The Bloomberg Swap Data Repository (BSDR) is a registered U.S. swap data
repository that allows market participants to fulfil their public disclosure
obligations under U.S. legislation. BSDR is required to make publicly
available price, trading volume and other trading data reported to its U.S.
repository. It publishes this data on its website in real-time and also on a
its website to call the Bloomberg Application Service using
requests to a target URL.
the date for which data is required as Date or DateTime object.
It will use all date-time elements including year, month, day, hour,
minute, second (incl. fractional seconds) and time zone information to
determine the set of trades to return. It will return the set of trades
for the day starting on
the asset class for which you would like to download
trade data. Valid inputs are
a logical flag indicating whether raw data should be returned or whether the raw data should be processed (default). The latter involves selecting particular fields and formatting these as seemed appropriate based on data and API reviews at the time the formatting was coded.
a data frame containing the requested data, or an empty data frame if data is unavailable
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