafeed.internal.BLPSession]
    IPAddress: "localhost"
    Port: 8194.00
    TimeOut: 0
    DatetimeType: ''
    DataReturnFormat: ''

The bloomberg function creates a bloomberg object c with these properties:

• Bloomberg V3 API Session object

• IP address of the local machine

• Port number of the local machine

• Number of milliseconds specifying how long MATLAB® attempts to connect to Bloomberg Desktop before timing out

• Date and time data type

• Data return format

Request last and open prices for Microsoft^®.

[d,sec] = getdata(c,'MSFT US Equity',{'LAST_PRICE';'OPEN'})

d = 
    LAST_PRICE: 33.3401
          OPEN: 33.6000

sec = 
    'MSFT US Equity'

getdata returns a structure d with the last and open prices. Also, getdata returns the name of the security in sec.

Close the Bloomberg connection.

close(c)

Create Bloomberg Desktop Connection with Timeout

First, create a Bloomberg Desktop connection with a timeout value. Then, request last and open prices for a security. The current data you see when running this code can differ from the output data here.

Create the Bloomberg connection using the Bloomberg Desktop C++ interface. Specify a timeout value of 10,000 milliseconds.

c = bloomberg([],[],10000)

c =

  bloomberg with properties:

    Session: [1×1 datafeed.internal.BLPSession]
    IPAddress: "localhost"
    Port: 8194.00
    TimeOut: 10000
    DatetimeType: ''
    DataReturnFormat: ''

The bloomberg function creates a bloomberg object c with these properties:

• Bloomberg V3 API Session object

• IP address of the local machine

• Port number of the local machine

• Number of milliseconds specifying how long MATLAB® attempts to connect to Bloomberg Desktop before timing out

• Date and time data type

• Data return format

Request last and open prices for Microsoft.

[d,sec] = getdata(c,'MSFT US Equity',{'LAST_PRICE';'OPEN'})

d = 
    LAST_PRICE: 33.3401
          OPEN: 33.6000

sec = 
    'MSFT US Equity'

getdata returns a structure d with the last and open prices. Also, getdata returns the name of the security in sec.

Close the Bloomberg connection.

close(c)

Version History

Introduced in R2021a