This is not a Bloomberg Web Services tutorial. It is a post how I use PHP to connect to Bloomberg Web Services.
Part two, creating a data warehouse app. (This post.)
In the first post I described how I got started with Bloomberg web services. In this post I create a Data Warehouse app, which starts by calling a web service and ends by sending this mail from my PHP/Linux Data Warehouse:
For those of you interested in writing jobs for my data warehouse you can start here.
This is a prototype, I did this to get acquainted with Bloomberg’s web services quickly in an environment I’m familiar with, since these web services are complex and I have to do some trial and error, (later I will transcribe this into PowerShell script or C#).
Before I wrote this application I scheduled a daily request at Bloomberg. It is a request for currency rates and it is released for processing at 06:00 each morning at Bloombergs. I use one responseId (see the first post) fetching the daily currency rates. Bloomberg is a USA company so I anticipated there would be funny details with time and date values. USA people in general do have little insights in other standards etc than US standards. For USA people USA=America=The world. This means you have to pay attention dates and unit of measure, they tend to use archaic measures, based on anything but metric and ISO systems. I live in the Central European Time Zone. At Bloomberg I have to schedule in London time I think they mean GMT with Daylight Saving, responses I get in New York time, which I think is Eastern Standard Time with DLS. Bloomberg nice support personnel, do not understand I have to think in three time zones, they seemed to think it was an odd request to specify locale time zone=CET. More of that in the next post.
Without more ado here is the data warehouse application written in DTL, I divided the code into three parts:
- Initialisation, setting up constants, retrieving currency rates from Bloomberg
- storing the retreived data in a MySQL database.
- Creating currency rates reports.
- Mailing the reports.
Here I set up some constants, e.g. the name of MySQL database and tables. In the exit tag I define workflows to submit after successful exection of this workflow. Then the job getRates fetches the rates from Bloomberg.
These jobs inserts the retrieved data into the data warehouse.
This job creates the currency rate report. The sqlconverters creates 3 versions:, excel, CSV and an HTML table.
The last job sendTable, sends the reports to specified recipients.
And that’s it. Most of the code is standard Data Warehouse functionality. The only exception is the job retrieving data from Bloomberg, since I do not have a ready Soap interface I had to write an extension in PHP calling Bloomberg web service.