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Q183198 - HOWTO: Using J-Integra to Access Historical Time-Series Data from Bloomberg®

Using J-Integra to Access Historical Time-Series Data from Bloomberg®

The following example demonstrates how to access Bloomberg® time-series data from your Java application via J-Integra. Before running this example, make sure you have completed the configuration steps outlined in our documentation:

Accessing Bloomberg® from Java

Copy and paste the code below (and reference the Java proxies for Bloomberg®) to get started with the example.

For a third-party solution leveraging J-Integra, please see Optura®'s Virtual Investment Analytics (VIA) automation platform. Additional information can also be found here.

import blpdatax.BlpData;
import blpdatax._BlpDataEventsAdapter;

public class HistoricalDataExample {
    //Bloomberg PERIODICITY constants
    final static int bbDaily = 1;
    final static int bbWeekly = 6;
    final static int bbMonthly = 7;
    final static int bbQuarterly = 8;
    final static int bbSemiAnnually = 5;
    final static int bbYearly = 9;
    final static int bbActualDaily = 1342177281;
    final static int bbActualWeekly = 1342177286;
    final static int bbActualMonthly = 1342177287;
    final static int bbActualQuarterly = 1342177288;
    final static int bbActualSemiAnnually = 1342177285;
    final static int bbActualAnnually = 1342177289;
    final static int bbCalendarDaily = 1610612737;
    final static int bbCalendarWeekly = 1610612742;
    final static int bbCalendarMonthly = 1610612743;
    final static int bbCalendarQuarterly = 1610612744;
    final static int bbCalendarSemiAnnually = 1610612741;
    final static int bbCalendarAnnually = 1610612745;
    final static int bbFiscalQuarterly = 1879048200;
    final static int bbFiscalSemiAnnually = 1879048197;
    final static int bbFiscalAnnually = 1879048201;
    //Bloomberg NON_TRADING_DAY constants
    final static int Omit = 0;
    final static int Week = 64;
    final static int AllCalendar = 128;
    //Bloomberg FILLER constants
    final static int BloombergHandles = 0;
    final static int PreviousDays = 256;
    final static int ShowNoNumber = 51;
    //Bloomberg FIRE_EVENT types
    final static int ByField = 0;
    final static int ByRequest = 1;
    final static int BySecurity = 2;
    // list of securities we wish to get historical data for
    static Object[] security = {"MSFT US Equity", "IBM US Equity"};
    // fields we are interested in
    static Object[] fields = {"Px_Open", "Px_High", "Px_Low", "Px_Last"};
    public static void main(String[] args) {
        try{
            //Uncomment this line if running J-Integra in native mode
            //i.e. Java and Bloomberg are running in the same machine
            //System.setProperty("JINTEGRA_NATIVE_MODE", "");
            // Uncomment this line if running J-Integra in DCOM mode
            // i.e. Java and Bloomberg are in different machines
            // DCOM authentication: Make sure NT Domain, NT User, NT Password are valid credentials.
            //com.linar.jintegra.AuthInfo.setDefault("NT DOMAIN", "NT USER", "NT PASSWORD");
            // Create the Bloomberg object
            // Specify host name or IP address of Bloomberg machine as parameter if
            // running in DCOM mode, e.g.:
            // BlpData blp = new BlpData("123.456.789.0");
            BlpData bloomberg = new BlpData();
            // add data listener
            DataListener2 dataListener = new DataListener2();
            bloomberg.add_BlpDataEventsListener(dataListener);
            // set some configuration modes
            bloomberg.setSubscriptionMode(BySecurity);
            bloomberg.setAutoRelease(false);
            // set properties related to historical data
            bloomberg.setPeriodicity(bbDaily);
            bloomberg.setDisplayNonTradingDays(Week);
            bloomberg.setNonTradingDayValue(PreviousDays);
            //set the period of the data (i.e. start and end dates)
            java.util.Date end = new java.util.Date();  // this gives the current system date
            // make the start date a year ago from today
            java.util.Date start = new java.util.Date(end.getTime() - 365*24*60*60*1000L);
            // package the parameters
            Object[] params = {security, new Integer(0), fields, start, end, null, null, null};
            // invoke the request via late binding
            bloomberg.invokeMethodByName("GetHistoricalData", params);
            // flush out the request
            bloomberg.flush();
            // This is to stop the program from terminating prematurely.
            // If not enough time is given, the program may terminate
            // before it receives data back from Bloomberg.
            Thread.sleep(10000);
        } catch (Exception e) {
            e.printStackTrace();
        } finally {
            com.linar.jintegra.Cleaner.releaseAll();
        }
    }
}
class DataListener2 extends _BlpDataEventsAdapter {
    // this event is called once the request is flushed out
    public void data (blpdatax._BlpDataEventsDataEvent theEvent) throws java.io.IOException, com.linar.jintegra.AutomationException {
        System.out.println("\n *** DATA EVENT CALLED *** " );
        // obtain the security name
        Object[] securityArray = (Object[]) theEvent.getSecurity();
        System.out.println("Security: " + securityArray[0]);
        // print out the fields
        System.out.println("\t\t\t Date \t\t\t\t" +
                HistoricalDataExample.fields[0] + "\t" +
                HistoricalDataExample.fields[1] + "\t" +
                HistoricalDataExample.fields[2] + "\t" +
                HistoricalDataExample.fields[3]);
        // display the historical data
        Object[][] twoDimenArray = (Object[][]) theEvent.getData();
        for(int i=0; i<twoDimenArray.length; i++){
            for(int j=0; j<twoDimenArray[i].length; j++){
                System.out.print(twoDimenArray[i][j] + "\t");
            }
            System.out.println("");
        }
    }
    
    public void status (blpdatax._BlpDataEventsStatusEvent theEvent) throws java.io.IOException, com.linar.jintegra.AutomationException {
        System.out.println("*** STATUS EVENT CALLED *** " );
    }
}
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Created on 7/11/2006.
Last Modified on 5/4/2010.
Last Modified by J-Integra KB Admin.
Article has been viewed 7192 times.
Rated 6 out of 10 based on 4 votes.
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