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blpapi

Bloomberg Open API (BLPAPI) binding for node.js

build status blpapi-node

Bloomberg Open API binding for Node.js.

Find source code in the Github repository.

Note: This repository was renamed from node-blpapi to blpapi-node.

Dependencies

This module requires:

  • Node.js version >= 0.6.x (io.js >= 1.0.x is supported)
  • Linux, Windows, or Mac OS X (32 or 64-bit)
  • GCC (Linux), MSVC++ (Windows), or Xcode (Mac OS X)
  • Bloomberg Desktop API (DAPI), Server API (SAPI), or B-PIPE subscription

This module includes:

Note: Mac OS X users can only connect to SAPI or B-PIPE products.

Installation

From your project directory, run:

$ npm install blpapi

To install directly from github source, run:

$ npm install git://github.com/bloomberg/blpapi-node.git

This will download and build blpapi in node_modules/.

Note: Windows users using the Express version of Visual Studio may not have the 64-bit compiler platform installed. If errors are seen related to the x64 platform not being found, please force a 32-bit arch before invoking npm by running from the command shell:

> set npm_config_arch="ia32"

Usage

The module design closely follows the BLPAPI SDK design, with slight modifications in syntax for easier consumption in Javascript. The SDK developer's guide should serve as the main guide for the module's functionality.

Full examples contained in the examples directory demonstrate how to use most SDK functionality. Full descriptions of all available requests, responses, and options are contained within the BLPAPI API Developer Guide.

Opening A Session

var blpapi = require('blpapi');
var session = new blpapi.Session({ host: '127.0.0.1', port: 8194 });

session.on('SessionStarted', function(m) {
    // ready for work
});

Opening A Subscription Service

var service_id = 1;

session.on('SessionStarted', function(m) {
    session.openService('//blp/mktdata', service_id);
});

session.on('ServiceOpened', function(m) {
    // m.correlations[0].value == service_id
    // ready for subscriptions
});

Subscribing To Market Data

var securities = [
    { security: 'AAPL US Equity', correlation: 0, fields: ['LAST_TRADE'] },
    { security: 'GOOG US Equity', correlation: 1, fields: ['LAST_TRADE'] }
];

session.on('ServiceOpened', function(m) {
    if (m.correlations[0].value == service_id) {
        session.subscribe(securities);
    }
});

session.on('MarketDataEvents', function(m) {
    if (m.data.hasOwnProperty('LAST_TRADE')) {
        console.log(securities[m.correlations[0].value].security,
                    'LAST_TRADE', m.data.LAST_TRADE);
        // outputs:
        // AAPL US Equity LAST_TRADE 600.00
        // AAPL US Equity LAST_TRADE 601.00
        // GOOG US Equity LAST_TRADE 650.00
        // ...
    }
});

Creating An Authorized Identity

Some session configurations, for example when connecting to a B-PIPE, may require calls to request and subscribe to specify an authorized Identity. The authorizeUser function performs an AuthorizationRequest on the //blp/apiauth. This function differs slightly from the BLPAPI SDK design in two ways. First, rather than having separate response events for success and failure, it emits the AuthorizationResponse event for both. Second, the Identity object is returned via the response as data.identity. This is only set for successful authorization, so its presence or absence can be used to determine whether the AuthorizationResponse indicates success or failure. data.identity is an opaque object representing the authorized user. Its only use is to be passed to request and subscribe.

var auth_service_id = 2;
var token_correlation_id = 3;
var identity_correlation_id = 4;

session.on('SessionStarted', function(m) {
    session.openService('//blp/apiauth', auth_service_id);
});

session.on('ServiceOpened', function(m) {
    if (m.correlations[0].value == auth_service_id) {
        // Request a token to be sent to you via MSG.
        session.request('//blp/apiauth', 'AuthorizationTokenRequest',
            { uuid: 12345678, label: 'testApp' }, token_correlation_id);
    }
});

session.on('AuthorizationTokenResponse', function(m) {
    if (m.correlations[0].value == token_correlation_id) {
        // Request the identity
        session.authorizeUser({ uuid: 12345678, token: 'token from MSG' },
            identity_correlation_id);
    }
});

session.on('AuthorizationResponse', function(m) {
    if (m.correlations[0].value == identity_correlation_id) {
        if (m.data.hasOwnProperty('identity') {
            // Authorization successful;
            // Save m.data.identity for use with later requests.
        }
    }
});

Using An Authorized Identity To Make A Request

var identity;  // Assumed to be set by a previous AuthorizationResponse

var refdata_service_id = 5;
var refdata_correlation_id = 6;

session.on('SessionStarted', function(m) {
    session.openService('//blp/refdata', refdata_service_id);
});

session.on('ServiceOpened', function(m) {
    if (m.correlations[0].value == refdata_service_id) {
        session.request('//blp/refdata', 'ReferenceDataRequest',
            { securities: ['IBM US Equity'], fields: [PX_LAST'] },
            refdata_correlation_id, identity);
    }
});

session.on('ReferenceDataResponse', function(m) {
    if (m.correlations[0].value == refdata_correlation_id) {
         console.log(m.data);
    }
});

Error Handling

Exceptions thrown from the C++ SDK layer are translated into JavaScript exceptions with the same type name. The JavaScript exception types inherit from Error with the message property set to the description obtained from the original C++ exception. Refer to the C++ SDK documentation for additional information on exceptions.

This is a list of the exception types:

  • DuplicateCorrelationIdException
  • InvalidStateException
  • InvalidArgumentException
  • InvalidConversionException
  • IndexOutOfRangeException
  • FieldNotFoundException
  • NotFoundException
  • UnknownErrorException
  • UnsupportedOperationException

License

MIT license. See license text in LICENSE.