Using Julia 1.8.3, and following the example from the BLPData website, I get the following:
julia> using BLPData
julia> session = BLPData.Session()
Session services available: Set(["//blp/refdata", "//blp/mktdata"])
julia> topic = "//blp/mktdata/ticker/TYH3 Comdty?fields=BID,ASK"
"//blp/mktdata/ticker/TYH3 Comdty?fields=BID,ASK"
julia> subscription_list = BLPData.subscribe(session,topic)
Subscription List Topics
24NOV2022_10:04:58.609 52528:5992 WARN blpapi_subscriptionmanager.cpp:7338 blpapi.session.subscriptionmanager.{1} SubscriptionLost for unknown data set with stream id 1 { ConnectionContext=[0/1] }
1 => BLPData.SubscriptionTopic(CorrelationId(5), "//blp/mktdata/ticker/TYH3 Comdty?fields=BID,ASK")
julia>
My topic
is not exactly the same as the one used on the BLPData website but both return the same message.
Does anyone have experience running this?