At this time, you currently can not connect Tableau to Bloomberg. The only work around I know is to create a ETL program, one that can hook up to Bloomberg (or maybe even SAS or R) and create a macro/scheduled job to pull data into a .csv or .xlsv and then connect that to Tableau as a Live connection rather than an Extract. It works fine for me, however I use a different data base, but same logic.
Pull data to a .csv or even publish data to a table in an existing db.
This idea and thread maybe of interest - if you have v9 you may use a web connector
This person uses Excel >> Using Tableau to update Bloomberg or Factset feeds in Excel?
A different conversation >> Connecting to real-time market feeds (e.g., bloomberg)