Main Content

Retrieve Bloomberg Intraday Tick Data Using Bloomberg B-PIPE C++ Interface

This example shows how to retrieve intraday tick data from Bloomberg®.

Connect to Bloomberg

Create a Bloomberg B-PIPE® connection using the IP address of the machine running the Bloomberg B-PIPE process. This example uses the Bloomberg B-PIPE C++ interface and assumes the following:

  • The authentication is Windows® authentication when you set authtype to 'OS_LOGON'.

  • The application name is blank because you are not connecting to Bloomberg B-PIPE using an application.

  • The IP address for the machine running the Bloomberg B-PIPE process is '111.11.11.112'.

  • The port number of the machine running the Bloomberg B-PIPE process is 8194.

c is a bloombergBPIPE object.

authtype = 'OS_LOGON';
appname = '';
ipaddress = {'111.11.11.112'};
port = 8194;

c = bloombergBPIPE(authtype,appname,ipaddress,port);

Validate the Bloomberg connection.

v = isconnection(c)
v =

     1

v returns true showing that the Bloomberg connection is valid.

Retrieve Intraday Tick Data

Retrieve the trade tick series for the past 50 days for the IBM® security aggregated into 5-minute intervals.

d = timeseries(c,'IBM US Equity',{floor(now)-50,floor(now)},5,'Trade')
ans =

  Columns 1 through 7

   735487.40        187.20        187.60        187.02        187.08     207683.00        560.00
   735487.40        187.03        187.13        186.65        186.78      46990.00        349.00
   735487.40        186.78        186.78        186.40        186.47      51589.00        399.00
     ...

Column 8

   38902968.00
    8779374.00
    9626896.00
   ...

The columns in d contain the following:

  • Numeric representation of date and time

  • Open price

  • High price

  • Low price

  • Closing price

  • Volume of ticks

  • Number of ticks

  • Total tick value in the bar

The first row of data shows prices and tick data for the current date. The next row shows tick data for 5 minutes later.

Close Bloomberg Connection

close(c)

See Also

Objects

Functions

Related Topics