I found the hard way that even their own SimpleSubscriptionExample.java does not work on Windows 7 under latest Java8 (I tried Java 7 also - same problem): the Session() constructor never returns, and the program mysteriously exits.
Then I looked at the blpapi jar file manifest and I saw that it was compiled with Java 6. I tried the example with Java 6 and it was fine.
Does anybody experience the same problem? Is there any way to still run it under Java 8? Finally, does anybody know why blpapi is not compiled with the latest Java?
Never mind, I figured it is not blpapi problem. The program was silently killed by Malwarebytes Anti-Exploit. I figured it after even Java-6 based program died, probably after Malwarebytes database update. The program is killed as soon as it tries to connect to a socket. So the solution is simple: either disable anti- exploit or configure it to not bother java programs.