New version of Bloomberg B-PIPE Market Data Interface — 2.2.1

13 november 2018

The main changes introduced in the new version of Bloomberg B-PIPE Market Data Interface are as follows:

  • transmission of Level 1 Quotes from BATS BZX Exchange markets (NASDAQ, NYSE),
  • support of the Bloomberg Single B-pipe service to reduce transmission price of Bloomberg market data by means of connection via the Internet (with the maximum subscription up to 500 instruments),
  • subscription management by BSID and FIGI codes filtering.

Besides that, the new version of the interface has the functionality for saving best bid and offer prices, and settle indicative quote (arithmetic averages of best bid and offer prices) in a separate text file. The continuous flow of changes in price parameters can be used later by external broker systems.

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