gistfile1.rb

include Java
require 'blpapi3.jar'

opts = com.bloomberglp.blpapi.SessionOptions.new
opts.server_host = 'localhost'
opts.server_port = 8194

session = com.bloomberglp.blpapi.Session.new opts
service = '//blp/refdata'
throw "Can't start Bloomberg" unless session.start && session.open_service(service)
data_svc = session.get_service service

rates = {}
while true
  request = data_svc.create_request 'ReferenceDataRequest'
  ['EURUSD', 'USDJPY', 'AUDUSD'].each do |ccypair|
    request.append 'securities', "#{ccypair} Curncy"
  end
  ['BID', 'ASK'].each {|field| request.append 'fields', field}
  session.send_request request, com.bloomberglp.blpapi.CorrelationID.new(1)
  
  while true
    event = session.next_event
    event_type = event.event_type.to_string
    iter = event.message_iterator
    while iter.has_next?
      message = iter.next
      if message.has_element 'securityData'
        data = message.get_element('securityData')
        (0..(data.num_values-1)).each do |i|
          d = data.get_value_as_element(i)
          rates[d.get_element_as_string('security')[0..5]] = {
            :bid => d.get_element('fieldData').get_element_as_float64('BID'),
            :ask => d.get_element('fieldData').get_element_as_float64('ASK')
          }
        end
      end
    end
    break if event_type == "RESPONSE"  # end of the response
  end
  rates.each {|c, r| puts "#{c}\t#{r[:bid]}/#{r[:ask]}" }
  sleep 2
end

# =>  EURUSD  1.40683/1.40704
#     USDJPY  94.3/94.32349
#     AUDUSD  0.8003/0.8005
#
#     EURUSD  1.406825/1.407034
#     USDJPY  94.3/94.31999
#     AUDUSD  0.8003/0.8005