October 2017
Beginner
315 pages
8h 1m
English
Content preview from Unlocking Financial Data
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Appendix A. Table Reference
The tables throughout the book have been compiled here for easy reference.
| Pricing source | Description |
|---|---|
| BGN | A real-time composite based on quotes from multiple contributors |
| BVAL | Combines direct market observations with quantitative pricing models |
| MSG1 | Bloomberg mines prices from your inbox |
| TRAC | TRACE is FINRA’s Corporate and Agency Bond price Dissemination Service. Access to real-time bond price information requires permission and a subscription fee. Nonsubscribers view pricing information on a four-hour delay. |
| Parameter | Description |
|---|---|
DIRECTION |
Specifies how the returned values are arranged, either horizontally across columns or vertically across rows |
SORTASC/SORTDESC |
Parameters that control the order of the returned data |
HEADERS |
Displays headers |
STARTROW, ENDROW, STARTCOL, and ENDCOL |
Parameters to limit the data that is returned |
AGGREGATE/SEPARATOR |
AGGREGATE combines the BDS results into a single cell; SEPARATOR customizes the way the data is aggregated |
PCS |
Changes the pricing source |
ARRAY |
Returns values that can be used in the Excel Aggregate function |
| Type | Daily | Weekly | Monthly | Quarterly | Semi-Annual | Annual |
|---|---|---|---|---|---|---|
| Fiscal | — | — | — | FQ | FS | FY |
| Calendar | CD | CW | CM | CQ | CS | CY |
| Actual | AD | AW | AM | AQ | AS | AY |
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