Programmer-Bloomberg interaction experiences

At work, one of my more annoying tasks is to write small programs, which interact with Bloomberg data services through their C++ API. This is not exactly easy, since there doesn't seem to be much documentation on how the API actually works. To make things easier, I'll try to keep a log of my experiences with the Bloomberg Desktop C++ API here.

For now I will assume that you have had a look at the examples which come with the Bloomberg Desktop C++ API, before you start looking at my code examples.

Getting historical data in a specific currency

  Request request =
    Bloomberg.BC_Service.createRequest ("HistoricalDataRequest");
  request.append("securities", "FOAIR DC Equity);
  request.append("fields","PX_LAST");
  request.set("periodicityAdjustment", "ACTUAL");
  request.set("periodicitySelection",  "DAILY");
  request.set("startDate",             "2009-06-01");
  request.set("endDate",               "2009-07-08");
  request.set("maxDataPoints",         10000);
  request.set("currency",              "USD");