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With the Web Data Connector SDK, you can unlock a world of data that's available over the web. In addition to using the dozens of data connectors that are already available in Tableau, you can now create your own web data connector (WDC) that reads data from virtually any site that publishes data in JSON, XML, or HTML.
Thanks jdunkerley79, Checked the Bloomberg API details. I believe, I have to choose the right API for the service needed and pass on the right arguments. If possible, please pass on any sample workflows to pull Bloomberg data. It will very very helpful.