If there is mistery crash from Bloomberg C client API when getting VWAP from start date, start time, end date and end time. Try query it using just day, start time, end time. It fix mystery rash issue.

http://www.qcf.gatech.edu/academic/Bloomberg/BLOOMBERG.API.for.C.Quick_Start.12.2005.doc

Possible out-of-sync of requestID from bb_getdatax() and bb_rcvdata() header - http://www.wilmott.com/messageview.cfm?catid=10&threadid=51215

Sample of using Bloomberg SAPI - http://www.wilmott.com/messageview.cfm?catid=10&threadid=77504

Document of C client api - http://wenku.baidu.com/view/b9259085b9d528ea81c7796a.html

Interview of an Elektron developer in China - http://www.infoq.com/cn/interviews/construction-of-a-new-generation-financial-information-network

http://www.enlistq.com/understanding-types-of-market-data/