Historical and Reference Bloomberg Data¶
AMI supports direct importing of Bloomberg historical and reference data for BPS users. 3forge provides this functionality on request only and any data used is subject to Bloomberg's terms and conditions. This feature is only available to BPS users.
Overview¶
Bloomberg historical and reference data can be used within AMI via the Bloomberg datasource adapter with minimal configuration. AMI creates one Bloomberg session per user, not per request to minimize user cost. Both historical and reference tables can then be used in AMI like any other datamodel.
Setup¶
Requirements¶
- A BPS account
- AMI application and usernames configured in BPS EMRS
- 3forge Bloomberg adapter jar file (provided upon request)
Configuration¶
In your local.properties
file, add the following line to enable the Bloomberg datasource adapter:
You should now see Bloomberg in the list of available datasources the next time AMI is launched.
Adding a Bloomberg Datasource¶
In the AMI Data Modeler, add a new datasource and select 'Bloomberg.' Name the datasource accordingly, for example 'Historical' for a historical datasource.
In the 'Advanced' tab, configure the datasource for your request type which can be either 'historical' or 'reference.' The request type you choose determines the type of datamodel you can build from a datasource.
Creating a Datamodel¶
There are two types of datamodel that can be made in AMI from Bloomberg datasources: historical and reference. The datamodel type must correspond to the corect datasource adapter. In the 'Advanced' tab of your datasource, ensure that it is configured to the correct request type for the datamodel you wish to create.
Historical Data¶
To create a historical datamodel, first configure your Bloomberg datasource adapter to be of request type 'historical.' Then, input the following in the datamodel creation wizard and update the relevant fields:
You must specify the tickers, fields, start date and end date in the query in order to be passed successfully. The username and IP is parsed automatically from the session by AMI so must match your Bloomberg credentials. This will create a HistoricalDataRequest
which the AMI uses to populate the schema for any tables you then use.
Reference Data¶
Ensure your Bloomberg datasource is configured for 'reference' request types. Then input the following into the datamodel creation wizard and update the relevant fields:
The reference request is very similar to the historical, but does not require a date range. As with the historical data, your username and IP are interpreted by the AMI automatically so must match your Bloomberg credentials. If successful, it will generate a ReferenceDataRequest
and populate the schema with the resulting response from Bloomberg.
Using Multiple Tickers¶
To use multiple tickers for either historical or reference data, we recommend passing them as a list of comma-separated strings like so: