real-time market data with Bloomberg

I am writing some Java coding about real-time market data in the finance area.

Say, if I want to capture GOOG (google) trading information from Bloomberg, then Bloomberg will publish what format 开发者_如何学Goof data, including what data, in what time period (in one second?) ? Bloomberg will notify subscriber by Socket or Message Queue ? They will bundle the market data with reference data?

Getting real time market data feed would not be free. You would have to probably buy subscription and then after, you can get specification about how to connect to their system to get the data. If real time market data is not the hard requirement, I would suggest you to try Yahoo Finance's 15 minutes delayed feed using following URL:

http://download.finance.yahoo.com/d/quotes.csv

You can refer related SO Question at Yahoo! Finance CSV file will not return Dow Jones (^DJI)

The major websites like Google, Yahoo!, etc. provide market data with a considerable time lag. Actual "real-time" providers like Bloomberg, Reuters, etc. charge a fee to use their APIs and libraries.

If you're doing anything other than research with free data then you're waaaaay behind the other guys...

Bloomberg will use EVENTS class to update API users with the latest real time value (+other informations). Yes they will bundle market data / reference data. Basically you suscribe to a list of ticker and receive the events.

On Bloomberg, if you use the WAPI function, you will be able to retrieve a lot of tutorial and examples on how to implement and use BBG real time information in JAVA.

You will also be able to have a look at the EVENT generated by BBG for live data.

Regards