The function "blp/history" has two possible code paths depending on how "blpapi3.jar" is added to the classpath.
If "blpapi3.jar" is added:
- statically, then MATLAB is able to use code in "datafeed.jar" that parses the event messages at the Java level and then passes a Java vector back to MATLAB. There is only one MATLAB/Java boundary crossing in this case and it is much faster.
- dynamically, then MATLAB is not able to resolve what it needs at a startup making the code in "datafeed.jar", that relies on "blpapi3.jar", inaccessible. In this case, "blp/history" falls back to using the MATLAB code path, which makes the Java calls directly from the MATLAB Workspace and there are many MATLAB/Java boundary crossings needed to parse the event messages. Thus, this implementation is much slower.
Add "blpapi.jar" to the static Java path rather than the dynamic path. That is, define a "javaclasspath.txt" rather than using "javaaddpath" - this will give you the best performance. See the section "Add Jar File Classes" in the MATLAB documentation page about the static Java classpath:
Additionally, if Bloomberg API is still slow after adding it to the static path, try downloading the 'blpapi3.jar' from Bloomberg again and replace it in your current installation.
