Bloomberg BLPAPI Core Message Types

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://raw.githubusercontent.com/api-evangelist/bloomberg/main/json-schema/blpapi-core-messages-schema.json",
  "title": "Bloomberg BLPAPI Core Message Types",
  "description": "JSON Schema definitions for Bloomberg Open API (BLPAPI) Core message types, derived from the BLPAPI Core Developer Guide v1.6 and Core User Guide. Covers Subscription, Request/Response, Session, Service, and Error message structures used by Desktop API, Server API (SAPI), B-PIPE, and Platform products.",
  "type": "object",
  "$defs": {
    "CorrelationId": {
      "type": ["integer", "string"],
      "description": "Unique identifier (per session) tagging a request/subscription so incoming messages can be mapped back to the originating call."
    },
    "EventType": {
      "type": "string",
      "enum": [
        "ADMIN",
        "SESSION_STATUS",
        "SUBSCRIPTION_STATUS",
        "REQUEST_STATUS",
        "RESPONSE",
        "PARTIAL_RESPONSE",
        "SUBSCRIPTION_DATA",
        "SERVICE_STATUS",
        "TIMEOUT",
        "AUTHORIZATION_STATUS",
        "RESOLUTION_STATUS",
        "TOPIC_STATUS",
        "TOKEN_STATUS",
        "REQUEST"
      ]
    },
    "Subscription": {
      "type": "object",
      "description": "A subscription specification submitted via Session.subscribe.",
      "properties": {
        "service": {
          "type": "string",
          "description": "Service name, e.g. //blp/mktdata, //blp/mktbar, //blp/mktvwap.",
          "default": "//blp/mktdata"
        },
        "topic": {
          "type": "string",
          "description": "Topic identifier, optionally prefixed by a symbology (e.g. /cusip/097023105, /ticker/IBM US Equity, /isin/US0970231058)."
        },
        "fields": {
          "type": "array",
          "description": "API fields to retrieve for the topic (e.g. LAST_PRICE, BID, ASK).",
          "items": { "type": "string" }
        },
        "options": {
          "type": "object",
          "description": "Optional qualifiers such as interval=n (conflation interval in seconds), delayed, useGMT, or //blp/mktvwap override field/value pairings.",
          "additionalProperties": { "type": ["string", "number", "boolean"] }
        },
        "correlationId": { "$ref": "#/$defs/CorrelationId" }
      },
      "required": ["topic"]
    },
    "SubscriptionList": {
      "type": "array",
      "items": { "$ref": "#/$defs/Subscription" }
    },
    "MarketDataEvent": {
      "type": "object",
      "description": "A SUBSCRIPTION_DATA message body for the //blp/mktdata service.",
      "properties": {
        "LAST_PRICE": { "type": "number" },
        "BID": { "type": "number" },
        "ASK": { "type": "number" },
        "BID_SIZE": { "type": "number" },
        "ASK_SIZE": { "type": "number" },
        "LAST_TRADE": { "type": "number" },
        "LAST_TRADE_ACTUAL": { "type": "number" },
        "MKTDATA_EVENT_TYPE": { "type": "string", "enum": ["SUMMARY", "TRADE", "QUOTE", "UPDATE"] },
        "MKTDATA_EVENT_SUBTYPE": { "type": "string", "enum": ["INITPAINT", "NEW", "INTRADAY"] },
        "IS_DELAYED_STREAM": { "type": "boolean" }
      },
      "additionalProperties": true
    },
    "SubscriptionStarted": {
      "type": "object",
      "properties": {
        "exceptions": { "type": "array", "items": { "type": "object" } }
      }
    },
    "SubscriptionFailure": {
      "type": "object",
      "properties": {
        "reason": {
          "type": "object",
          "properties": {
            "source": { "type": "string" },
            "errorCode": { "type": "integer" },
            "category": {
              "type": "string",
              "enum": ["BAD_SEC", "BAD_FLD", "NO_AUTH", "LIMIT", "TIMEOUT", "INVALID_SUBSCRIPTION_STRING", "INTERNAL_ERROR"]
            },
            "description": { "type": "string" },
            "subcategory": { "type": "string" }
          },
          "required": ["category", "description"]
        }
      },
      "required": ["reason"]
    },
    "ReferenceDataRequest": {
      "type": "object",
      "description": "Request body sent to //blp/refdata for ReferenceDataRequest.",
      "properties": {
        "securities": { "type": "array", "items": { "type": "string" }, "maxItems": 65535 },
        "fields": { "type": "array", "items": { "type": "string" }, "maxItems": 400 },
        "overrides": {
          "type": "array",
          "items": {
            "type": "object",
            "properties": {
              "fieldId": { "type": "string" },
              "value": { "type": "string" }
            },
            "required": ["fieldId", "value"]
          }
        },
        "returnEids": { "type": "boolean" },
        "returnFormattedValue": { "type": "boolean" },
        "useUTCTime": { "type": "boolean" },
        "forcedDelay": { "type": "boolean" }
      },
      "required": ["securities", "fields"]
    },
    "HistoricalDataRequest": {
      "type": "object",
      "description": "Request body sent to //blp/refdata for HistoricalDataRequest.",
      "properties": {
        "securities": { "type": "array", "items": { "type": "string" } },
        "fields": { "type": "array", "items": { "type": "string" }, "maxItems": 25 },
        "startDate": { "type": "string", "pattern": "^[0-9]{8}$" },
        "endDate": { "type": "string", "pattern": "^[0-9]{8}$" },
        "periodicityAdjustment": { "type": "string", "enum": ["ACTUAL", "CALENDAR", "FISCAL"] },
        "periodicitySelection": { "type": "string", "enum": ["DAILY", "WEEKLY", "MONTHLY", "QUARTERLY", "SEMI_ANNUALLY", "YEARLY"] },
        "currency": { "type": "string" },
        "overrideOption": { "type": "string", "enum": ["OVERRIDE_OPTION_CLOSE", "OVERRIDE_OPTION_GPA"] },
        "pricingOption": { "type": "string", "enum": ["PRICING_OPTION_PRICE", "PRICING_OPTION_YIELD"] },
        "nonTradingDayFillOption": { "type": "string", "enum": ["NON_TRADING_WEEKDAYS", "ALL_CALENDAR_DAYS", "ACTIVE_DAYS_ONLY"] },
        "nonTradingDayFillMethod": { "type": "string", "enum": ["PREVIOUS_VALUE", "NIL_VALUE"] },
        "maxDataPoints": { "type": "integer" },
        "returnEids": { "type": "boolean" },
        "adjustmentNormal": { "type": "boolean" },
        "adjustmentAbnormal": { "type": "boolean" },
        "adjustmentSplit": { "type": "boolean" },
        "adjustmentFollowDPDF": { "type": "boolean" }
      },
      "required": ["securities", "fields", "startDate", "endDate"]
    },
    "IntradayBarRequest": {
      "type": "object",
      "description": "Request body sent to //blp/refdata for IntradayBarRequest.",
      "properties": {
        "security": { "type": "string" },
        "eventType": { "type": "string", "enum": ["TRADE", "BID", "ASK", "BID_BEST", "ASK_BEST", "BEST_BID", "BEST_ASK"] },
        "interval": { "type": "integer", "minimum": 1, "maximum": 1440 },
        "startDateTime": { "type": "string", "format": "date-time" },
        "endDateTime": { "type": "string", "format": "date-time" },
        "gapFillInitialBar": { "type": "boolean" },
        "returnEids": { "type": "boolean" },
        "adjustmentNormal": { "type": "boolean" },
        "adjustmentAbnormal": { "type": "boolean" },
        "adjustmentSplit": { "type": "boolean" },
        "adjustmentFollowDPDF": { "type": "boolean" }
      },
      "required": ["security", "eventType", "interval", "startDateTime", "endDateTime"]
    },
    "IntradayTickRequest": {
      "type": "object",
      "description": "Request body sent to //blp/refdata for IntradayTickRequest.",
      "properties": {
        "security": { "type": "string" },
        "eventTypes": {
          "type": "array",
          "items": { "type": "string", "enum": ["TRADE", "BID", "ASK", "BID_BEST", "ASK_BEST", "BEST_BID", "BEST_ASK", "AT_TRADE"] }
        },
        "startDateTime": { "type": "string", "format": "date-time" },
        "endDateTime": { "type": "string", "format": "date-time" },
        "includeConditionCodes": { "type": "boolean" },
        "includeNonPlottableEvents": { "type": "boolean" },
        "includeExchangeCodes": { "type": "boolean" },
        "returnEids": { "type": "boolean" },
        "includeBrokerCodes": { "type": "boolean" },
        "includeRpsCodes": { "type": "boolean" }
      },
      "required": ["security", "eventTypes", "startDateTime", "endDateTime"]
    },
    "FieldInfoRequest": {
      "type": "object",
      "description": "Request body sent to //blp/apiflds for FieldInfoRequest.",
      "properties": {
        "id": { "type": "array", "items": { "type": "string" } },
        "returnFieldDocumentation": { "type": "boolean" }
      },
      "required": ["id"]
    },
    "FieldSearchRequest": {
      "type": "object",
      "description": "Request body sent to //blp/apiflds for FieldSearchRequest.",
      "properties": {
        "searchSpec": { "type": "string" },
        "include": {
          "type": "object",
          "properties": {
            "fieldType": { "type": "string", "enum": ["All", "Static", "RealTime"] },
            "productType": { "type": "string" }
          }
        },
        "exclude": { "type": "object" },
        "returnFieldDocumentation": { "type": "boolean" }
      },
      "required": ["searchSpec"]
    },
    "ErrorMessage": {
      "type": "object",
      "description": "Common error message structure (see Core Developer Guide §9 Error Codes).",
      "properties": {
        "source": { "type": "string" },
        "errorCode": { "type": "integer" },
        "category": { "type": "string" },
        "subcategory": { "type": "string" },
        "message": { "type": "string" }
      },
      "required": ["category", "message"]
    }
  }
}