Logging into any program is conceptually the same process, enter a user name and password, lookup the user name in an identity store (database) and check the passwords match, and set a flag that says the user is authentic. However, behind the scenes each application/web site could do this all sorts of different ways.
Security at the inital login of any application tends to be fairly high, all the methods involving the login should be well protected to stop crackers automating dictionary attacks. Trying to automate a login into an application could be used for bad as well as good.
It sounds like bloomberg are fairly large institute. If their information comes from the tinternet to the application then they might have a web service that you could use. I wouldn't be surprised if bloomberg didn't have api's to let people develop their own software that feeds from bloombergs online data.
You'll need to dop a bit of research on their site, and see what tools and api's they offer. They looked to have a few but it wasn't obvious to me which one you needed to use.