>>>>>>>There's another option. You can write wrapper DLL for that ActiveX in VB and use it in VFP.<<<<<<
>
>Sounds nice, but how easy is that, I'm behind schedule on this, it's a new client, and I have no time for a big learning curve.
>
>If I can hack something quickly that's ok, I just need to demo that I'm getting somewhere. If I can make a quicky demo that runs on his machine with real data going in and out, then that would make everyone happy.

It depends on how familiar you're with VB. Anyway, check Re: Has anyone used the Bloomberg Data Control? Thread #736028. Looks like it works in VFP and there's even sample VFP code.