IOI API Programmers Guide¶

This document is for developers who will use the Bloomberg IOI API Server to publish and subscribe to IOI (Indication of Interest) messages.

IOI API allows clients to use Bloomberg API 3.0 to automate the IOI publishing into Bloomberg and to subscribe IOI message from Bloomberg.

The Bloomberg API uses an event-driven model. The IOI API is an extension of Bloomberg API 3.0 and it lets users integrate streaming real-time and static data into their own custom applications. The user can choose the data they require down to the level of individual fields. The Bloomberg API 3.0 programming interface implementations are extremely lightweight. For details to the Desktop API, please refer to the Desktop API Programmers Guide from WAPI<GO>.

The Bloomberg API interface is thread-safe and thread-aware, giving applications the ability to utilize multiple processors efficiently. The Bloomberg API supports run-time downloadable schema for the service it provides, and it provides methods to query these schemas at runtime. This means additional service in Bloomberg API is supported without addition to the interface.

The object model for Java, .NET and C++ are identical. The C interface provides a C-style version of the object model.

Important

Due to the trading nature with the various Trading API’s at Bloomberg (e.g. EMSX API, IOI API, etc.) Bloomberg cannot legally assist on the client-side coding other than providing a high-level overview of the service, advice on some of the best practices approach to use the request/response paradigm and asynchronous event-driven nature of the subscription paradigm.

It is highly recommended that the technical resource working on the Trading API has extensive programming experiences and a solid understanding of software application architecture.

Warning

Please note that performance/load test should never be performed on any of the API environment as this is a shared environment and we monitor and increase capacity as needed.

Introduction¶

The IOI API Server provides Bloomberg users with the ability to publish IOIs into Bloomberg and subscribe IOIs in Equities and Derivatives using Bloomberg API

The IOI API Server for subscribing requires separate authorization by the publishing broker on top of the Bloomberg authorization.

Note

IOI API users will need the following steps completed before using the IOI API service.

Signed EMSxNET Order Originator Agreement.

Install serverapi.exe and register with Bloomberg.

Enable IOI API per UUID by the Global EMSX Trade Desk for Test (Beta) and Production.

To get access to IOI API in UAT and production, please click <Help><Help> on EMSX<GO>.

Download Bloomberg Desktop API v3 SDK from WAPI<GO> in Bloomberg terminal.

To get access to IOI API in UAT and production, please click <Help><Help> on EMSX<GO>.

Support¶

For all IOI functionality and IOI API techincal inquires please contact the EMSX Trade Desk. They are available 24/6 and please ensure you provide your Bloomberg UUID.

By Bloomberg Terminal:

HELP 2x (F1 key) on your terminal, ask to speak to the EMSX Trade Desk HELP 1x (F1 key) on your terminal, to compose an email message to the EMSX Trade Desk.

By email:

emsx@bloomberg.net

By Phone:

Please call your local global customer support number and ask to speak to the EMSX Trade Desk

+1-212-617-2000

+44-20-7330-7500

+65-6212-1000

How to install serverapi.exe¶

Please follow the following steps to install and register the installer with Bloomberg Enterprise Solutions with the assistance from EMSX Implementation team.

The following example is based on the windows environment and thus there will be slight variations when installing from linux or solaris operating system.

Run serverapi.exe

C:\temp>serverapiinstaller.exe

You will see the following message

C:\temp>serverapiinstaller.exe
logging to C:\temp\install.2016102610.152444.log

Bloomberg ECD Installer for Windows (32-bit)
Version 3.2.2.0

Warning: This program is protected by copyright law and international treaties.

Unauthorized reproduction or distribution of this program, or any portion of
it, may result in severe civil and criminal penalties, and will be prosecuted
to the maximum extent possible under law.

logging to C:\temp\install.2016102610.152444.log

Bloomberg ECD Installer for Windows (32-bit)
Version 3.2.2.0

Warning: This program is protected by copyright law and international treaties.

Unauthorized reproduction or distribution of this program, or any portion of
it, may result in severe civil and criminal penalties, and will be prosecuted
to the maximum extent possible under law.

Would you like to continue? (Y/N):

Type:- Y

Would you like to continue? (Y/N): y

Checking connectivity to Bloomberg ...


a) via Bloomberg Network to [ Hostname = 208.134.161.62 Port = 8194 ] ...
Succeeded.

                            [ Hostname = 208.134.161.158 Port = 8194 ] ...
Succeeded.

                            [ Hostname = 208.134.161.18 Port = 8194 ] ...
Succeeded.

                            [ Hostname = 208.134.161.179 Port = 8194 ] ...
Succeeded.

b) via the Internet to [ Hostname = api1.bloomberg.net Port = 8194 ] ...
Succeeded.

                       [ Hostname = api2.bloomberg.net Port = 8194 ] ...
Succeeded.

                       [ Hostname = api3.bloomberg.net Port = 8194 ] ...
Succeeded.

                       [ Hostname = api4.bloomberg.net Port = 8194 ] ...
Succeeded.

                       [ Hostname = api5.bloomberg.net Port = 8194 ] ...
Succeeded.

                       [ Hostname = api6.bloomberg.net Port = 8194 ] ...
Succeeded.

                       [ Hostname = api7.bloomberg.net Port = 8194 ] ...
Succeeded.

                       [ Hostname = api8.bloomberg.net Port = 8194 ] ...
Succeeded.



Which of the above routes will you use to connect to Bloomberg? (a/b):

Select the appropriate network option (private vs. public/internet)

Which of the above routes will you use to connect to Bloomberg? (a/b): b

Bloomberg Network connectivity unavailable. Connecting via the Internet.

Select Product Class
1) blpddm    Software that provides development access to distribute data locally or contribute data to Bloomberg.
2) ServerApi Provides access to Bloomberg real-time streaming and static data
0) Quit

Please enter selection:

Select:- 2 for Server API

Please enter selection: 2

Installation path:
        'C:\'

Use this path? (Y/N/Q):

Select:- Y

Use this path? (Y/N/Q): y

Downloading latest installer ...
done.

logging to C:\temp\install.2016102610.152444.log

Beginning new install ...

Note

If the default port is already being used by a different service it may show the following message:

*** WARNING: Port conflict detected with other service.
The port of the Desktop will conflict with the ServerApi should installation proceed. If you still want to install
ServerApi, you will need to specify a different port number.

 Do you want to continue with the installation? (Y/N) [N]:

Select:- Y and enter the port

Do you want to continue with the installation? (Y/N) [N]:y
Please enter ServerApi listen port: [8294]:8294

Select the version:-

Versions available for ServerApi
1) 3.46.6.0     Windows     ServerAPI 2014-07

2) 3.48.8.1     Windows     ServerAPI 2014-09

3) 3.48.9.1     Windows     ServerAPI 2014-11

4) 3.50.7.1     Windows     ServerAPI 2015-01

5) 3.56.4.1     Windows     ServerAPI 2015-04

6) 3.60.0.1     Windows     ServerAPI 2015-07

7) 3.64.5.1     Windows     ServerAPI 2015-10

8) 3.70.0.1     Windows     ServerAPI 2016-01

9) 3.72.2.1     Windows     ServerAPI 2016-04

10) 3.82.3.1     Windows     ServerAPI 2016-10

11) 3.46.6.0     Windows64   ServerAPI 2014-07

12) 3.48.8.1     Windows64   ServerAPI 2014-09

13) 3.48.9.1     Windows64   ServerAPI 2014-11

14) 3.50.7.1     Windows64   ServerAPI 2015-01

15) 3.56.4.1     Windows64   ServerAPI 2015-04

16) 3.60.0.1     Windows64   ServerAPI 2015-07

17) 3.64.5.1     Windows64   ServerAPI 2015-10

18) 3.70.0.1     Windows64   ServerAPI 2016-01

19) 3.72.2.1     Windows64   ServerAPI 2016-04

20) 3.82.3.1     Windows64   ServerAPI 2016-10

0) Quit
Please enter version of ServerApi that you want to install:

Select the latest:-

Please enter version of ServerApi that you want to install: 20
Downloading ServerApi components ...

Enter other information:-

Enter the following information:

Country (e.g., USA): State (e.g., NY): City or Town (e.g., New York): Company Name (e.g., Bloomberg L.P.): Department Name (e.g., Equity Trading):
Finished:-

Enter the following information:

Country (e.g., USA): USA
State (e.g., NY): NY
City or Town (e.g., New York): New York
Company Name (e.g., Bloomberg L.P.): Bloomberg LP
Department Name (e.g., Equity Trading): EMSX

Creating certificate ...
done.

Registering server ...
done.


Do you want to install ServerApi as a Windows Service? (Y/N): y

Installing ServerApi as a windows Service...
service ServerApi configured for restart on first error
 done

done.


*** Please reboot your computer for changes to take effect ***


Call Bloomberg's Global Customer Support at +1 (212) 318-2000 and ask for the
Global Installs desk. The Bloomberg representative will ask you to read your
registration number over the phone four characters at a time.


Your registration key is:
        321c-5ad5-7fa8-2954-1930-abb0-b64c-ecaf-1505-64d4

Note

Once the registration process is completed. EMSX Implementation team globally will assist with configuring the Server Side EMSX API with various execution destinations per client request.

Creating User Identities¶

In the server environment, the user identities must be created and cached prior to the making requests. Therefore, the process would look as follows:-

Note

Note: The IOI API Server code samples demonstrate how to create identity object.

The first new step is to open the authentication service. This is done in the same way as for any other service in the Bloomberg API. For example:-

d_authsvc = "//blp/apiauth";
session.openServiceAsync(d_authsvc);

Once the service is opened, we need to create and send an authorization request. To create an identity for a specific user, you will need the AuthID for the user. This is the name the user is known by in the EMRS system for your server. The values for these names will have been agreed with you as part of the implementation of the server, or subsequently when adding a new user. Also, an IP address is required. The only requirement for this IP address is that it is unique amongst all the identities generated for a session. You can create and send the request as follows:-

private Identity userIdentity;

*
*
*

Service authService = session.getService(d_authsvc);
Request authReq = authService.createAuthorizationRequest();

authReq.set("authId", authID);
authReq.set("ipAddress", appIP);

userIdentity = session.createIdentity();

authRequestID = new CorrelationID();

try
{
        session.sendAuthorizationRequest(authReq, userIdentity, authRequestID);
}
catch (Exception e)
{
        System.out.println("Unable to send authorization request: " + e.getMessage());
}

In the above code, you can see that an empty identity object is created using session.createIdentity(). This is the object that will be populated once successful authentication has been achieved, and it is the object that will need to be cached.

We will receive a Response event for the Authentication service. In the example below, we use a CorrelationID to identify messages from the Authentication service, and check for success or failure:-

        if(msg.correlationID()==authRequestID) {

        if(msg.messageType().equals(AUTHORIZATION_SUCCESS)) {
                System.out.println("Authorised...Opening IOI service...");
                System.out.println("Seat Type: " + userIdentity.seatType().toString());
                session.openServiceAsync(d_service);
        } else if(msg.messageType().equals(AUTHORIZATION_FAILURE)) {
                System.out.println("Authorisation failed...");
                System.out.println(msg.toString());
                wait(1000);
                // Automatically retry...
                sendAuthRequest(session);
        } else {
                System.out.println("Unexpected authorisation message...");
                System.out.println(msg.toString());
        }
}

When we receive the successful authorization, we can continue with opening the IOI service. If multiple authorization requests have been sent, for a number of different UUIDs, it is necessary to wait for all the responses before being able to use all the identity objects.

In the above code, you will see that we examine the ‘seatType’ of the identity. The seat type in this case will be either BPS or non-BPS.

Using User Identities¶

In the server environment, there is no Bloomberg terminal, and therefore no implied user can be identified. Moreover, the server is capable of connecting to any number of IOI user identities, simultaneously. Therefore, the application making the call must indicate which user is the intended target. This is done through the creation and use of Identity object.

An Identity object represents a specific Bloomberg UUID. Once created, an Identity object can be cached for 24hrs, and used with every sendRequest() and subscribe() call.

Identity objects are live, that is they remain connected to Bloomberg in real-time and are capable of receiving events. We recommend that an identity is recreated every 24hrs, to ensure that it picks up the latest changes to any user settings, including access to IOI<GO>.

Migrating the existing desktop application call to a server application simply involves changing all sendRequest() and subscribe() calls to include the appropriate identity, as follows:-

DAPI:
        session.sendRequest(request, requestID);
        session.subscribe(subscriptions);

Server:
        session.sendRequest(request, Identity, requestID);
        session.subscribe(subscriptions, Identity);

IOI API Code Samples¶

Important

The latest IOI API Code samples can be found here.

IOI API Subscription¶

This document is for developers who will use the Bloomberg IOI API Server to subscribe to IOI (Indication of Interest) messages from various brokers.

The subscribed message can be found in IOI<GO> function in the Bloomberg terminal.

The service name is //blp/ioisub for production and //blp/ioisub-beta to call the test environment.

Unlike the EMSX API, the IOI API service supports partial response messages which will return messages that are a subset of the information.

IOI API Subscription Schema

Bloomberg API Service for IOI API Subscription¶

For IOI subscription, this is accomplished by referencing //blp/ioisub-beta as the service name in your program. This command will allow your service to redirect all IOI API subscription to the test environment.

Once the client has thoroughly tested the custom-built strategies, they can access the production environment by changing the service name from //blp/ioisub-beta to //blp/ioisub.

Accessing the Test Environment¶

Bloomberg provides a test environment for clients to build and test their strategies using the IOI API.

Inside the Bloomberg Terminal type UAT ON <GO>.This command allows the particular terminal window and launchpad to log into the beta environment. Please note, when a user is remote into the beta environment it only affects that particular terminal window and the other Bloomberg panels will not be affected by the UAT ON <GO> command.

To check which environment your current view is in, type VSAT <GO> inside the Bloomberg terminal.

To get back to production type UAT OFF <GO>. Please note that the testing environment in Beta will not operate in the exact same way as the production environment. Also, please note that the beta environment is a lot slower than the production environment and no one should perform any volume or load testing in the beta environment.

API Demo Tool¶

API Demo Tool is a handy tool while developing on any Bloomberg API services. The API Demo Tool provides real-time schema viewing tool among other handy tools that can be leveraged during the initial development.

The API Demo Tool can be downloaded from the Bloomberg terminal along with other generic Bloomberg API code samples.

WAPI<GO> >> API Download Center >> Download

Desktop vs. Server Authentication¶

Desktop:

d_ioi = "//blp/ioiapi-beta-request"
d_host = "localhost"
d_port = 1234

Server:

d_ioi = "//blp/ioiapi-beta-request"
d_auth = "//blp/apiauth"
d_host = "abc.com"
d_port = 1234
d_user = "myAuthID"
d_ip = "10.20.30.40"

Set authorization request:

def sendAuthRequest(self, session):

    authService = session.getService(d_auth)
    authReq = authService.createAuthorizationRequest()
    authReq.set("emrsID", d_user)
    authReq.set("ipAdress", d_ip)
    self.identity = session.createIdentity()

    print ("Sending authorization rquest: %s" % (authReq))

    session.sendAuthorizationRequest(authReq, self.identity)

    print ("Authorization request sent.")

...

def processAuthorizationStatusEvent(self, event):

    print("Processing AUTHORIZATION_STATUS event")

    for msg in event:

        print("AUTHORIZATION_STATUS message: %s" % (msg))

...

def processEvent(self, event, session):
    try:

    ...

    elif event.eventType() == blpapi.Event.AUTHORIZATION_STATUS:
        self.processAuthorizationStatusEvent(event)

    ...

IOI API Subscription¶

The IOI API Subscription allows IOI messages over subscription service.

Full code sample:-

Subscribe IOI cs	Subscribe IOI py
Subscribe IOI java

Hint

Please right click on the top code sample link to open in a new tab.

 def createIOISubscription(self, session):

     print("Create IOI subscription")

     #Create the topic string for the ioi subscription.
     ioiTopic = d_ioi + "/ioi"

     subscriptions = blpapi.SubscriptionList()

     subscriptions.add(topic=ioiTopic,correlationId=ioiSubscriptionID)

     print("Sending subscription...")
     session.subscribe(subscriptions)

Output:-

C:\Users\_scripts>py -3 py_dapi_SubscribeIOI.py
Bloomberg - IOI API Example - DesktopAPI - SubscribeIOI
Connecting to localhost:8194
Processing SESSION_STATUS event
SessionConnectionUp = {
    server = "localhost:8194"
    encryptionStatus = "Clear"
}

Session connection is up
Processing SESSION_STATUS event
SessionStarted = {
    initialEndpoints[] = {
        initialEndpoints = {
            address = "localhost:8194"
        }
    }
}

Session started...
Processing SERVICE_STATUS event
ServiceOpened = {
    serviceName = "//blp/ioisub-beta"
}

IOIAPI service opened... Sending request...
Create IOI subscription
Sending subscription: //blp/ioisub-beta/ioi
Processing SUBSCRIPTION_STATUS event
SUBSCRIPTION_STATUS MESSAGE: SubscriptionStarted = {
    exceptions[] = {
    }
    streamIds[] = {
        "1"
    }
    receivedFrom = {
        address = "localhost:8194"
    }
    reason = "Subscriber made a subscription"
}

IOIAPI subscription started...
SUBSCRIPTION_STATUS MESSAGE: SubscriptionStreamsActivated = {
    streams[] = {
        streams = {
            id = "1"
            endpoint = {
                address = "localhost:8194"
            }
        }
    }
    reason = "Subscriber made a subscription"
}

Processing SUBSCRIPTION_DATA event
Ioidata = {
    ioi_instrument_type = "stock"
    ioi_instrument_stock_security_ticker = "VOD LN Equity"
    ioi_goodUntil = 2020-01-23T14:45:59.000+00:00
    ioi_bid_price_type = "fixed"
    ioi_bid_price_fixed_price = 226.500000
    ioi_bid_price_fixed_currency = "GBp"
    ioi_bid_size_type = "quantity"
    ioi_bid_size_quantity = 1000
    ioi_bid_notes = "bid notes"
    ioi_bid_qualifiers_count = 0
    ioi_bid_natural = 0
    ioi_sentTime = 2020-01-23T14:30:59.267+00:00
    ioi_id = "-1034576088"
    state = "New"
    id_value = "-1034576088"
    originalId_value = "-1034576088"
    trader_uuid = 6767714
    trader_acronym = "B:BLP"
    trader_username = "TKIM"
    receivedTime = 2020-01-23T14:30:59.267+00:00
}

IOI MESSAGE: CorrelationID(1)
ioi_instrument_type: stock
ioi_instrument_option_legs_count: 0
ioi_instrument_option_legs_0_strike: 0
ioi_instrument_option_legs_0_expiry:
ioi_instrument_option_legs_0_type:
ioi_instrument_option_legs_0_ratio: 0
ioi_instrument_option_legs_0_underlying_type:
ioi_instrument_option_legs_0_underlying_ticker:
ioi_instrument_option_legs_0_underlying_figi:
ioi_instrument_option_legs_0_exchange:
ioi_instrument_option_legs_0_style:
ioi_instrument_option_legs_0_futureRefDate:
ioi_instrument_option_legs_0_delta: 0
ioi_instrument_option_legs_1_strike: 0
ioi_instrument_option_legs_1_expiry:
ioi_instrument_option_legs_1_type:
ioi_instrument_option_legs_1_ratio: 0
ioi_instrument_option_legs_1_underlying_type:
ioi_instrument_option_legs_1_underlying_ticker:
ioi_instrument_option_legs_1_underlying_figi:
ioi_instrument_option_legs_1_exchange:
ioi_instrument_option_legs_1_style:
ioi_instrument_option_legs_1_futureRefDate:
ioi_instrument_option_legs_1_delta: 0
ioi_instrument_option_legs_2_strike: 0
ioi_instrument_option_legs_2_expiry:
ioi_instrument_option_legs_2_type:
ioi_instrument_option_legs_2_ratio: 0
ioi_instrument_option_legs_2_underlying_type:
ioi_instrument_option_legs_2_underlying_ticker:
ioi_instrument_option_legs_2_underlying_figi:
ioi_instrument_option_legs_2_exchange:
ioi_instrument_option_legs_2_style:
ioi_instrument_option_legs_2_futureRefDate:
ioi_instrument_option_legs_2_delta: 0
ioi_instrument_option_legs_3_strike: 0
ioi_instrument_option_legs_3_expiry:
ioi_instrument_option_legs_3_type:
ioi_instrument_option_legs_3_ratio: 0
ioi_instrument_option_legs_3_underlying_type:
ioi_instrument_option_legs_3_underlying_ticker:
ioi_instrument_option_legs_3_underlying_figi:
ioi_instrument_option_legs_3_exchange:
ioi_instrument_option_legs_3_style:
ioi_instrument_option_legs_3_futureRefDate:
ioi_instrument_option_legs_3_delta: 0
ioi_instrument_option_structure:
ioi_instrument_stock_security_ticker: VOD LN Equity
ioi_instrument_stock_security_figi:
ioi_goodUntil: 2020-01-23T14:45:59.000+00:00
ioi_bid_price_type: fixed
ioi_bid_price_fixed_price: 226
ioi_bid_price_fixed_currency: GBp
ioi_bid_price_pegged_offsetAmount: 0
ioi_bid_price_pegged_offsetFrom:
ioi_bid_price_pegged_limitPrice: 0
ioi_bid_price_reference:
ioi_bid_price_moneyness: 0
ioi_bid_size_type: quantity
ioi_bid_size_quantity: 1000
ioi_bid_size_quality:
ioi_bid_referencePrice_price: 0
ioi_bid_referencePrice_currency:
ioi_bid_volatility: 0
ioi_bid_notes: bid notes
ioi_bid_qualifiers_count: 0
ioi_bid_qualifiers_0:
ioi_bid_qualifiers_1:
ioi_bid_qualifiers_2:
ioi_bid_qualifiers_3:
ioi_bid_qualifiers_4:
ioi_offer_price_type:
ioi_offer_price_fixed_price: 0
ioi_offer_price_fixed_currency:
ioi_offer_price_pegged_offsetAmount: 0
ioi_offer_price_pegged_offsetFrom:
ioi_offer_price_pegged_limitPrice: 0
ioi_offer_price_reference:
ioi_offer_price_moneyness: 0
ioi_offer_size_type:
ioi_offer_size_quantity: 0
ioi_offer_size_quality:
ioi_offer_referencePrice_price: 0
ioi_offer_referencePrice_currency:
ioi_offer_volatility: 0
ioi_offer_notes:
ioi_offer_qualifiers_count: 0
ioi_offer_qualifiers_0:
ioi_offer_qualifiers_1:
ioi_offer_qualifiers_2:
ioi_offer_qualifiers_3:
ioi_offer_qualifiers_4:
ioi_routing_strategy_name:
ioi_routing_strategy_brief:
ioi_routing_strategy_detailed:
ioi_routing_customId:
ioi_routing_broker:
ioi_sentTime: 2020-01-23T14:30:59.267+00:00
change:
Processing SUBSCRIPTION_DATA event
Processing SUBSCRIPTION_DATA event
Exception:  raw write() returned invalid length 72 (should have been between 0 and 36)
Processing SUBSCRIPTION_DATA event
Ioidata = {
    ioi_instrument_type = "stock"
    ioi_instrument_stock_security_ticker = "SINA UW Equity"
    ioi_goodUntil = 2020-01-23T14:36:15.000+00:00
    ioi_bid_price_type = "fixed"
    ioi_bid_price_fixed_price = 40.390000
    ioi_bid_price_fixed_currency = "USD"
    ioi_bid_size_type = "quantity"
    ioi_bid_size_quantity = 8279
    ioi_bid_notes = "1/22/2020 3:38:35 PM"
    ioi_bid_qualifiers_count = 0
    ioi_bid_natural = 0
    ioi_sentTime = 2020-01-23T14:31:15.183+00:00
    ioi_id = "D4291-23JAN2020-229-x0"
    state = "New"
    id_value = "1781985133"
    originalId_value = "1781985133"
    trader_uuid = 12624540
    trader_acronym = "B:BLP"
    receivedTime = 2020-01-23T14:31:15.183+00:00
}

IOI MESSAGE: CorrelationID(1)
ioi_instrument_type: stock
ioi_instrument_option_legs_count: 0
ioi_instrument_option_legs_0_strike: 0
ioi_instrument_option_legs_0_expiry:
ioi_instrument_option_legs_0_type:
ioi_instrument_option_legs_0_ratio: 0
ioi_instrument_option_legs_0_underlying_type:
ioi_instrument_option_legs_0_underlying_ticker:
ioi_instrument_option_legs_0_underlying_figi:
ioi_instrument_option_legs_0_exchange:
ioi_instrument_option_legs_0_style:
ioi_instrument_option_legs_0_futureRefDate:
ioi_instrument_option_legs_0_delta: 0
ioi_instrument_option_legs_1_strike: 0
ioi_instrument_option_legs_1_expiry:
ioi_instrument_option_legs_1_type:
ioi_instrument_option_legs_1_ratio: 0
ioi_instrument_option_legs_1_underlying_type:
ioi_instrument_option_legs_1_underlying_ticker:
ioi_instrument_option_legs_1_underlying_figi:
ioi_instrument_option_legs_1_exchange:
ioi_instrument_option_legs_1_style:
ioi_instrument_option_legs_1_futureRefDate:
ioi_instrument_option_legs_1_delta: 0
ioi_instrument_option_legs_2_strike: 0
ioi_instrument_option_legs_2_expiry:
ioi_instrument_option_legs_2_type:
ioi_instrument_option_legs_2_ratio: 0
ioi_instrument_option_legs_2_underlying_type:
ioi_instrument_option_legs_2_underlying_ticker:
ioi_instrument_option_legs_2_underlying_figi:
ioi_instrument_option_legs_2_exchange:
ioi_instrument_option_legs_2_style:
ioi_instrument_option_legs_2_futureRefDate:
ioi_instrument_option_legs_2_delta: 0
ioi_instrument_option_legs_3_strike: 0
ioi_instrument_option_legs_3_expiry:
ioi_instrument_option_legs_3_type:
ioi_instrument_option_legs_3_ratio: 0
ioi_instrument_option_legs_3_underlying_type:
ioi_instrument_option_legs_3_underlying_ticker:
ioi_instrument_option_legs_3_underlying_figi:
ioi_instrument_option_legs_3_exchange:
ioi_instrument_option_legs_3_style:
ioi_instrument_option_legs_3_futureRefDate:
ioi_instrument_option_legs_3_delta: 0
ioi_instrument_option_structure:
ioi_instrument_stock_security_ticker: SINA UW Equity
ioi_instrument_stock_security_figi:
ioi_goodUntil: 2020-01-23T14:36:15.000+00:00
ioi_bid_price_type: fixed
ioi_bid_price_fixed_price: 40
ioi_bid_price_fixed_currency: USD
ioi_bid_price_pegged_offsetAmount: 0
ioi_bid_price_pegged_offsetFrom:
ioi_bid_price_pegged_limitPrice: 0
ioi_bid_price_reference:
ioi_bid_price_moneyness: 0
ioi_bid_size_type: quantity
ioi_bid_size_quantity: 8279
ioi_bid_size_quality:
ioi_bid_referencePrice_price: 0
ioi_bid_referencePrice_currency:
ioi_bid_volatility: 0
ioi_bid_notes: 1/22/2020 3:38:35 PM
ioi_bid_qualifiers_count: 0
ioi_bid_qualifiers_0:
ioi_bid_qualifiers_1:
ioi_bid_qualifiers_2:
ioi_bid_qualifiers_3:
ioi_bid_qualifiers_4:
ioi_offer_price_type:
ioi_offer_price_fixed_price: 0
ioi_offer_price_fixed_currency:
ioi_offer_price_pegged_offsetAmount: 0
ioi_offer_price_pegged_offsetFrom:
ioi_offer_price_pegged_limitPrice: 0
ioi_offer_price_reference:
ioi_offer_price_moneyness: 0
ioi_offer_size_type:
ioi_offer_size_quantity: 0
ioi_offer_size_quality:
ioi_offer_referencePrice_price: 0
ioi_offer_referencePrice_currency:
ioi_offer_volatility: 0
ioi_offer_notes:
ioi_offer_qualifiers_count: 0
ioi_offer_qualifiers_0:
ioi_offer_qualifiers_1:
ioi_offer_qualifiers_2:
ioi_offer_qualifiers_3:
ioi_offer_qualifiers_4:
ioi_routing_strategy_name:
ioi_routing_strategy_brief:
ioi_routing_strategy_detailed:
ioi_routing_customId:
ioi_routing_broker:
ioi_sentTime: 2020-01-23T14:31:15.183+00:00
change:
Processing SUBSCRIPTION_DATA event
Ioidata = {
    ioi_instrument_type = "option"
    ioi_instrument_option_legs_count = 2
    ioi_instrument_option_legs_0_strike = 230.000000
    ioi_instrument_option_legs_0_expiry = 2020-01-31T12:00:00.000+00:00
    ioi_instrument_option_legs_0_type = "Call"
    ioi_instrument_option_legs_0_ratio = 1.000000
    ioi_instrument_option_legs_0_underlying_figi = "BBG000C6K6G9"
    ioi_instrument_option_legs_0_exchange = "LN"
    ioi_instrument_option_legs_0_style = "European"
    ioi_instrument_option_legs_1_strike = 240.000000
    ioi_instrument_option_legs_1_expiry = 2020-01-31T12:00:00.000+00:00
    ioi_instrument_option_legs_1_type = "Call"
    ioi_instrument_option_legs_1_ratio = -1.250000
    ioi_instrument_option_legs_1_underlying_figi = "BBG000C6K6G9"
    ioi_instrument_option_legs_1_exchange = "LN"
    ioi_instrument_option_legs_1_style = "European"
    ioi_instrument_option_structure = "CallSpread"
    ioi_goodUntil = 2020-01-23T14:46:21.192+00:00
    ioi_bid_price_type = "fixed"
    ioi_bid_price_fixed_price = 83.630000
    ioi_bid_price_fixed_currency = ""
    ioi_bid_size_type = "quantity"
    ioi_bid_size_quantity = 1000
    ioi_bid_referencePrice_price = 202.150000
    ioi_bid_referencePrice_currency = "GBp"
    ioi_bid_notes = "bid notes"
    ioi_bid_qualifiers_count = 0
    ioi_offer_price_type = "fixed"
    ioi_offer_price_fixed_price = 83.640000
    ioi_offer_price_fixed_currency = ""
    ioi_offer_size_type = "quantity"
    ioi_offer_size_quantity = 2000
    ioi_offer_referencePrice_price = 202.150000
    ioi_offer_referencePrice_currency = "GBp"
    ioi_offer_notes = "offer notes"
    ioi_offer_qualifiers_count = 0
    state = "New"
    id_value = "0678b50e-287c-416f-813a-bf34cde3f300"
    originalId_value = "0678b50e-287c-416f-813a-bf34cde3f300"
    trader_uuid = 6767714
    trader_acronym = "S:BLP"
    receivedTime = 2020-01-23T14:31:21.577+00:00
}

IOI MESSAGE: CorrelationID(1)
ioi_instrument_type: option
ioi_instrument_option_legs_count: 2
ioi_instrument_option_legs_0_strike: 230
ioi_instrument_option_legs_0_expiry: 2020-01-31T12:00:00.000+00:00
ioi_instrument_option_legs_0_type: Call
ioi_instrument_option_legs_0_ratio: 1
ioi_instrument_option_legs_0_underlying_type:
ioi_instrument_option_legs_0_underlying_ticker:
ioi_instrument_option_legs_0_underlying_figi: BBG000C6K6G9
ioi_instrument_option_legs_0_exchange: LN
ioi_instrument_option_legs_0_style: European
ioi_instrument_option_legs_0_futureRefDate:
ioi_instrument_option_legs_0_delta: 0
ioi_instrument_option_legs_1_strike: 240
ioi_instrument_option_legs_1_expiry: 2020-01-31T12:00:00.000+00:00
ioi_instrument_option_legs_1_type: Call
ioi_instrument_option_legs_1_ratio: -1
ioi_instrument_option_legs_1_underlying_type:
ioi_instrument_option_legs_1_underlying_ticker:
ioi_instrument_option_legs_1_underlying_figi: BBG000C6K6G9
ioi_instrument_option_legs_1_exchange: LN
ioi_instrument_option_legs_1_style: European
ioi_instrument_option_legs_1_futureRefDate:
ioi_instrument_option_legs_1_delta: 0
ioi_instrument_option_legs_2_strike: 0
ioi_instrument_option_legs_2_expiry:
ioi_instrument_option_legs_2_type:
ioi_instrument_option_legs_2_ratio: 0
ioi_instrument_option_legs_2_underlying_type:
ioi_instrument_option_legs_2_underlying_ticker:
ioi_instrument_option_legs_2_underlying_figi:
ioi_instrument_option_legs_2_exchange:
ioi_instrument_option_legs_2_style:
ioi_instrument_option_legs_2_futureRefDate:
ioi_instrument_option_legs_2_delta: 0
ioi_instrument_option_legs_3_strike: 0
ioi_instrument_option_legs_3_expiry:
ioi_instrument_option_legs_3_type:
ioi_instrument_option_legs_3_ratio: 0
ioi_instrument_option_legs_3_underlying_type:
ioi_instrument_option_legs_3_underlying_ticker:
ioi_instrument_option_legs_3_underlying_figi:
ioi_instrument_option_legs_3_exchange:
ioi_instrument_option_legs_3_style:
ioi_instrument_option_legs_3_futureRefDate:
ioi_instrument_option_legs_3_delta: 0
ioi_instrument_option_structure: CallSpread
ioi_instrument_stock_security_ticker:
ioi_instrument_stock_security_figi:
ioi_goodUntil: 2020-01-23T14:46:21.192+00:00
ioi_bid_price_type: fixed
ioi_bid_price_fixed_price: 83
ioi_bid_price_fixed_currency:
ioi_bid_price_pegged_offsetAmount: 0
ioi_bid_price_pegged_offsetFrom:
ioi_bid_price_pegged_limitPrice: 0
ioi_bid_price_reference:
ioi_bid_price_moneyness: 0
ioi_bid_size_type: quantity
ioi_bid_size_quantity: 1000
ioi_bid_size_quality:
ioi_bid_referencePrice_price: 202
ioi_bid_referencePrice_currency: GBp
ioi_bid_volatility: 0
ioi_bid_notes: bid notes
ioi_bid_qualifiers_count: 0
ioi_bid_qualifiers_0:
ioi_bid_qualifiers_1:
ioi_bid_qualifiers_2:
ioi_bid_qualifiers_3:
ioi_bid_qualifiers_4:
ioi_offer_price_type: fixed
ioi_offer_price_fixed_price: 83
ioi_offer_price_fixed_currency:
ioi_offer_price_pegged_offsetAmount: 0
ioi_offer_price_pegged_offsetFrom:
ioi_offer_price_pegged_limitPrice: 0
ioi_offer_price_reference:
ioi_offer_price_moneyness: 0
ioi_offer_size_type: quantity
ioi_offer_size_quantity: 2000
ioi_offer_size_quality:
ioi_offer_referencePrice_price: 202
ioi_offer_referencePrice_currency: GBp
ioi_offer_volatility: 0
ioi_offer_notes: offer notes
ioi_offer_qualifiers_count: 0
ioi_offer_qualifiers_0:
ioi_offer_qualifiers_1:
ioi_offer_qualifiers_2:
ioi_offer_qualifiers_3:
ioi_offer_qualifiers_4:
ioi_routing_strategy_name:
ioi_routing_strategy_brief:
ioi_routing_strategy_detailed:
ioi_routing_customId:
ioi_routing_broker:
ioi_sentTime:
change:
Ctrl+C pressed. Stopping...
Processing SESSION_STATUS event
SessionConnectionDown = {
    server = "localhost:8194"
}

Session connection is down
Processing SESSION_STATUS event
SessionTerminated = {
}

SessionTerminated = {
}

Error Message¶

Error Message	Description
Invalid tags in the topic	There is an unspported tag field or values detected in the topic string.
Exceeded subscription limits	There are too many subscription calls from the client.
The IPER code acronym could not be determined by Bloomberg.	The subscriber’s IPER code acronym could not be determined.
The acronym from the IPER code is blank.	The subscriber’s acronym code is blank
The side from the IPER code cannot be determined.	The subscriber’s side cannot be determined
The UUID is not enabled in `NNAB<GO>` terminal function.	The subscriber’s UUID is not enabled by any broker in `NNAB<GO>`
Failed to get the user UUID from the subscription call.	There wasn’t a valid UUID passed or the UUID passed was set to zero.

Description of Elements¶

The following elements are available for equity and options IOI subscription.

The sell-side sending IOIs will buy from the buy-side at the bid size/price and sell to the buy-side at the offer size/price.

Important

All times are in UTC.

Element Name	Description	Type
`id_value`	Unique Bloomberg value to identify IOI message, also known as handle	string
`ioi_bid_natural`	Indicate natural IOI	int32
`ioi_offer_natural`	Indicate natural IOI	int32
`ioi_bid_notes`	Notes section for IOI messages	string
`ioi_offer_notes`	Notes section for IOI messages	string
`ioi_bid_price_fixed_currency`	Three letter currency acronym for the IOI	string
`ioi_offer_price_fixed_currency`	Three letter currency acronym for the IOI	string
`ioi_bid_price_fixed_price`	IOI fixed price	float64
`ioi_offer_price_fixed_price`	IOI fixed price	float64
`ioi_bid_price_pegged_limitPrice`	IOI pegged limit price	float64
`ioi_offer_price_pegged_limitPrice`	IOI pegged limit price	float64
`ioi_bid_price_pegged_offsetAmount`	IOI pegged offset amount	float64
`ioi_offer_price_pegged_offsetAmount`	IOI pegged offset amount	float64
`ioi_bid_price_pegged_offsetFrom`	IOI pegged offset from	string
`ioi_offer_price_pegged_offsetFrom`	IOI pegged offset from	string
`ioi_bid_price_pegged_offsetType`	IOI pegged offset type	string
`ioi_offer_price_pegged_offsetType`	IOI pegged offset type	string
`ioi_bid_price_reference`	Bid, Mid, Ask	string
`ioi_offer_price_reference`	Bid, Mid, Ask	string
`ioi_bid_price_type`	Market, limit, or unspecified	string
`ioi_offer_price_type`	Market, limit, or unspecified	string
`ioi_bid_qualifiers_n`	IOI bid/offer qualifiers (e.g. H, U, V, I) [definitions]	string
`ioi_offer_qualifiers_n`	IOI bid/offer qualifiers (e.g. H, U, V, I) [definitions]	string
`ioi_bid_qualifiers_count`	IOI bid/offer qualifiers count	int32
`ioi_offer_qualifiers_count`	IOI bid/offer qualifiers count	int32
`ioi_bid_referencePrice_currency`	IOI bid/offer reference currency	string
`ioi_offer_referencePrice_currency`	IOI bid/offer reference currency	string
`ioi_bid_referencePrice_price`	IOI bid/offer reference price	float64
`ioi_offer_referencePrice_price`	IOI bid/offer reference price	float64
`ioi_bid_size_quality`	Small, Medium, or Large	string
`ioi_offer_size_quality`	Small, Medium, or Large	string
`ioi_bid_size_quantity`	Actual quantity of the IOI	int64
`ioi_offer_size_quantity`	Actual quantity of the IOI	int64
`ioi_bid_size_type`	IOI bid/offer size type	string
`ioi_offer_size_type`	IOI bid/offer size type	string
`ioi_bid_volatility`	Options IOI bid/offer volatility	float64
`ioi_offer_volatility`	Options IOI bid/offer volatility	float64
`ioi_clientId`	IOI Client ID	string
`ioi_goodUntil`	IOI good until time	dateTime
`ioi_instrument_option_legs_n_delta`	Options IOI delta	float64
`ioi_instrument_option_legs_n_exchange`	Options IOI exchange	string
`ioi_instrument_option_legs_n_expiry`	Options IOI leg expiry	dateTime
`ioi_instrument_option_legs_n_futureRefDate`	Options IOI future reference date	dateTime
`ioi_instrument_option_legs_n_listed_figi`	Options IOI FIGI	string
`ioi_instrument_option_legs_n_listed_ticker`	Options IOI ticker	string
`ioi_instrument_option_legs_n_listed_type`	Options IOI type	string
`ioi_instrument_option_legs_n_ratio`	Options IOI ratio	float64
`ioi_instrument_option_legs_n_strike`	Options IOI strike	float64
`ioi_instrument_option_legs_n_style`	European, American	string
`ioi_instrument_option_legs_n_type`	Options IOI leg type	string
`ioi_instrument_option_legs_n_underlying_figi`	Options IOI underlying figi	string
`ioi_instrument_option_legs_n_underlying_ticker`	Options IOI underlying ticker	string
`ioi_instrument_option_legs_n_underlying_type`	Options IOI underlying type	string
`ioi_instrument_option_legs_count`	Options IOI legs count	string
`ioi_instrument_option_structure`	Custom, CallSpread, PutSpread,	string
	Straddle, Strangle, SingleLegCall,
	SingleLegPut, CalendarCallSpread,
	CalendarPutSpread,
	CallSpreadReversal,
	PutSpreadReversal,
	DiagonalCalendarCallSpread,
	DiagonalCalendarPutSpread,
	CallButterfly, PutButterfly,
	IronButterfly, RiskReversal, Box,
	CallLadder, PutLadder, CallCondor,
	PutCondor, IronCondor, JellyRoll,
	RatioCallSpread, RatioPutSpread
`ioi_instrument_stock_security_figi`	Equity IOI security figi	string
`ioi_instrument_stock_security_ticker`	Equity IOI security ticker	string
`ioi_instrument_stock_security_type`	Equity IOI security type	string
`ioi_instrument_type`	IOI instrument type	string
`ioi_routing_benchmark`		string
`ioi_routing_broker`		string
`ioi_routing_customId`		string
`ioi_routing_orderType`		string
`ioi_routing_strategy_brief`		string
`ioi_routing_strategy_detailed`		string
`ioi_routing_strategy_name`		string
`ioi_sentTime`	IOI sent time	dateTime
`originalId_value`		string
`state`	IOI State: New, Replace and Cancel	string
`trader_acronym`	IPER code	string
`trader_username`	Trader name	string
`trader_uuid`	Trader UUID	int64

Actionable IOI¶

The IOIs published via IOI API Publication service can be actionable by the receiving buy-side firms.

The sell-side using IOI API Publication service can specify the targeting EMSX broker code along with customId element. The customId will allow the order receiving sell-side to tie the order back to the original IOI generated from the sell-side.

Element Name	Description	Type
`broker`	The broker code used in EMSX to submit the order. This is viewable as `ioi_routing_broker` element in the IOI API Subscription service.	string
`customId`	Optional, can be created by the sell-side to correlate back to an order. This is viewable as `ioi_routing_id` element in the IOI API Subscription service.	string
`strategy`	Optinal, if specified and the strategy exists in `EQMB<GO>`, this element will be accepted.	string

[definitions]

H = Customer Order in Hand - Firm agency order direct from the customer, U = Customer Principal Interest - Firm principal order originating from previous facilitation, V = Swithc / Versus Trade, I = In Touch With - , X = For Crossing, W = Working, T = Over Time / Day, D = VWAP, R = Ready to Trade, S = Portfolio Shown.

FAQ¶

General FAQ¶

What is a session?

Sessions are logical data stream connections and the EMSX API supports failover betweeen physical connections. During this failover, EMSX API will handle re-subscriptions for the end application.

If you are using multiple bloomberg API services, it is recommended to use separate sessions to avoid delaying a fast stream with slow one. For most design, it’s best to have separte session for real-time data vs. EMSX API or reference data service.
Should I open and close sessions as needed?

No, typically opening and closing a session is expensive for both the client’s application and for Bloomberg back-end and thus unnecessary for most application designs while using EMSX API.

Glossary¶

API: Application Programming Interface. The definition of the way in which two applicaitons can communciate with each other.
IOI: Indication of Interest (IOI) shows a conditional non-binding sales message from a sell-side or market maker to the buy-side looking to purchase or sell a security.