Wrapper for Bloomberg Data License Web Services - soap

Question

I'm looking now in Bloomberg Data License Web Services. Note, that this is different from Bloomberg API ( Session/Service/Request, b-pipe, etc ). It is SOAP-based solution to retrieve reference data from Bloomberg DBs. I created a test application just to quickly evaluate this solution:
var client = new PerSecurityWSClient("PerSecurityWSPort");
client.ClientCredentials.ClientCertificate.Certificate = new X509Certificate2("{path-to-certificate}", "{password}");
client.ClientCredentials.UserName.UserName = "";
client.ClientCredentials.UserName.Password = "";
client.ClientCredentials.Windows.ClientCredential.Domain = "";
var companyFields = new string[] { "ID_BB_COMPANY", "ID_BB_ULTIMATE_PARENT_CO_NAME" , /* ... all other fields I'm interested in */ };
var getCompanyRequest = new SubmitGetCompanyRequest {
headers = new GetCompanyHeaders { creditrisk = true },
instruments = new Instruments {
instrument = new Instrument[] {
new Instrument { id = "AAPL US", yellowkey = MarketSector.Equity, yellowkeySpecified = true },
new Instrument { id = "PRVT US", yellowkey = MarketSector.Equity, yellowkeySpecified = true }
}
},
fields = companyFields
};
var response = client.submitGetCompanyRequest(getCompanyRequest);
if(response.statusCode.code != SUCCESS) {
System.Console.Error.WriteLine("Response status is " + response.statusCode);
return;
}
var retrieve = new RetrieveGetCompanyRequest { responseId = response.responseId };
RetrieveGetCompanyResponse getCompanyResponse = null;
do {
System.Console.Write("*");
Thread.Sleep(1000);
getCompanyResponse = client.retrieveGetCompanyResponse(retrieve);
} while (getCompanyResponse.statusCode.code == DATA_NOT_AVAILABLE);
if (getCompanyResponse.statusCode.code != SUCCESS) {
System.Console.Error.WriteLine("Response status is " + response.statusCode);
return;
}
System.Console.WriteLine();
foreach (var instrumentData in getCompanyResponse.instrumentDatas) {
Console.WriteLine("Data for: " + instrumentData.instrument.id + " [" + instrumentData.instrument.yellowkey + "]");
int fieldIndex = 0;
foreach (var dataEntry in instrumentData.data) {
if (dataEntry.isArray) {
Console.WriteLine(companyFields[fieldIndex] + ":");
foreach(var arrayEntry in dataEntry.bulkarray) {
foreach(var arrayEntryData in arrayEntry.data) {
Console.WriteLine("\t" + arrayEntryData.value);
}
}
}
else {
Console.WriteLine(companyFields[fieldIndex] + ": " + dataEntry.value);
}
++fieldIndex;
}
System.Console.WriteLine("-- -- -- -- -- -- -- -- -- -- -- -- --");
}
The code looks somewhat bloated (well, it is indeed, SOAP-based in 2015). Hence is my question -- I assume there should be some wrappers, helpers, anything else to facilitate reference data retrieval, but even on SO there is only one question regarding BB DLWS. Is here anyone using DLWS? Are there any known libraries around BB DLWS? Is it supposed to be that slow?
Thanks.

Answer 1

I'm just getting into this myself. There are two options for requesting data: SFTP and Web Services. To my understanding, the SFTP option requires a Bloomberg application ("Request Builder") in order to retrieve data.
The second option (Web Services) doesn't seem well-documented, at least for those working with R (like myself). So, I doubt a library exists for Web Services at this point. Bloomberg provides an authentication certificate in order to gain access to their network, as well as their web services host and port information. Now, in terms of using this information to connect and download data, that is still beyond me.
If you or anyone else has been able to successfully connect and extract data using Bloomberg Web Services and R, please post the detailed code to this Blog!