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Unlocking Financial Data by Justin Pauley

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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)” ...

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