Is there an (open) way to map Bloomberg's 2-letter exchange code to MIC identifiers, e.g. UN to XNYS?
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$\begingroup$ I am afeared that a lookup table might be required here... but in fairness, there are not that many exchanges out there... $\endgroup$– demullyFeb 22 '21 at 8:48
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I can point you to https://github.com/ga-group/bsym/blob/master/pricing_source_iso10383.ttl
Disclaimer: I created that file.
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A quick search finds this link. Looks like you can just download the CSV.
answered May 28 '20 at 4:31
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2$\begingroup$ Thanks. But unfortunately, it is not up to date (or at least not comprehensive enough). For reference, bsym.bloomberg.com/api/enumValues/v2/exchCode contains 883 exchange codes (883!!). $\endgroup$ May 28 '20 at 4:36