Bloomberg FTP Introduction
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When sending request files to Bloomberg via FTP, you need to prepare a request file in a special format. Here is an example with some of the most common parameters:
START-OF-FILE FIRMNAME=XXXXX PROGRAMFLAG=adhoc PROGRAMNAME=gethistory REPLYFILENAME=data.out SECID=TICKER COLUMNHEADER=yes SECMASTER=yes CLOSINGVALUES=yes DERIVED=yes COMPRESS=no DELIMITER=, HEADER=no DATERANGE=31 START-OF-FIELDS VOLUME PX_LAST PX_SETTLE END-OF-FIELDS START-OF-DATA ES1 Index END-OF-DATA END-OF-FILE
FIRMNAME— your company identifier for Bloomberg. Starts with "dl" (Data License) follower by some numeric id.
PROGRAMFLAG— for a single request to bloomberg, use
Adhocrequests are started to execute immediately, but might be subject to extra cost.
PROGRAMNAME— most common programs are
getdataprogram is typically used to retrieve reference data such as contract data, expiration dates, holidays, or last daily values for a given security. To retrieve daily values, such as price, volume, etc. for a period over several days, use
getquotesprogram is used to retrieve price tick data on a second precision.
REPLYFILENAME— name of the file that Bloomberg will send as a reply. They recommend to give it .out extension.
SECID— type of security identified that is used inside
TICKERyou can use generic names like
ES1 Index, but you can also use
CLOSINGVALUES— put yes just to make sure you are not missing any data.
DELIMITER— specifies the field delimiter to use in the resulting output file.
COLUMNHEADER— whether you want the column names to be present in the output file, typically yes.
COMPRESS— whether the output file will be gzip compressed. Response files for the
getquotesprogram will always be compressed irrespective of this value.
HEADER— whether the output file should contain the header from the request file.
START-OF-FIELDS — list the names of the fields you want to retrieve data for.
START-OF-DATA — list the security ids you want to retrieve data for.