彭博(Bloomberg)API-使用.Net API在基础安全性上获取FUT_CHAIN [英] Bloomberg API - using .Net API to get the FUT_CHAIN on an underlying security

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问题描述

我正在尝试查询Bloomberg API(.Net),以获取有关基础安全性的未来链.最好是,我能够获得过去给定日期的期货清单.

I am trying to query the Bloomberg API (.Net) to get the future chain on an underlying security. Preferably, I would be able to get the list of futures for a given date in the past.

使用工作表公式API的Excel中的等效操作如下:-

The equivalent operation in Excel using the worksheet formula API would be the following:-

=BDS("ERA COMDTY","FUT_CHAIN","CHAIN_DATE=20120103",
    "INCLUDE_EXPIRED_CONTRACTS=Yes")

我查看了大量的在线资源,但似乎一无所获.

I looked at a large number of online resources, and I don't seem to be getting anywhere.

推荐答案

对于v3 API,您需要使用请求替代.

For the v3 API, you need to use request overrides.

Request request = refDataService.createRequest("ReferenceDataRequest");

request.append("securities", "ERA Comdty");

request.append("fields","FUT_CHAIN");

Element overrides = request.getElement("overrides");
Element override1 = overrides.appendElement();
override1.setElement("fieldId", "CHAIN_DATE");
override1.setElement("value", "20120103");
Element override2 = overrides.appendElement();
override2.setElement("fieldId", "INCLUDE_EXPIRED_CONTRACTS);
verride2.setElement("value", 'Y');

session.sendRequest(request);

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