BLOOMBERG DESKTOP CONTRIBUTION APPLICATION

BLOOMBERG DESKTOP

CONTRIBUTION APPLICATION

INSTALLATION & TECHNICAL

REFERENCE

Date: September 2016

Version: 4.0.0.84

Contents

System Requirements ................................................................................................................................... 4

Upgrading to Desktop Contribution Application (DCAP) from Price-link ..................................................... 4

Installing DCAP .............................................................................................................................................. 4

Configuring DCAP .......................................................................................................................................... 6

Configuring DCAP for Direct TCP/IP .......................................................................................................... 7

Configuring DCAP for Enterprise Platform ................................................................................................ 8

Advanced Options ..................................................................................................................................... 9

Monitoring the Connection Status.............................................................................................................. 12

DCAP Network troubleshooting tool ...................................................................................................... 14

Sending Data to Bloomberg ........................................................................................................................ 17

Sending Page-based Data ....................................................................................................................... 19

PLContribPage Function ...................................................................................................................... 19

Sending Digital Prices .............................................................................................................................. 21

PLContribQuote .................................................................................................................................. 21

PLContribFull Function ........................................................................................................................ 25

PLSendHistory Function ...................................................................................................................... 29

Maintaining the List of Instruments in a Monitor ................................................................................... 32

PLMonitorFull Function ....................................................................................................................... 32

PLBenchmark Function ....................................................................................................................... 35

DCAP Monitor Layout Utility ............................................................................................................... 40

Creating a new Monitor and Assigning Securities to it. ...................................................................... 41

Clearing a Monitor .................................................................................................................................. 47

From Excel ........................................................................................................................................... 47

From the Monitor Layout Utility ......................................................................................................... 48

Encryption ................................................................................................................................................... 49

Logs ............................................................................................................................................................. 50

DCAP Example Spreadsheets ...................................................................................................................... 53

Table 1 - Transaction Type .......................................................................................................................... 54

Table 2 - Access Type .................................................................................................................................. 56

System Requirements

 Microsoft Windows 7 32/64 bit, or above

 Microsoft Excel 2007 32, Excel 2010 32/64 bit, Excel 2013 32/64

 Operational NIC (Network Interface Card), Ethernet.

 4 MBs of Ram

Note that DCAP is implemented as a Microsoft Office automation project and therefore does not require

admin rights for initial installation or to install an update provided the following pre-requisites are

already installed in the PC:

 Microsoft .NET Framework 4.5 (x86 and x64)

 Microsoft Visual Studio 2010 Tools for Office Runtime (x86 and x64)

 Microsoft Windows Installer 4.5

If any of these pre-requisites are missing, the DCAP installer can install these for you, but in that case

local admin rights are required for the initial install.

Upgrading to Desktop Contribution Application (DCAP) from Price-link

If you want to upgrade to the DCAP from any version of Price-link, please contact your Bloomberg

representative and ask to be setup with a new feed. The DCAP client software is NOT compatible with

the existing Price-link server software, so a new feed will have to be setup for the transition. When the

new feed is ready, your Bloomberg representative will provide you with new configuration details

consisting of a network area (Americas, EMEA, and APAC for connectivity over terminal leased lines or

Internet, Internet2, Internet3 for connectivity over the internet), and environment (Beta or Production),

a Username, and a Password. Once you receive the DCAP configuration details, you are ready to start

the installation process. Your DCAP client software can be installed in a PC that is already running the

Price-link software. However, since the formula signatures are practically identical, you will need to load

the DCAP add-in and unload the Price-link add in to test DCAP, and unload the DCAP add-in and load the

Price-link add-in to go back to Price-link.

Installing DCAP

As discussed in the system requirements section, running the DCAP installer does not require local PC

admin rights if all the pre-requisites are already installed. If they are not installed, you will need to be

granted admin rights to run the installer, or get an admin to run the installer for you. Take the following

steps to install DCAP. Skipping any of the installation steps described below may result in an incomplete

installation and may require DCAP to be uninstalled and reinstalled again for proper operation.

1. Ensure that there are no instances of Excel running.

2. Download the installer from:

http://contributions.bloomberg.com/

Depending on the browser used, you may receive a warning indicating that the file being

downloaded could be harmful to your computer and give the user the option to Keep or Discard.

3. Select Keep, and chose to run the installer or save in and then run

4. A dialog box will be displayed confirming that the Publisher (Bloomberg L.P.) has been verified.

Click in Install to proceed with the installation.

5. Upon completion of the installation process a new dialog will be displayed confirming

installation has been completed. At this point everything is ready for you to start configuring the

software.

Configuring DCAP

Once the DCAP Excel Addin has been installed, the next step is to configure the connectivity options.

There are two choices;

Direct TCP/IP Connectivity in this case is direct from the user’s desktop back to Bloomberg.

As a result, your Bloomberg representative will have to assign login credentials

in the form of a Trader Identifier and a Password.

nb: It may also be the case that your firm has opted out of this mode, and only

the following is available;

Enterprise Platform Choosing this option causes the DCAP Addin to connect to a set of servers in

your firm known as ‘appliances’. These servers are part of your firm’s

Enterprise Platform offering. Your system administrator will need to entitle

your existing desktop credentials for access to perform contributions.

To configure DCAP take the following steps:

1. Open Excel, and go to the Bloomberg DCA ribbon.

2. Click in the Settings button to open the configuration user interface

Configuring DCAP for Direct TCP/IP

TThe Direct TCP/IP option should be selected, and you should populate the fields in the General tab

with the configuration details provided by the contributions rep. The Primary and Secondary host IP

addresses and ports will be populated automatically based on your selection of Region and

Environment. However if you need to route connectivity over a proxy server, you have the option to

manually override those IPs/Ports and configure your proxy to forward connectivity to the original

IPs/Ports displayed.

Configuring DCAP for Enterprise Platform

The Enterprise Platform option should be selected. Your system administrator will provide all of the

pertinent field values, but the following fields will need to be set up before proceeding;

Primary/Secondary IP An Enterprise Platform configuration consists of at least two

appliances/servers. This setting requires that the IP addresses and ports are

stipulated for the Primary and Secondary devices. The Port is typically 8196. If

there are additional servers, these should be configured by clicking on the

ellipsis button.

Authentication This setting configures whether the DCAP Excel Addin will use entitlements

based on the users Windows login, or, an Active Directory object (eg “mail”).

The above settings ensure that the DCAP Excel Addin can connect to the Enterprise Platform with the

appropriate credentials. Once this has been achieved, there is a need to set up the Enterprise Platform

services that will be used by DCAP formulas. These services allow the DCAP formulas to target different

asset classes using corresponding pricing sources (where applicable).

Page Data If there is an intention to access GPGX/text pages using the PlContribPage()

formula, then this checkbox needs to be ticked. When checked, you must

supply the Contributor Identifier (ConID) of the GPGX in question, and, the

service name that will be associated/leveraged by the PlContribPage()

formula. An example might be; //mybank/c-gdco.

Slot/ServiceName Most DCAP formulas will require a reference to a slot. Typically, in a Direct

TCP/IP environment, these slots will drive which contribution channels are

used during pricing updates. Examples of slots include; “Forex”, “Bond”,

“Spread”, etc. In an Enterprise Platform configuration, these slots drive

which Enterprise Platform services are targeted.

To set up a slot, double-click in a blank cell under the “Slot” column, then

select one of the slots from the drop down list box, eg Forex. Once selected,

double-click in the cell to the right and proceed to type an Enterprise

Platform service name, eg //mybank/fx-treasury-desk. No validation is

performed at this point.

For every associated slot that will be in use in the spreadsheet/workbook,

build an association with an Enterprise Platform service.

Click OK to complete the configuration. The DCAP Excel Addin will immediately attempt connections to

the nominated servers.

Advanced Options

1. The Advanced tab allows you to define default values for the software so that a simplified

version of the formulas can be used. Your Bloomberg representative will tell you if you need to

change the default settings. In this tab you can also enable debug logging to assist with

troubleshooting purposes, as well as define the directory/folder where you want those log files

stored. Please make sure you have write access to the directory/folder you select. For optimal

throughput and secure transmission, you should select the Use Encryption box. It is also

recommended that you keep the Enable automatic software update on startup box to ensure

you always have the latest version of the software and have access to new features as they get

rolled out.

2. DCAP has now been successfully configured, please click in OK to save the settings and exit the

user configuration. Configuration changes take effect immediately without the need to restart

the PC or Excel and may result in a brief disconnection from the server.

3. If an admin login was used to install the software, the end-user may have to manually load the

add-in in Excel. To do this, in Excel go to File, Options, Manage: COM Add-ins, and tick the

Bloomberg DCA box.

If you have difficulties loading the Bloomberg DCA add-in, please check if the add-in displays

in the Disabled Application Add-ins section.

If you find the add-in the Disabled Application Add-ins section, go to Manage: Disabled Item,

click in Bloomberg DCA and click in the enable button. Then go back to Manage: COM Add-

ins and tick the Bloomberg DCA box.

Monitoring the Connection Status

The state of the connection can be monitored directly in the Bloomberg DCA ribbon in Excel with the

Network Tool button.

The box is split in two because DCAP in production connects to two separate servers for redundancy, so

each half indicates the connectivity status to each server. In the image above, blue in the box indicates

no connection and green indicates active connection. In Beta, there is only one server, so when your

DCAP is configured with Beta as the Environment in the general tab of the configuration screen, it is

normal to have a split box that is half green half blue. However, once you get configured to go to

production the entire box should be green.

There is also the Desktop Notification Tool which will display as an icon in your system tray that reflects

the status of your connection. In the case connection is lost for any reason periodically a bubble

message will alert you of the issue with the connection. In addition, hovering with the mouse over the

icon will display the status in a tooltip.

1. If the icon is blue

The contribution session could not establish a connection to the IP addresses specified in

the General configuration tab or the contribution session has not been authenticated to the

server. This is could be caused by a firewall issue or by having incorrect credentials in the

configuration. You can use the DCAP Network tool to try to determine if the connection is

being blocked. Please contact your firewall administrator to make sure that the IP addresses

and ports specified in the network configuration tab have been cleared in your firewall. If

the connection is not being blocked by a firewall, please contact your Bloomberg

representative to confirm the credentials you entered in the configuration screen are

correct.

2. If the icon is green

The contribution session has been successfully established and is ready to accept pricing

contributions.

Since DCAP Desktop Notification monitors two connections it is possible to have mix

connectivity status.

From time to time the status of the connection may change which will be reflected by the

notification tool – if for any reason the contribution session becomes disconnected prices

can still be submitted but they will be queued until the session is re-established. If the

disconnected state persists for any length of time then you should request assistance from

your Bloomberg representative.

If you want to exit the notification tool, simply right click on it, and select Exit

If you want to start the notification tool again you can double-click on the Bloomberg DCA

shortcut in the Startup folder.

DCAP Network troubleshooting tool

This tool only allows connectivity in a Direct TCP/IP configuration to be tested. It offers a network

troubleshooting tool to help you determine if/where the connection is being blocked. To launch the tool

you can click in the Network Tool button in the Bloomberg DCA ribbon in Excel.

Once you click in either option you should see the following screen:

Your configured DCAP IP addresses and port should be automatically populated with the values you see

in the General tab of the configuration screen. You also have the option to manually enter different IP

addresses and ports by selecting the Manual Configuration option. Confirm the values are correct and

click in the RUN TEST button. This will run ping, tracert, and telnet to the selected IPs/Ports. The results

of the tests should display in the Details section of the screen.

You have the option to select the test results from the Details box and copy them in the clipboard to

later send them to your Bloomberg representative and your Firewall administrator for analysis.

Sending Data to Bloomberg

DCAP allows contributors to send page-based data, digital prices (current day and historic), and to

maintain the list of securities in their monitors. This can be done manually, by clicking in the different

Refresh buttons in the DCAP ribbon in Excel, or automatically, when the different Auto Update flags

have been checked off. In addition, DCAP offers the option to automatically send updates at specified

time intervals set via the throttling settings in the advanced tab in the configuration screen.

Clicking in the Refresh Digital button will force send all the digital prices in the spreadsheet to

Bloomberg. On the other hand, if the Auto Update Digital flag is checked off, the prices will be sent out

automatically as soon as they change in the spreadsheet. The same principle applies for page-based data

with the Refresh Page button and the Auto Update Page flag and for the maintenance of the list of

securities in monitors with the Refresh Monitor button and the Auto Update Monitor flag. Bloomberg

does not recommend the use of the Auto Update Monitor flag as this may result in excessive number of

unnecessary updates being sent, causing monitors to blink frequently and, in extreme cases, slowness

on the feed.

In order to setup the automatic updates at specified time intervals you need to go to the advance tab in

the configuration screen.

If you select Enable Digital (price) Contributions Throttling and set the interval to every 5 minutes, DCAP

will check every 5 minutes if the cells with the values referenced in the formulas have changed and if

they have, it will send an update to Bloomberg. The same logic applies for Monitor Contributions and

Page Contributions throttling.

N.B.

It is very important to note that the throttling settings only apply if you have disabled all 3 Auto Update

Flags in the DCAP Ribbon in Excel. If any of the Auto Update Flags is on, the Throttling settings will not

take effect.

Sending Page-based Data

PLContribPage Function

This formula allows you to send page-based data. This formula is subject to the Auto Update Page flag.

PLContribPage(Area, Product Code, PageNumber)

Return value:

Returns the number of cells contributed followed by the timestamp in parentheses ().

If an error occurs, the function returns:

Error Message

Description

Error: queue is full

The DCAP local PC queue is full. This can be caused by connectivity issues or the

contribution data rate exceeding the capacity of the software for an extended period of

time.

Skip Page

The referenced value has changed but the data has not been sent to Bloomberg because

the Auto Update Page flag is not on and the Refresh Page button in the DCAP ribbon hasn’t

been clicked to send the data.

Invalid Product Code

The value assigned to the ProductCode parameter in the formula is invalid.

Invalid Page Number

The value assigned to the PageNumber parameter in the formula is invalid

Arguments:

Argument

Description

Valid Values

Area

Reference to the area of the spreadsheet

that you wish to contribute as a page.

Example, A1:H12

ProductCode

A numeric value defining under which

menu item (on the Bloomberg page display

system) the page will appear.

Valid number corresponding to a menu item on the

Bloomberg. Your Bloomberg Representative provides

this!

PageNumber

A numeric value defining under which page

number (within a menu item) the page will

appear.

Valid number corresponding to a page number

(within a menu item) on the Bloomberg. Your

Bloomberg Representative provides this!

To clear the page, simply enter the Product Code and Page Number button in the Bloomberg DCA

ribbon in Excel and hit Enter, this will enable the Clear Page button. Then click in the Clear Page

button. A dialog will display for you to confirm that you want to proceed.

Sending Digital Prices

PLContribQuote

This formula allows you to send current day Prices and Sizes. This formula is subject to the Auto Update

Digital flag.

PLContribQuote(Value, TransactionType, SecurityId, RecordType, SecurityIdType, Size, Precision, FirmID,

ConditionCode)

Return value:

Returns the Price contributed followed by the timestamp in parentheses (). This function automatically

filters duplicates updates. If a contribution is duplicated the return value is preceded by an asterix (*).

Error Message

Description

Error: queue is full

The DCAP local PC queue is full. This can be caused by connectivity issues or the

contribution data rate exceeding the capacity of the software for an extended period of

time.

Skip Digital

The referenced value has changed but the data has not been sent to Bloomberg because

the Auto Update Digital flag is not on and the Update Digital button in the DCAP ribbon

hasn’t been clicked to send the data.

Invalid Transaction

Type

The value provided in the TransactionType parameter in the formula is not supported.

Invalid Security Id

Type

The value provided in the SecurityIdType parameter in the formula is not supported.

Invalid SecId Length

The length of the string provided in the SecurityId parameter in the formula is not

consistent with the value provided in the SecirityIdType (e.g. Isins should be 12 characters

long)

Invalid Record Type

The value provided in the RecordType parameter in the formula is not supported.

Invalid condition

code

The value provided in the ConditionCode parameter in the formula is not supported.

Duplicate Value

The update is a duplicate and has been filtered.

Blank Skipped

The cell referenced in the Value parameter in the formula is blank/empty.

PLContribQuote Arguments:

Argument

Description

Valid Values

Value

Normally a cell reference, defining the location

of the value (price) to be contributed from the

spreadsheet.

Any cell number, e.g. E3

TransactionType

Defines what the value represents, e.g. Bid or

Ask price. It accepts a set of standard keywords.

This formula is specific to handle BID, ASK,

BLPSPRDTOBENCHBIDRT,

BLPSPRDTOBENCHASKRT, and accompanying

sizes.

SecurityId

The Security ID string used by Bloomberg to

identify which security the price refers to.

Normally SecId is a cell reference, which actually

contains the Security ID.

A valid ISIN, CUSIP, or SEDOL number OR

value pointing to the cell containing the

SecID.

RecordType

Any valid record types

Record

Type

Value Represents

FOREX

Foreign Exchange

Bond

ODDBOND

Odd Bond

Slot41-

Slot49

Additional slots

SecurityIdType

Standard used in identifying the securities

contributed to Bloomberg

 Parsekey

 SEDOL

 ISIN

 CUSIP

 TICKER

 VALOREN

 WPKN

 FRENCHNUM

 JAPANNUM

 OPTION

Precision

Specifies the maximum number of digits after

the decimal point. To use the default precision

set up in your contribution system (see User

Configuration), set Precision to -1(or any

negative number).

Any number between 0 and 9.

FirmId

This parameter is optional. It represents an ID

that uniquely identifies a firm for this price.

Contact your Bloomberg Representative to get a

list of valid firm identifiers.

Any string, limited to 4 charcters

ConditionCode

This parameter is optional. It represents a

condition code for this price.

Condition

Code

Value Represents

Firm

The BID or ASK is Firm

Clear

If the BID or the ASK are

zeroes, this indicates that the

contributor wants to clear the

data from ticker-plant.

Valid

If the BID or the ASK are

zeroes, this indicates that the

actual Bid or Ask has a (valid)

zero value

Size

This parameter is optional. Normally a cell

reference, defining the location of the amount

bid or offered.

Any cell number, e.g. E3

PLContribFull Function

This formula allows you to send current day prices. This formula is subject to the Auto Update Digital

flag.

PLContribFull(Value, TransactionType, SecurityId, RecordType, SecurityIdType, Precision, FirmID,

ConditionCode, Status)

Return value:

Returns the Price contributed followed by the timestamp in parentheses ().

This function automatically filters duplicates updates. If a contribution is duplicated the return value is

preceded by an asterisk (*).

If an error occurs, the function returns:

Error Message

Description

Error: queue is full

The DCAP local PC queue is full. This can be caused by connectivity issues or the

contribution data rate exceeding the capacity of the software for an extended period of

time.

Skip Digital

The referenced value has changed but the data has not been sent to Bloomberg because

the Auto Update Digital flag is not on and the Update Digital button in the DCAP ribbon

hasn’t been clicked to send the data.

Invalid Transaction

Type

The value provided in the TransactionType parameter in the formula is not supported.

Invalid Security Id

Type

The value provided in the SecurityIdType parameter in the formula is not supported.

Invalid SecId Length

The length of the string provided in the SecurityId parameter in the formula is not

consistent with the value provided in the SecirityIdType (e.g. Isins should be 12 characters

long)

Invalid Record Type

The value provided in the RecordType parameter in the formula is not supported.

Invalid condition

code

The value provided in the ConditionCode parameter in the formula is not supported.

Duplicate Value

The update is a duplicate and has been filtered.

Blank Skipped

The cell referenced in the Value parameter in the formula is blank/empty.

PLContribFull Arguments:

Argument

Description

Valid Values

Value

Normally a cell reference, defining the location

of the value (price) to be contributed from the

spreadsheet.

Any cell number, e.g. E3

TransactionType

Defines what the value represents, e.g. Bid or

Ask price. It accepts a set of standard keywords.

See DCAP Transaction Table (Table 1) for a

full list of valid entries. The most common

values are BID, ASK, TRADE, BIDYIELD,

ASKYIELD

For contributing Sizes along with Prices, use

PLContribQuote instead.

SecurityId

The Security ID string used by Bloomberg to

identify which security the price refers to.

Normally SecId is a cell reference, which

actually contains the Security ID.

A valid ISIN, CUSIP, or SEDOL number OR

value pointing to the cell containing the

SecID.

RecordType

Any valid record types

Record

Type

Value Represents

FOREX

Foreign Exchange

BOND

Bond

ODDBOND

Odd Bond

Slot41-

Slot49

Additional slots

SecurityIdType

Standard used in identifying the securities

contributed to Bloomberg

 Parsekey

 SEDOL

 ISIN

 CUSIP

 TICKER

 VALOREN

 WPKN

 FRENCHNUM

 JAPANNUM

 OPTION

Precision

Specifies the maximum number of digits after

the decimal point. To use the default precision

set up in your contribution system (see User

Configuration), set Precision to -1(or any

negative number).

Any number between 0 and 9.

FirmId

This parameter is optional. It represents an ID

that uniquely identifies a firm for this price.

Contact your Bloomberg Representative to get

a list of valid firm identifiers.

Any string, limited to 4 characters

ConditionCode

This parameter is optional. It represents a

condition code for this price and should only be

used if agreed upon with your Bloomberg

representative.

Condition

Code

Represents

Firm

The BID or ASK is Firm

Clear

If the BID or the ASK are

zeroes, this indicates that the

contributor wants to clear the

data from ticker-plant.

Valid

If the BID or the ASK are

zeroes, this indicates that they

are valid zeroes and that the

prices are meant to be Firm.

Status

This parameter is optional. It represents the

status of the "market" at the time the price was

generated.

This should only be used if agreed upon with

your Bloomberg representative

PLSendHistory Function

This formula allows you to send historical values up to 30 days back. Before using this formula, contact

your Bloomberg representative to make sure your feed has been configured to allow historic updates.

This formula is NOT subject to the Auto Update Digital setting and in order to send the data you must

always push the Refresh History button in the DCAP ribbon in Excel.

PLSendHistory(SecurityId, Value, TransType, PastDate, RecordType, SecurityIdType)

Return value:

Returns the Price contributed followed by the timestamp in parentheses ().

Error Message

Description

Error: queue is full

The DCAP local PC queue is full. This can be caused by connectivity issues or the

contribution data rate exceeding the capacity of the software for an extended period of

time.

Skip History

The referenced value has changed but the data has not been sent to Bloomberg because

the Update History button in the DCAP ribbon in Excel hasn’t been clicked to send the data.

Note that PLSendHistory is NOT subject to any Auto Update flags and the data needs to

be pushed out manually with the Update History button in the DCAP ribbon in Excel.

Invalid Transaction

Type

The value provided in the TransactionType parameter in the formula is not supported.

Invalid Date

The value provided in the PastDate parameter in the formula is not supported.

Invalid Security Id

Type

The value provided in the SecurityIdType parameter in the formula is not supported.

Invalid SecId Length

The length of the string provided in the SecurityId parameter in the formula is not

consistent with the value provided in the SecirityIdType (e.g. Isins should be 12 characters

long)

Invalid Record Type

The value provided in the RecordType parameter in the formula is not supported.

Duplicate Value

The update is a duplicate and has been filtered

PLSendHistory Arguments:

Argument

Description

Valid Values

SecurityId

The Security ID string used by Bloomberg to

identify which security the price refers to.

Normally SecId is a cell reference, which

actually contains the Security ID.

A valid ISIN, CUSIP, or SEDOL number OR value

pointing to the cell containing the security

identifier.

Value

Normally a cell reference, defining the

location of the value (price) to be contributed

from the spreadsheet.

Any cell number, e.g. E3

TransactionType

Defines what the value represents, e.g. Bid or

Ask price. It accepts a set of standard

keywords.

See DCAP Transaction Table (Table 1) for a full

list of valid entries. The most common values

are BID, ASK, and TRADE

PastDate

Defines the date for historical data

Any date in mm/dd/yyyy format or reference to

a cell containing that date. Ideally the

referenced cell is in Excel date format, as

opposed to text format.

RecordType

Any valid record types

Record Type

Value Represents

FOREX

Foreign Exchange

BOND

Bond

ODDBOND

Odd Bond

Slot41-Slot49

Additional slots

SecurityIDType

Standard used in identifying the securities

contributed to Bloomberg

 Parsekey

 SEDOL

 ISIN

 CUSIP

 TICKER

 VALOREN

 WPKN

 FRENCHNUM

 JAPANNUM

 OPTION

Precision

Specifies the maximum number of digits after

the decimal point. To use the default

precision set up in your contribution system

(see User Configuration), set Precision to -

1(or any negative number).

Any number between 0 and 9.

Maintaining the List of Instruments in a Monitor

PLMonitorFull Function

PLMonitorFull(SecurityId, SecurityIdType, MonitorID, MonitorNumber, MonitorPage, MonitorLine,

YellowKey, AccessType )

Return value:

Returns the Security ID contributed followed by the timestamp in parentheses ().

In an error occurs, the function returns:

Error Message

Description

Error: queue is full

The DCAP local PC queue is full. This can be caused by connectivity issues or the

contribution data rate exceeding the capacity of the software for an extended period of

time.

Skip Monitor

The referenced value has changed but the data has not been sent to Bloomberg because

the Auto Update Monitor flag is not on and Refresh Monitor button in the DCAP ribbon in

Excel hasn’t been clicked to send the data.

Invalid Security Id

Type

The value provided in the SecurityIdType parameter in the formula is not supported.

Invalid SecId Length

The length of the string provided in the SecurityId parameter in the formula is not

consistent with the value provided in the SecirityIdType (e.g. Isins should be 12 characters

long)

Invalid Access Type

The value provided in the AccessType parameter in the formula is not supported.

Invalid Yellow Key

The value provided in the YellowKey parameter in the formula is not supported.

PLMonitorFull Arguments:

Argument

Description

Valid Values

SecurityId

The Security ID string used by Bloomberg to

identify which security the price refers to.

Normally this is a number (or sequence of letters

and numbers) defined using the ISIN, CUSIP or

SEDOL standards. SecId can also be a cell

reference, pointing to another cell containing the

actual Security ID.

A valid ISIN, CUSIP, or SEDOL number or value

pointing to the cell containing the SecID.

SecurityIdType

Standard used in identifying the securities

contributed to Bloomberg

 SEDOL

 ISIN

 CUSIP

 TICKER

 VALOREN

 WPKN

 FRENCHNUM

 JAPANNUM

 OPTION

MonitorID

This is a unique number identifying the

contributor’s Bloomberg Monitor page.

This numeric identifier is provided by your

Bloomberg Representative.

MonitorNumber

A numeric identifier dedicated to an individual

Contributor per Monitor ID.

This numeric identifier is provided by your

Bloomberg Representative.

MonitorPage

A numeric identifier pointing to a specific "page"

within each Monitor Number (MonNum) per

Monitor ID (MonID).

Any valid page number

MonitorLine

Allows you to specify which line, within the

"page", your security contribution should appear.

Any number between 1 to 40 depending on how

many instruments per page the monitor has

been setup for. In addition, "M" can also be sent,

if Bloomberg is to sort the instruments by

maturity.

YellowKey

A name specifying the type of Security or

Yellow Key you are contributing.

 Comdty

 Equity

 Muni

 Pfd

 Client

 M-Mkt

 Govt

 Corp

 Index

 Crncy

 Mtge

AccessType

A number that specifies the identifier type in

use. For a complete list of valid Access Types

refer to Table 2.

Access Type

Value Represents

CUSIP

TICKER

ISIN

PLBenchmark Function

PLBenchmark(Slot, SecurityID, AccessType, MonitorId, MonitorNumber, PageNumber, LineNumber,

UpdateDelete, YellowKey, ShortName, Comment, BnchmkSecId, BnchmkAccessType, BnchmkDesc )

Return value:

Returns the Security ID contributed followed by the timestamp in parentheses ().

In an error occurs the function returns:

Error Message

Description

Error: queue is full

The DCAP local PC queue is full. This can be caused by connectivity issues or the

contribution data rate exceeding the capacity of the software for an extended period of

time.

Skip Monitor

The referenced value has changed but the data has not been sent to Bloomberg because

the Auto Update Monitor flag is not on and Refresh Monitor button in the DCAP ribbon in

Excel hasn’t been clicked to send the data.

Invalid slot

The value provided in the Slot parameter in the formula is not supported.

Invalid Security Id

Type

The value provided in the SecurityIdType parameter in the formula is not supported.

Invalid SecId Length

The length of the string provided in the SecurityId parameter in the formula is not

consistent with the value provided in the SecirityIdType (e.g. Isins should be 12 characters

long)

Invalid Access Type

The value provided in the AccessType parameter in the formula is not supported.

Invalid Yellow Key

The value provided in the YellowKey parameter in the formula is not supported.

Invalid Benchmark

Access Type

The value provided in the BnchmkAccessTyp parameter in the formula is not supported.

PLBenchmark Arguments:

Argument

Description

Valid Values

Slot

The Slot is used by Bloomberg to identify what

pricing source you want to feed using this

formula. This is a one character field that tells

Bloomberg if you will feed your primary or

secondary fixed income pricing or your

currency pricing source

Slot

Value Represents

Bond

OddBond

Currency

41-49

Additional slots

SecurityId

The Security ID string used by Bloomberg to

identify which security the price refers to.

Normally this is a number (or sequence of

letters and numbers) defined using the ISIN,

CUSIP or SEDOL standards. SecId can also be a

cell reference, pointing to another cell

containing the actual Security ID.

A valid ISIN, CUSIP, or SEDOL number or

value pointing to the cell containing the

SecID.

AccessType

A number that specifies the identifier type in

use. For a complete list of valid Access Types

refer to Table 2.

Access Type

Value Represents

CUSIP

TICKER

ISIN

MonitorID

This is a unique number identifying the

contributor’s Bloomberg Monitor page.

This numeric identifier is provided by your

Bloomberg Representative.

MonitorNumber

A numeric identifier dedicated to an individual

Contributor per Monitor ID.

This numeric identifier is provided by your

Bloomberg Representative.

PageNumber

A numeric identifier pointing to a specific

"page" within each Monitor Number

Any valid page number

(MonNum) per Monitor ID (MonID).

LineNumber

Allows you to specify which line, within the

"page", your security contribution should

appear.

Any number between 1 to 40 depending on

how many instruments per page the

monitor has been setup for. In addition, "M"

can also be sent, if Bloomberg is to sort the

instruments by maturity.

UpdateDelete

One character field that tells Bloomberg if the

instrument needs to be updated or deleted

from the monitor.

LoadInd

Value Represents

Update

Delete

YellowKey

A one character field specifying the type of

Security or Yellow Key you are contributing.

YellowKey

Value Represents

Cmdty

Equity

Muni

Pfd

Client

M-Mkt

Govt

Corp

Index

Crncy

Mtge

ShortName

This parameter is optional. It represents the

description of the instrument.

Any string, limited to 14 characters

Comment

This parameter is optional. It can be used to

send any comments pertaining to the

instrument.

Any string, limited to 30 characters

BnchmkSecId

This parameter is optional. The BenchmarkId

string is used by Bloomberg to identify what

the benchmark for the instrument referenced

in the formula is. Normally this is a number (or

sequence of letters and numbers) defined

A valid ISIN, CUSIP, or SEDOL number or

value pointing to the cell containing the

BenchmarkId.

using the ISIN, CUSIP or SEDOL standards.

SecId can also be a cell reference, pointing to

another cell containing the actual Benchmark

ID.

BnchmkAccessTyp

A number that specifies the identifier type in

use for the benchmark. For a complete list of

valid Access Types refer to Table 2.

Access Type

Value Represents

CUSIP

TICKER

ISIN

BnchmkkDescr

This parameter is optional. It represents the

description of the benchmark.

Any string, limited to 20 characters

DCAP Monitor Layout Utility

DCAP includes a tool to control the layout of securities on GDCO screens this is the Monitor Layout

Utility.

To start the Monitor Layout Utility go to the Start Menu and select Programs -> Bloomberg Desktop

Contribution App -> Monitor Layout or you can click in the Monitor Layout Tool button in the DCAP

ribbon in Excel.

Creating a new Monitor and Assigning Securities to it.

To create a new Monitor choose File | New Monitor to present the Create New Monitor property sheet

Enter values for the GDCO and the Monitor Number, choose the Slot, the Access Type, the Bloomberg

Yellow Key, the desired Page Size, and the Benchmark Access Type. Also check the Sort By Maturity box

if you want the instruments automatically sorted in the monitor and click OK.

GDCO

This is a unique number identifying the contributor’s

Bloomberg Monitor page.

This numeric identifier is

provided by your Bloomberg

Representative.

MonitorNumber

A numeric identifier dedicated to an individual Contributor

per Monitor ID.

This numeric identifier is

provided by your Bloomberg

Representative.

Slot

The Slot is used by Bloomberg to identify what pricing source

you want to feed using this formula. This is a one character

field that tells Bloomberg if you will feed your primary or

secondary fixed income pricing or your currency pricing

source

Slot

Value Represents

Bond

OddBond

Currency

41-49

Additional slots

Access Type

This field specifies the identifier type in use.

Choose from the pick list.

Yellow Key

This field specifies the type of Security or Yellow Key you are

contributing.

Choose from the pick list.

Page Size

A number indicating how many securities per page you want

displayed in the monitor.

15 or 20 for a single column

monitor and 30 or 40 for a

double column monitor.

Benchmark

Access Type

This field specifies the identifier type in use to identify the

Benchmark (if one is being sent).

Choose from the pick list.

This will add a blank Monitor to the tool. To assign securities to the Monitor you can do one of two

things.

1. Choose Monitor | Add Security to present the Add Security Dialog

Enter the Security Id of the security that you want to add to this Monitor and click OK. This will add the

security to the end of the Monitor page but it can then be dragged to the location you require.

Once the instrument has been added to the monitor, you can double-click on it to define the security

properties and add a Short Name, a Comment, or the Benchmark details if desired.

ShortName

This parameter is optional. It represents the description of the

instrument.

Any string, limited to 14

characters

Comment

This parameter is optional. It can be used to send any comments

pertaining to the instrument.

Any string, limited to 30

characters

Benchmark

This parameter is optional. The BenchmarkId string is used by

Bloomberg to identify what the benchmark for the instrument

referenced in the formula is. Normally this is a number (or sequence of

letters and numbers) defined using the ISIN, CUSIP or SEDOL standards.

SecId can also be a cell reference, pointing to another cell containing

A valid ISIN, CUSIP, or

SEDOL number or value

pointing to the cell

containing the

BenchmarkId.

the actual Benchmark ID.

Description

This parameter is optional. It represents the description of the

benchmark.

Any string, limited to 20

characters

2. Drag the full list of securities, and additional details (if needed) from Excel and drop into the

monitor. Note: Exclude the column headers in excel in the range you select to drag and

drop.

To add pages to the Monitor choose Monitor | Insert Page.

Once you are happy with the layout of the Monitor choose File | Send Changes to send the

layout to Bloomberg for the active Monitor or File | Send All Changes to send the layout for all

the Monitors you currently have open.

Viewing or Changing a Monitor’s Properties

To view or change a Monitor’s properties choose Monitor | Properties to display the Monitor Properties

Dialog.

Clearing a Monitor

From Excel

To clear your Monitor, simply enter the monitor ID, the monitor number, and the slot in the

Bloomberg DCA ribbon in Excel and hit Enter, this will enable the Clear Monitor button. Then click

in the Clear Monitor button. A dialog will display for you to confirm that you want to proceed.

From the Monitor Layout Utility

To clear a Monitor of its securities make the Monitor the active Monitor and choose Monitor | Clear,

this will prompt you for confirmation, send the changes to Bloomberg immediately and clear the

Monitor form to allow you to assign different securities to this Monitor.

Encryption

DCAP uses the RC2 encryption protocol for the initial login and private key exchanges; it uses a custom

protocol along the lines of SSL/TLS using RSA for handshake and session key exchanges and, if

Encryption is checked off in the configuration screen, it uses the DES encryption protocol for data

transfer.

Logs

DCAP offers different level of logs to facilitate troubleshooting and they are all set from the advanced

tab of the configuration screen.

DCAP by default logs basic protocol level messages exchanged by the DCAP client and server dealing

with mainly with changes in connectivity status. If data logs or more verbose logs are required to aid

troubleshooting, your Bloomberg representative may ask you to tick the Enable Debug Log box. The

logs will be located in the folder you select in the Logging Directory field. Please make sure you have

write access to the directory/folder you select. Note that for DCAP to start the debug log, Excel will

have to be restarted after the box has been ticked in the configuration screen and the setting saved.

The current log file will be named dcacsvc_date.log (ie. dcacsvc_20160322.log). If the log reaches a size

of 5 MBs there will be a new dcacsvc_date.log, and the older logs will be copied to a file named

dcacsvc_date.log.date_timestamp. To view the content of the files, the use of Notepad++ is

recommended. The files can also be opened in Notepad, but the formatting may be off.

For easy access to the log files a button has been added to the Bloomberg DCA ribbon that opens the

selected logging folder.

DCAP Example Spreadsheets

Filename (Location)

Long Form

Page.xls(C:\blp\DCA)

An example Workbook file illustrating usage of the

PLContribPage function.

Digital.xls(C:\blp\DCA)

An example workbook file serving as a template

guiding users on the usage of the functions:

PLContribFull

Benchmark.xls(C:\blp\DCA)

An example workbook file serving as a template

guiding users on the usage of the functions:

PLBenchmark

PLContribFull

Table 1 - Transaction Type

Transaction to use in formula

Value it represents, Type

TRADE

Last Trade Price, Float

BID

Bid, Float

ASK

Ask, Float

ASKYIELD

Ask Yield, Float

BIDYIELD

Bid Yield, Float

VOLUME

Total Volume, Integer

RTOPENINTEREST

Open Interest, Integer

BLPSPRDTOBENCHBIDRT

Bid Yield Spread, Float

BLPSPRDTOBENCHASKRT

Ask Yield Spread, Float

BLPSPRDTOBENCHMIDRT

Mid Yield Spread, Float

BLPRTSPRDTOBENCHLASTRT

Last Yield Spread, Float

SPREADBENCHMARKSECURITYTYPE

Benchmark Access Type (Table 2), Integer

YIELD_SPREAD_BNCHMRK

Benchmark identifier, String

EFPRATERT

EFP Rate, Float

EFPCHANGERT

EFP Rate Change on Day, Float

EFPBIDRATEREALTIME

EFP Bid, Float

EFPASKRATEREALTIME

EFP Ask, Float

EFPBIDCHANGEREALTIME

EFP Bid Change on Day, Float

EFPASKCHANGEREALTIME

EFP Ask Change on Day, Float

EFP_BNCHMRK

EFP Benchmark, String

BESPDMIDRT

Mid Breakeven Spread, Float

BECHGONDAYRT

Breakeven Change on Day, Float

BESPDBIDRT

Bid Breakeven Spread, Float

BESPDASKRT

Ask Breakeven Spread, Float

BREAKEVEN_BNCHMRK

Breakeven Benchmark, String

CDSCOUPONRT

CDS Underlying Coupon, Float

Transaction to use in formula

Value it represents, Type

UPFRONTBIDREALTIME

CDS Upfront Bid, Float

UPFRONTASKREALTIME

CDS Upfront Ask, Float

BIDFIRSTLEG

CDS Leg 1 Bid, Float

ASKFIRSTLEG

CDS Leg 1 Ask, Float

BIDSECONDLEG

CDS Leg 2 Bid, Float

ASKSECONDLEG

CDS Leg 2 Ask, Float

BIDFIRSTLEGDV01

CDS Leg 1 DV01 Bid, Float

ASKFIRSTLEGDV01

CDS Leg 1 DVO1 Ask, Float

BIDSECONDLEGDV01

CDS Leg 2 DV01 Bid, Float

ASKSECONDLEGDV01

CDS Leg 2 DV01 Ask, Float

CDSOPTIONDELTAREALTIME

CDS Option Delta, Float

CDSOPTIONREFERENCELEVELRT

CDS Option Reference Value, Float

REPOVWAPREALTIME

Repo VWAP, Float

REPOVWAPVOLUMEREALTIME

Repo VWAP Volume, Float

FUNDNETASSETVALRT

Fund NAV, Float

PRICESCALINGFACTOR

Price Scaling Factor, Integer (from 1 to 7)

VOLUMESCALINGFACTOR

Size Scaling Factor Integer (from 1 to 7)

Table 2 - Access Type

Access

Type

Identifier it Represents

Access

Type

Identifier it Represents

Access

Type

Identifier it Represents

CINS

Danish

Belgian Loan

Sedol 1

Austrian

UK Epic Code

Sedol 2

Luxembourg

Hong Kong

Euro Clear Number

Misc. Domestic

Equity Ticker & Exchange

Cedel

Norway

Ticker

Valoren

Euro Com

Tokyo Special

Wertpap

Italy

New ISIN

ISIN

Sweden

TBA Mortgage Security

Japanese

Japan Company

Malaysian

French

CUSIP

Parsekey

Belgian

Spain

Dutch

Singapore

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