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是否可以对彭博公开API的交易定价

[英]Is it possible to price a trade on Bloomberg open API

原文 2015-02-09 11:26:59 6 1 c#/ api/ finance/ bloomberg/ trading

I have a requirement to compare my companies pricing of trades with an unbiased market source, eg Bloomberg or Reuters. 我要求将我公司的交易价格与无偏见的市场来源（例如彭博社或路透社）进行比较。 So I want to be able to take a basic trade, eg an FX spot, forward, vanilla option etc and run it through our local pricing engine which will use our locally sourced FX rates as the rate to price on. 因此，我希望能够进行基本交易，例如外汇现货，远期合约，普通期权等，并通过我们的本地定价引擎运行它，该引擎将使用本地采购的外汇汇率作为定价汇率。 I then want to be able to send the same basic trade structure to somewhere like Bloomberg to obtain their quoted price based on their rates and then compare their pricing to ours. 然后，我希望能够将相同的基本交易结构发送到类似Bloomberg的位置，以根据其汇率获取其报价，然后将其与我们的价格进行比较。 But so far on BBG API I can only see how to retrieve rate ticks and market data, not how to price an instrument. 但是到目前为止，在BBG API上，我只能看到如何检索汇率变动和市场数据，而不是如何对工具定价。

Is this possible? 这可能吗？ Has anyone done something similar or can suggest any other APIs that I might be able to use? 有没有人做过类似的事情或可以建议我可以使用的任何其他API？

1 个解决方案

Yes, AFAIK you should be able to send an order to Bloomberg Tradebook via API. 是的，AFAIK您应该可以通过API将订单发送给Bloomberg Tradebook。 I found this link where they announce this API. 我在他们宣布此API的地方找到了此链接。 I know this is possible when trading equities, it might also be possible when trading FX. 我知道这在股票交易中是可能的，在外汇交易中也可能。 You should contact a Bloomberg representative to get a quote. 您应联系彭博代表以获取报价。