Unlocking Financial Data

Appendix A. Table Reference

The tables throughout the book have been compiled here for easy reference.

Table A-1. Pricing source summary (Table 3-1)

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.

Table A-2. Excel options for BDS (see “Pulling Bulk Data (BDS)”)

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

Table A-3. Bloomberg date types (Table 3-2)

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

Table A-4. Excel options for BDH (see “Pulling Historical Data (BDH)” ...