Automated data acquisition method and device for Bloomberg market data

Abstract

The present invention discloses a method and device for automatically retrieving Bloomberg market data, which relates to the field of big data preprocessing technology. The method includes: configuring the name, storage path, and content of a request file header file, a request field file, and a template organization format file in a Bloomberg request file template, as well as the name and storage path of a bond list file; configuring the name and storage path of a result file in a result file template; automatically generating content information of the bond list file based on business needs; generating a Bloomberg request file based on the configuration in the Bloomberg request file template; uploading the Bloomberg request file to a Bloomberg DL server, and downloading the returned feedback data file to a specified path based on the result file template; and parsing and loading the feedback data file into a GP database based on the result file template. The present invention enables users to more flexibly configure Bloomberg data retrieval request files and parsed result files, thereby realizing automated data retrieval of Bloomberg market data.

Description

Technical Field

[0001] The present invention relates to the technical field of big data preprocessing, and in particular to a method and device for automatically acquiring Bloomberg market data. Background Art

[0002] This section is intended to provide a background or context to the embodiments of the invention that are recited in the claims. No statement herein is admitted to be prior art by virtue of its inclusion in this section.

[0003] like Figure 1 As shown in the figure, the general process for Bloomberg data retrieval via SFTP is as follows: the user uploads a request file to the Bloomberg DL server, which generates a response file. The user then downloads and analyzes the response file. A Bloomberg request file consists of four parts: a header (HEADER), request fields (FIELDS), a template organization format (DATA_DEF), and a list of bonds (DATA_RANGE).

[0004] With the existing Bloomberg data retrieval method, if you need to request Bloomberg data for different bonds or different fields, you must compile a Bloomberg request file and upload and download it each time you obtain a result file, which will cause a lot of repetitive operations for users. Summary of the Invention

[0005] An embodiment of the present invention provides an automated method for obtaining Bloomberg market data, which solves the problem of repetitive operations by users in the past. The method includes:

[0006] Configure the file names, storage paths, and contents of the request file header file, request field file, and template organization format file in the Bloomberg request file template. Configure the file name and storage path of the bond list file in the Bloomberg request file template.

[0007] Configure the result file name and result file storage path in the result file template;

[0008] Automatically generate content information of bond list files based on business needs;

[0009] Generate a Bloomberg request file based on the configuration in the Bloomberg request file template;

[0010] Upload the Bloomberg request file to the Bloomberg DL server and, based on the result file template, download the feedback data file returned by the Bloomberg DL server to the result file storage path;

[0011] Based on the result file template, the feedback data file is parsed and loaded into the GP database.

[0012] The present invention also provides an automated data acquisition device for Bloomberg market data, which solves the problem of repetitive operations by users in the past. The device includes:

[0013] The configuration module is used to configure the file names, storage paths, and contents of the request file header file, request field file, and template organization format file in the Bloomberg request file template; the file name and storage path of the bond list file in the Bloomberg request file template; and the result file name and storage path in the result file template.

[0014] The request file generation module is used to automatically generate the content information of the bond list file based on business needs and generate the Bloomberg request file according to the configuration in the Bloomberg request file template;

[0015] Request file upload module, used to upload Bloomberg request files to Bloomberg DL server;

[0016] A feedback data file download module is used to download the feedback data file returned by the Bloomberg DL server to the result file storage path based on the result file template;

[0017] The loading module is used to parse and load the feedback data file into the GP database based on the result file template.

[0018] An embodiment of the present invention further provides a computer device comprising a memory, a processor, and a computer program stored in the memory and executable on the processor. When the processor executes the computer program, the above-mentioned method for automatically obtaining Bloomberg market data is implemented.

[0019] An embodiment of the present invention further provides a computer-readable storage medium having a computer program stored thereon, which, when executed by a processor, implements the steps of the above-mentioned method for automatically obtaining Bloomberg market data.

[0020] In the embodiments of the present invention, compared to the prior art Bloomberg data acquisition method, which requires users to write a request file and perform upload and download operations each time a result file is obtained, the present invention configures the file names, file storage paths, and file contents of the request file header file, request field file, and template organization format file in the Bloomberg request file template; configures the file name and file storage path of the bond list file in the Bloomberg request file template; configures the result file name and result file storage path in the result file template; automatically generates the content information of the bond list file based on business needs, and generates a Bloomberg request file based on the configuration in the Bloomberg request file template; uploads the Bloomberg request file to the Bloomberg DL server, and downloads the feedback data file returned by the Bloomberg DL server to the result file storage path based on the result file template; and parses and loads the feedback data file into the GP database based on the result file template, so that different field data from different templates are uniformly stored in the same table, facilitating unified data management, data analysis, and data cleaning. The embodiments of the present invention can solve the problem of repetitive user operations in the past, enable users to more flexibly configure Bloomberg data acquisition request files and result files, and simplify user operations, thereby realizing automated data acquisition of Bloomberg market data. BRIEF DESCRIPTION OF THE DRAWINGS

[0021] In order to more clearly illustrate the embodiments of the present invention or the technical solutions in the prior art, the following briefly introduces the drawings required for the embodiments or the description of the prior art. Obviously, the drawings described below are only some embodiments of the present invention. For those skilled in the art, other drawings can be obtained based on these drawings without creative work. In the drawings:

[0022] Figure 1 A flow chart of a method for obtaining Bloomberg market data in the prior art;

[0023] Figure 2 Flowchart (1) of the automated data acquisition method for Bloomberg market data in an embodiment of the present invention;

[0024] Figure 3 Flowchart (2) of the automated data acquisition method for Bloomberg market data in an embodiment of the present invention;

[0025] Figure 4 Flowchart (3) of the automated method for obtaining Bloomberg market data in an embodiment of the present invention;

[0026] Figure 5 Flowchart (4) of the automated data acquisition method for Bloomberg market data in an embodiment of the present invention;

[0027] Figure 6Flowchart (V) of the automated data acquisition method for Bloomberg market data in an embodiment of the present invention;

[0028] Figure 7 Flowchart (VI) of the automated data acquisition method for Bloomberg market data in an embodiment of the present invention;

[0029] Figure 8 This is a structural block diagram of an automated data acquisition device for Bloomberg market data according to an embodiment of the present invention (I);

[0030] Figure 9 This is a structural block diagram (2) of the automatic data acquisition device for Bloomberg market data in an embodiment of the present invention. DETAILED DESCRIPTION

[0031] To make the purpose, technical solutions and advantages of the embodiments of the present invention more clear, the embodiments of the present invention are further described in detail below with reference to the accompanying drawings. Here, the exemplary embodiments of the present invention and their descriptions are used to explain the present invention, but are not intended to limit the present invention.

[0032] In response to the existing Bloomberg data acquisition method, each time a result file is obtained, the user needs to compile a request file and perform upload and download operations, which will cause a large number of repetitive operations for the user. The present invention proposes an automated data acquisition method for Bloomberg market data. Through an automated program, the Bloomberg request file is automatically generated and uploaded daily, and the Bloomberg result file is downloaded and parsed into the database. This solves the problem of repetitive operations of users in the past, enables users to more flexibly configure Bloomberg data acquisition request files and result files, saves user operation time, and enables users to analyze data more efficiently.

[0033] The following describes in detail the automated method for extracting Bloomberg market data.

[0034] Figure 2 Flowchart (1) of the automated data acquisition method for Bloomberg market data in an embodiment of the present invention, as shown in FIG. Figure 2 As shown, the method includes:

[0035] Step 201: Configure the five parts of the Bloomberg request file template, namely, the template table name, template header configuration information file, template request field list file, template organization format file, and template bond list file. This includes configuring the file names, file storage paths, and file contents corresponding to the template header configuration information file, template request field list file, and template organization format file, and configuring the file name and file storage path of the bond list file in the Bloomberg request file template.

[0036] Step 202: Configure the result file name and result file storage path in the result file template;

[0037] Step 203: Automatically generate content information of the bond list file based on business requirements;

[0038] Specifically, the business requirement is to obtain all bonds in a specific range from the daily bond position data;

[0039] Step 204: Generate a Bloomberg request file based on the configuration in the Bloomberg request file template (including the content information of the generated bond list file);

[0040] Step 205: Upload the Bloomberg request file to the Bloomberg DL server, and based on the result file template, download the feedback data file returned by the Bloomberg DL server to the result file storage path; the feedback data file is generated by the Bloomberg DL server according to the Bloomberg request file;

[0041] Step 206: Based on the result file template, parse and load the feedback data file into the GP database.

[0042] Greenplum Database: Greenplum (hereinafter referred to as GP Database) is an open source data warehouse based on the open source PostgreSQL, mainly used to handle large-scale data analysis tasks.

[0043] In this embodiment of the present invention, in a Bloomberg request file template, users only need to configure the template name and the file names of the three components: the request file header (HEADER), the request fields (FIELDS), and the template organization format (DATA_DEF), and then place the corresponding files in a designated path. For a bond list (DATA_RANGE), users only need to configure the corresponding data file name in the request template configuration file; the data file content is automatically generated daily by the program. In a result file template, users only need to configure the template name and the corresponding result file name path.

[0044] In an embodiment of the present invention, an FTP transfer program is used to upload the Bloomberg request file to the Bloomberg DL server.

[0045] In the embodiment of the present invention, Figure 3 As shown, step 205: based on the result file template, download the feedback data file returned by the Bloomberg DL server to the result file storage path, specifically including:

[0046] Step 2051: Determine the name of the feedback data file to be downloaded based on the file name corresponding to the result file template;

[0047] Step 2052: Use the FTP transfer program to download the feedback data file returned by the Bloomberg DL server to the result file storage path in the result file template;

[0048] Specifically, the feedback data file is generated by the Bloomberg DL server based on the Bloomberg request file, specifically including: the bond code of the feedback data file is obtained by the Bloomberg DL server based on the content information of the bond list file, the Bloomberg field of the feedback data file is obtained by the Bloomberg DL server based on the user-configured request field (FIELDS) and template organization format (DATA_DEF), and the name of the feedback data file is generated by the Bloomberg DL server based on the REPLYFILENAME in the request file header (HEADER) configured by the user.

[0049] In the embodiment of the present invention, Figure 4 As shown, step 206 parses and loads the feedback data file into the GP database based on the result file template, specifically including:

[0050] Step 2061: Determine the name of the feedback data file based on the result file name in the result file template;

[0051] Step 2062: Based on the result file storage path of the result file template, obtain the feedback data file from the result file storage path and load it into the GP database.

[0052] In the embodiment of the present invention, Figure 5 As shown, step 206 parses and loads the feedback data file into the GP database, specifically including:

[0053] Parse the feedback data file according to the preset table structure, decompose the data in the feedback data file into the preset table structure, and load it into the GP database.

[0054] Specifically, the table structure includes table fields such as business batch number, template table name, bond identifier, pricing source, field name, and field value.

[0055] In the embodiment of the present invention, Figure 6 As shown, the method may further include:

[0056] Step 601: Setting a retention time threshold;

[0057] Step 602: clearing the feedback data files whose retention time exceeds the retention time threshold.

[0058] The following describes the process of the automated data acquisition method for Bloomberg market data proposed in the present invention from the perspective of script execution.

[0059] like Figure 7 As shown, the method includes:

[0060] (1) Data file generation: The bond list in the bond position is generated daily and written into the bb_number.dat file.

[0061] Corresponding to the DATA_RANGE section of the bond list in the Bloomberg request file (*.req), the bond list data file information to be generated is shown in Table 1:

[0062] Table 1 Bond list data file information

[0063]

[0064] The Bloomberg request file bond list (DATA_RANGE) file organization script logic can be written according to business needs, but it is required to generate a bond list file in the format of the Bloomberg request file bond list (DATA_RANGE) in Table 1. The generated file name must be consistent with the DATA_RANGE file name configured in the template configuration file in Table 4. The script writing requirements in this embodiment are shown in Table 2:

[0065] Table 2 Bloomberg request file bond list (DATA_RANGE) file organization script

[0066] File name: bb_exp_id.pl Production environment file path: C:\FMBRM_DP\Bloomberg\bld_req\ Execute script command: Perl bb_exp_id.pl YYYYMMDD Parameter 1: Business date, used to determine which business date the data file is generated for

[0067] (2) Bloomberg request file assembly: Flexibly generate request files based on request templates.

[0068] Table 3 shows the requirements for writing a Bloomberg request file (*.req) organization script. Based on the corresponding template configuration, a request file named template table name + business date is generated in the request file directory. Taking Table 3 as an example, the generated file BB_3SRC_PRCYYYYMMDD.req is:

[0069] Table 3 Bloomberg request file organization script

[0070]

[0071] The requirements for writing a Bloomberg request file template configuration file are shown in Table 4. You can add different templates yourself. The file is divided into five parts: template table name, template header configuration information file, template request field list file, template organization format file, and template bond list file. You must set the template name and the file names of the other four request template configuration files:

[0072] Table 4 Bloomberg request file template configuration file writing requirements

[0073]

[0074] The requirements for writing the template header configuration information file HEADER configuration file are shown in Table 5.

[0075] REPLYFILENAME specifies the name of the feedback data result file to be generated by the Bloomberg DL server. For example, in Table 5, the generated feedback data result file is named BB_3SRC_PRCYYYYMMDD01.csv.

[0076] SECID can be set to the requested bond identification field. Taking Table 5 as an example, BB_UNIQUE_ID is used as the requested bond identification field, that is, the bond identification fields in the bond list are all Bloomberg BB_UNIQUE_ID fields. Alternatively, SECID can be set to Bloomberg bond identification fields such as CUSIP and ISIN, but it must be consistent with the bond identification field type in the bond list file generated in step (1).

[0077] Table 5 Requirements for writing configuration files for the request header HEADER

[0078]

[0079]

[0080] The template request field list file FIELDS configuration file writing requirements are shown in Table 6, indicating the corresponding field data of the bond that the Bloomberg DL server needs to feedback:

[0081] Table 6 Request field FIELDS configuration file writing requirements

[0082]

[0083] The requirements for writing the DATA_DEF configuration file in the template organization format are shown in Table 7, which sets the different pricing sources corresponding to the above request fields. The table sets three pricing sources: CBBT, BGN, and BVAL. You can set them according to your business needs:

[0084] Table 7 Template organization format DATA_DEF configuration file writing requirements

[0085]

[0086] The template bond list file corresponds to the bond list file generated in step (1).

[0087] (3) Upload the request file

[0088] Use the FTP transfer program to upload the Bloomberg request file (use BB_UploadReq_poms.bat to upload the *.req file) to the Bloomberg DL service. Taking Table 8 as an example, upload the BB_3SRC_PRC YYYYMMDD.req request file generated in step (2):

[0089] Table 8 Bloomberg request file upload script

[0090] File name: BB_UploadReq_poms.bat Production environment file path: C:\FMBRM_DP\Bloomberg\ Execute the script command: BB_UploadReq_poms.bat BB_3SRC_PRC YYYYMMDD Parameter 1: Template table name Parameter 2: Business date, used to confirm which business date the request file needs to be uploaded.

[0091] (4) Feedback data file download

[0092] The Bloomberg DL server generates the corresponding feedback file based on the result file name defined in the request file.

[0093] The feedback file sample is shown in Table 9. The first line is time information; the second line is field names, where the first column represents the bond ID, the second column represents the error code, the third column represents the number of subsequent fields, and the field names starting from the fourth column correspond to the requested fields in the request file FIELD; the third line starts with the corresponding field data, and the field values ​​in the first column correspond to the bond list in the request file DATA_RANGE.

[0094] Table 9 Feedback Documents

[0095]

[0096] The requirements for writing the result configuration file are shown in Table 10.

[0097] The file name must be the same as the REPLYFILENAME set in the request file. The path must be the local storage path where the file should be downloaded:

[0098] Table 10 Requirements for writing result configuration files

[0099]

[0100] According to the result file configuration template, determine the file name of the feedback data file and the storage path to be downloaded. Use the FTP transfer program to download the feedback data file with the specified name generated by the Bloomberg DL server to the specified storage path (use BB_Ftp_poms.bat to download the *.csv file), as shown in Table 11:

[0101] Table 11 Bloomberg feedback file download script

[0102]

[0103] (5) The result data file is loaded into the database

[0104] According to the result file configuration template, determine the file name and storage path of the feedback data file, and load the result file into the GP database.

[0105] After obtaining the return feedback file, the system uses the script (bb_load2gp.pl), as shown in Table 12, to load the return feedback file into the GP database.

[0106] Table 12 Script (bb_load2gp.pl)

[0107]

[0108]

[0109] The data file is loaded into the GP database, table named fmr_bb_reply. The corresponding table structure is detailed in Table 13. It contains the following fields: batch_id, tbl_nm, secid, prc_src, col_nm, val, notes1, and notes2. The table describes the field names and data types in Chinese, and lists two corresponding data examples. Each row of data in each feedback data file is split into Bloomberg fields for each pricing source. This allows different fields from different templates to be stored in the same table, facilitating unified data management, analysis, and cleanup.

[0110] The business batch number corresponds to the second and third parameters in the command, indicating the business date and the corresponding batch; the template table name corresponds to the second parameter in the command.

[0111] In addition, take the feedback file in Table 9 as an example.

[0112] The bond ID corresponds to the field value of the first column SECURITIES in the feedback file, that is, all the bond IDs in the DATA_RANGE bond list in the request file;

[0113] The pricing source corresponds to the field value of the fifth column PRICING_SOURCE in the feedback file, that is, the pricing source set in DATA_DEF in the request file;

[0114] The field names correspond to the field names starting with the PX_BID field in the fourth column of the feedback file, that is, the request fields set in FIELDS in the request file, and the field values ​​correspond to the field values ​​starting from the third row.

[0115] For example, see Data Sample 1 in Table 13. This corresponds to the first row of data in the feedback file in Table 9: "LW0021946|0|8|102.684000|CBBT|103.216800|.53278689|10 / 22 / 2019|.203|103.100000|103.632800|". The bond ID corresponds to the field value in the first column, the pricing source corresponds to the field value in the fifth column: CBBT, the field name corresponds to the field name in the fourth column: PX_BID, and the field value corresponds to the field value in the fourth column: 102.684000.

[0116] See Data Sample 2 in Table 13, which corresponds to the second row of data for "LW0021946|0|8|102.635000|BGN|103.167800|.53278689|10 / 22 / 2019|.222|103.024000|103.556800|" in the feedback file in Table 9. The bond ID corresponds to the field value in the first column, the pricing source corresponds to the field value BGN in the fifth column, the field name corresponds to the field name PX_DIRTY_BID in the sixth column, and the field value corresponds to the field value 103.167800 in the sixth column.

[0117] Table 13 Table structure

[0118] Field Name Field Chinese name Data Type Data Sample 1 Data Sample 2 batch_id Business batch number VARCHAR(12) 2019101201 2019101201 tbl_nm Template table name VARCHAR(40) BB_3SRC_PRC BB_3SRC_PRC secid Bond logo VARCHAR(20) LW0021946 LW0021946 prc_src Pricing Source VARCHAR(20) CBBT BGN col_nm Field Name VARCHAR(40) PX_BID PX_DIRTY_BID val Field Value VARCHAR(40) 102.684000 103.167800 notes1 Alternate Field 1 VARCHAR(40) notes2 Alternate Field 2 VARCHAR(40)

[0119] (6) Data retention policy: retain data for the past 90 working days. The system will automatically clear data that exceeds the corresponding working day.

[0120] The present invention also provides an automated data acquisition device for Bloomberg market data, as described in the following embodiments. Because the principles of this device are similar to those of the automated data acquisition method for Bloomberg market data, the implementation of this device can refer to the implementation of the automated data acquisition method for Bloomberg market data, and any repetitions will not be repeated.

[0121] Figure 8 FIG1 is a structural block diagram of an automatic data acquisition device for Bloomberg market data in an embodiment of the present invention (I), as shown in FIG1. Figure 8 As shown, the device includes:

[0122] Configuration Module 02 is used to configure the file names, file storage paths, and file contents of the request file header file, request field file, and template organization format file in the Bloomberg request file template; configure the file name and file storage path of the bond list file in the Bloomberg request file template; and configure the result file name and result file storage path in the result file template.

[0123] Request file generation module 04, used to automatically generate content information of the bond list file based on business needs, and generate a Bloomberg request file according to the configuration in the Bloomberg request file template;

[0124] Request file upload module 06, used to upload the Bloomberg request file to the Bloomberg DL server;

[0125] Feedback data file downloading module 08, used to download the feedback data file returned by the Bloomberg DL server to the result file storage path based on the result file template;

[0126] The loading module 10 is used to parse and load the feedback data file into the GP database based on the result file template.

[0127] In the embodiment of the present invention, the file upload request module 06 is specifically used to:

[0128] Use an FTP transfer program to upload the Bloomberg request file to the Bloomberg DL server.

[0129] The feedback data file download module 08 is specifically used to: determine the name of the feedback data file to be downloaded based on the file name corresponding to the result file template, and use the FTP transmission program to download the feedback data file returned by the Bloomberg DL server to the result file storage path;

[0130] Among them, the bond code of the feedback data file is obtained by the Bloomberg DL server based on the content information of the bond list file, the Bloomberg field of the feedback data file is obtained by the Bloomberg DL server based on the user-configured request field (FIELDS) and template organization format (DATA_DEF), and the name of the feedback data file is generated by the Bloomberg DL server based on the REPLYFILENAME in the request file header (HEADER) configured by the user.

[0131] The loading module 10 is specifically used to parse and load the feedback data file into the GP data based on the result file name and the result file storage path.

[0132] In the embodiment of the present invention, the loading module 10 is specifically used to:

[0133] Determine the name of the feedback data file based on the file name corresponding to the result file template;

[0134] Based on the result file storage path, the feedback data file is loaded into the GP database.

[0135] In the embodiment of the present invention, the loading module 10 is specifically used to:

[0136] Parse the feedback data file according to the preset table structure, decompose the data in the feedback data file into the preset table structure, and load it into the GP database.

[0137] In an embodiment of the present invention, the table structure includes table fields of business batch number, template table name, bond identifier, pricing source, field name, and field value.

[0138] In the embodiment of the present invention, Figure 9 As shown, the device may also include:

[0139] A retention time threshold setting module 12 is used to set a retention time threshold;

[0140] The file automatic clearing module 14 is configured to automatically clear feedback data files whose retention time exceeds a retention time threshold.

[0141] An embodiment of the present invention further provides a computer device comprising a memory, a processor, and a computer program stored in the memory and executable on the processor. When the processor executes the computer program, the above-mentioned method for automatically obtaining Bloomberg market data is implemented.

[0142] An embodiment of the present invention further provides a computer-readable storage medium having a computer program stored thereon, which, when executed by a processor, implements the steps of the above-mentioned method for automatically obtaining Bloomberg market data.

[0143] In the embodiments of the present invention, compared to the prior art Bloomberg data acquisition method, which requires users to write a request file and perform upload and download operations each time a result file is obtained, the present invention configures the file names, file storage paths, and file contents of the request file header file, request field file, and template organization format file in the Bloomberg request file template; configures the file name and file storage path of the bond list file in the Bloomberg request file template; configures the result file name and result file storage path in the result file template; automatically generates the content information of the bond list file based on business needs, and generates a Bloomberg request file based on the configuration in the Bloomberg request file template; uploads the Bloomberg request file to the Bloomberg DL server, and downloads the feedback data file returned by the Bloomberg DL server to the result file storage path based on the result file template; and parses and loads the feedback data file into the GP database based on the result file template, so that different field data from different templates are uniformly stored in the same table, facilitating unified data management, data analysis, and data cleaning. The embodiments of the present invention can solve the problem of repetitive user operations in the past, enable users to more flexibly configure Bloomberg data acquisition request files and result files, and simplify user operations, thereby realizing automated data acquisition of Bloomberg market data.

[0144] It will be understood by those skilled in the art that embodiments of the present invention may be provided as methods, systems, or computer program products. Thus, the present invention may take the form of an entirely hardware embodiment, an entirely software embodiment, or an embodiment combining software and hardware. Furthermore, the present invention may take the form of a computer program product implemented on one or more computer-usable storage media (including but not limited to magnetic disk storage, CD-ROM, optical storage, etc.) containing computer-usable program code.

[0145] The present invention is described with reference to flowcharts and / or block diagrams of methods, devices (systems), and computer program products according to embodiments of the present invention. It should be understood that each process and / or block in the flowcharts and / or block diagrams, as well as combinations of processes and / or blocks in the flowcharts and / or block diagrams, can be implemented by computer program instructions. These computer program instructions can be provided to a processor of a general-purpose computer, a special-purpose computer, an embedded processor, or other programmable data processing device to produce a machine, so that the instructions executed by the processor of the computer or other programmable data processing device generate instructions for implementing the processes in the flowcharts and / or block diagrams. Figure 1 a process or multiple processes and / or boxes Figure 1 A device that provides the functions specified in a block or multiple blocks.

[0146] These computer program instructions may also be stored in a computer readable memory that can direct a computer or other programmable data processing device to work in a specific manner, so that the instructions stored in the computer readable memory produce an article of manufacture comprising an instruction device, which implements the process Figure 1 a process or multiple processes and / or boxes Figure 1 The function specified in one or more boxes.

[0147] These computer program instructions can also be loaded onto a computer or other programmable data processing device so that a series of operational steps are executed on the computer or other programmable device to produce a computer-implemented process, thereby providing the instructions executed on the computer or other programmable device for implementing the process. Figure 1 a process or multiple processes and / or boxes Figure 1 A step that specifies a function in one or more boxes.

[0148] The specific embodiments described above further illustrate the objectives, technical solutions and beneficial effects of the present invention in detail. It should be understood that the above description is only a specific embodiment of the present invention and is not intended to limit the scope of protection of the present invention. Any modifications, equivalent substitutions, improvements, etc. made within the spirit and principles of the present invention should be included in the scope of protection of the present invention.

Claims

1. A method for automatically obtaining Bloomberg market data, characterized in that: include: Configure the file names, storage paths, and contents of the request file header file, request field file, and template organization format file in the Bloomberg request file template. Configure the file name and storage path of the bond list file in the Bloomberg request file template. Configure the result file name and result file storage path in the result file template; Automatically generate content information of bond list files based on business needs; Generate a Bloomberg request file based on the configuration in the Bloomberg request file template; Upload the Bloomberg request file to the Bloomberg DL server and, based on the result file template, download the feedback data file returned by the Bloomberg DL server to the result file storage path; Based on the result file template, the feedback data file is parsed and loaded into the GP database; The process of downloading the feedback data file returned by the Bloomberg DL server to the result file storage path based on the result file template includes: Based on the file name corresponding to the result file template, determine the name of the feedback data file to be downloaded, and use the FTP transfer program to download the feedback data file returned by the Bloomberg DL server to the result file storage path; specifically, this includes: Based on the result file name, determine the name of the feedback data file to be downloaded; Based on the result file storage path, the feedback data file is downloaded to the result file storage path.

2. The automated data acquisition method for Bloomberg market data according to claim 1, characterized in that: Upload the Bloomberg request file to the Bloomberg DL server, including: Use an FTP transfer program to upload the Bloomberg request file to the Bloomberg DL server.

3. The automated data acquisition method for Bloomberg market data according to claim 1, characterized in that: Based on the result file template, the feedback data file is parsed and loaded into the GP database, including: Determine the name of the feedback data file based on the result file name; Based on the result file storage path, the feedback data file is loaded into the GP database.

4. The automated data acquisition method for Bloomberg market data according to claim 1, wherein: Parse and load the feedback data file into the GP database, including: Parse the feedback data file according to the preset table structure, decompose the data in the feedback data file into the preset table structure, and load it into the GP database.

5. The automated data acquisition method for Bloomberg market data according to claim 4, characterized in that: The preset table structure includes table fields of business batch number, template table name, bond identifier, pricing source, field name, and field value.

6. The automated method for obtaining Bloomberg market data according to claim 1, wherein: Also includes: Set retention time threshold; The feedback data files whose retention time exceeds the retention time threshold are cleared.

7. An automated data acquisition device for Bloomberg market data, characterized in that: include: A configuration module is used to configure the file name, file storage path, and file content of the request file header file, request field file, and template organization format file in the Bloomberg request file template, and to configure the file name and file storage path of the bond list file in the Bloomberg request file template; Configure the result file name and result file storage path in the result file template; The request file generation module is used to automatically generate the content information of the bond list file based on business needs and generate the Bloomberg request file according to the configuration in the Bloomberg request file template; Request file upload module, used to upload Bloomberg request files to Bloomberg DL server; A feedback data file download module is used to download the feedback data file returned by the Bloomberg DL server to the result file storage path based on the result file template; The loading module is used to parse and load the feedback data file into the GP database based on the result file template; The feedback data file download module is specifically used to: Based on the file name corresponding to the result file template, determine the name of the feedback data file to be downloaded, and use the FTP transfer program to download the feedback data file returned by the Bloomberg DL server to the result file storage path; The loading module is specifically used to parse and load the feedback data file into the GP data based on the result file name and result file storage path.

8. The automated data acquisition device for Bloomberg market data according to claim 7, characterized in that: The request file upload module is specifically used for: Use an FTP transfer program to upload the Bloomberg request file to the Bloomberg DL server.

9. The automated data acquisition device for Bloomberg market data according to claim 7, characterized in that: The loading module is specifically used for: Determine the name of the feedback data file based on the result file name; Based on the result file storage path, the feedback data file is loaded into the GP database.

10. The automated data acquisition device for Bloomberg market data according to claim 7, characterized in that: The loading module is specifically used for: Parse the feedback data file according to the preset table structure, decompose the data in the feedback data file into the preset table structure, and load it into the GP database.

11. The automated data acquisition device for Bloomberg market data according to claim 10, wherein: The preset table structure includes table fields of business batch number, template table name, bond identifier, pricing source, field name, and field value.

12. The automated data acquisition device for Bloomberg market data according to claim 7, wherein: Also includes: A retention time threshold setting module is used to set a retention time threshold; The file automatic clearing module is used to automatically clear feedback data files whose retention time exceeds the retention time threshold.

13. A computer device comprising a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein: When the processor executes the computer program, the method for automatically obtaining Bloomberg market data according to any one of claims 1 to 6 is implemented.

14. A computer-readable storage medium having a computer program stored thereon, characterized in that: When the program is executed by a processor, the steps of the automatic data acquisition method of Bloomberg market data described in any one of claims 1 to 6 are implemented.

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