Those who have used my Bloomberg-to-Mathematica interface may want to try out the new version. It includes a simpler, more flexible interface, fixes some bugs, and uses Mathematica's new Associations, DateObjects and TemporalData.
The old version continues to work but if you're using Mathematica 10, consider switching over.
[ March 7, 2016, Since my original post I've released a new version that allows downloading of bulk data, re-using a link once launched, sending overrides to Bloomberg, and many other improvements. More info at http://www.wheels.org/monkeywrench/?p=843 ]
Executables, interface notebooks, and C++ source code all available at https://github.com/MichaelSternNYC.