Problem bringing fields from bloomberg professional terminal


macrux
 

Hi there,

I have a problem bringing some fields with the tick42blp bridge, I'm trying to get the data for the price levels (wBestBidPrice1, wBestBidPrice2,..., wBestBidPrice10) as well as the sizes for those levels and also for the ask side, but when the mamalisten example receives the MamaMsg, it doesn't has those fields, even if they are specified as the documentation shows:

mamalistenc -m tick42blp -tport blp_tport -S BlpMktData -s "AAPL US Equity,[BEST_BID1, BEST_BID2,BEST_BID3,BEST_ASK1,BEST_ASK2,BEST_ASK3]"

And so on...

I have the fieldmap.csv file in WOMBAT_PATH, and I'm using Blomberg's professional terminal, in fact, I can bring these fields using the example included in Blomberg Open API, but not through the bridge which brings other fields like wBidPrice, wAskPrice, wBidSize, wAskSize, wEventTime, among others, but not information about levels.

Has anyone had this  issue?

Thanks in advance,

Nestor.


Tom Doust
 

Hi Nestor

 

Do you have mappings for these fields in the field map file?

 

Feel free to mail me a copy of the file directly and I will take a look

 

 

Best regards

 

Tom

 

 

TOM DOUST | Head of Consultancy                                                                                                         


TICK42

P: +44 (0) 1628 477444 | M: +44 (0) 7710 479924 | E: tom.doust@... | skype:  tom.doust |  http://www.tick42.com

 

 

From: openmama-users-bounces@... [mailto:openmama-users-bounces@...] On Behalf Of Macrux
Sent: 26 October 2015 15:26
To: openmama-dev@...; openmama-users@...
Subject: [Openmama-users] Problem bringing fields from bloomberg professional terminal

 

Hi there,

I have a problem bringing some fields with the tick42blp bridge, I'm trying to get the data for the price levels (wBestBidPrice1, wBestBidPrice2,..., wBestBidPrice10) as well as the sizes for those levels and also for the ask side, but when the mamalisten example receives the MamaMsg, it doesn't has those fields, even if they are specified as the documentation shows:

mamalistenc -m tick42blp -tport blp_tport -S BlpMktData -s "AAPL US Equity,[BEST_BID1, BEST_BID2,BEST_BID3,BEST_ASK1,BEST_ASK2,BEST_ASK3]"

And so on...

I have the fieldmap.csv file in WOMBAT_PATH, and I'm using Blomberg's professional terminal, in fact, I can bring these fields using the example included in Blomberg Open API, but not through the bridge which brings other fields like wBidPrice, wAskPrice, wBidSize, wAskSize, wEventTime, among others, but not information about levels.

Has anyone had this  issue?

Thanks in advance,

Nestor.