To connect to Bloomberg, you must purchase a subscription from that company and download/install their software. Only then can the Finance Platform do this.

The Finance Platform can only connect to Bloomberg on Windows:
https://www.wolfram.com/finance-platform/features/system-requirements.html

From what I've read online, the bloomberg service can only be installed on Windows. It doesn't run on Mac. So the first question is, "Can you run the Bloomberg Terminal?"

If Yes,
- Are you running it on some kind of Windows Virtual Machine on your Mac?

If No,
 - Have you purchased a Bloomberg subscription?
 - Do you have their software for the bloomberg terminal installed?
You will want to contact Bloomberg's technical support for help getting their product installed and working before trying to link it to Mathematica.