Use Bloomberg reference data as market data
You can import security reference data as market data in FA. For example, Bloomberg provides index market capitalizations only as reference data, but in certain cases you might want to use market caps as index security's price.
To facilitate this, the Bloomberg reference data as market data optional package contains a sample mapping script and functionality to utilize that script. For installation instruction, see Optional packages.
Note
You need to have the role PM_SM_BLO assigned to use the functionalities in the optional package. Also, the Bloomberg connectivity needs to be set up as described in the Set up Bloomberg market data connector.
After installing the package, you will be able to fetch security reference data as security's market data by clicking Update security data → Bloomberg market data in the Securities view.
The mapping script that the functionality uses is update.bloomberg.marketdata. You can modify the mapping script to suit your needs (in Tools → Administer → Data mappings), but remember that if you update the Optional package, any modifications will be overwritten. The default data mapping contains the following fields:
Field in Bloomberg | Field in FA | Notes |
|---|---|---|
ID_BB_GLOBAL | pr.updateCode |
|
| pr.marketDate | Current date |
INDX_MARKET_CAP | pr.close | This sample mapping script imports the index market cap as the market data. Change this field to suit your needs if you need to fetch some other field than index market cap. |
| pr.updateColumn |
|
| pr.mode |
|
See File formats for importing securities and security pricesfor details on the FA fields.
Note that the market data can only be updated for a single date (in the sample mapping, the current date). To ensure you have correct history of the market data, you need to schedule updates on a daily basis. See the Scheduling settingsfor more details.
Note
This functionality does not affect the normal daily market price fetching. If you have update code(s) defined for the securities and the related market data connectors are running, you will also get the normal daily market prices, as configured (see Market data connectors).