Rblpapi
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BPUB
Are there any plans for BPUB functionality?
is it supported by the c++ api?
I think so. It exists as an excel function.
That is faulty reasoning. In general the Excel functionality has to be thought of as a superset of what the API exports. So in a nutshell, for 'new feature XYZ' we need
- to establish that it is accessible through the API we use
- someone who wants it badly enough to sketch an implementation
Have a look at MktdataPublisher.cpp. it looks a little complicated for us to stub out. Lots of auth in there. contributions welcome.