Under Open Market Data Initiative, Bloomberg has released its market data interfaces as free and open APIs which can be consumed by anyone with no restrictions.
The APIs are available in Java, C, C++ and .NET
Here are some deep links to get started quickly.
http://open.bloomberg.com/pdf/blpapi-developers-guide.pdf
http://open.bloomberg.com/pdf/bloomberg_open_market_data_whitepaper.pdf
On a side thought, they can be a very good reference on how to design high performance public interfaces and APIs.
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