@glue42/bbg-market-data/dist/cjs/requests/historical-data-request/request-args.d.ts

A high-level API that wraps existing Glue42 Bloomberg Bridge Market Data interop methods. The API is based on the jBloomberg open source wrapper.

/**
 * Determines the frequency and calendar type of the output. To be used in conjunction with `PeriodicitySelection`.
 */
export declare enum PeriodicityAdjustment {
    /**
     * Will return data up to the specified end date or up to the current date (if the end date is not specified).
     */
    ACTUAL = "ACTUAL",
    /**
     * For pricing fields, this reverts to the last business day of the specified calendar period.
     * Calendar Quarterly (CQ), Calendar Semi-Annually (CS) or Calendar Yearly (CY).
     */
    CALENDAR = "CALENDAR",
    /**
     * These periods revert to the fiscal period end for the company: Fiscal Quarterly (FQ), Fiscal Semi- Annually (FS) and Fiscal Yearly (FY) only.
     */
    FISCAL = "FISCAL"
}
/**
 * Determines the frequency of the output. To be used in conjunction with `PeriodicityAdjustment`.
 */
export declare enum PeriodicitySelection {
    /**
     * Returns one data point per day.
     */
    DAILY = "DAILY ",
    /**
     * Returns one data point per month.
     */
    MONTHLY = "MONTHLY ",
    /**
     * Returns one data point per quarter.
     */
    QUARTERLY = "QUARTERLY ",
    /**
     * Returns one data point per half a year.
     */
    SEMI_ANNUALLY = "SEMI_ANNUALLY ",
    /**
     * Returns one data point per week.
     */
    WEEKLY = "WEEKLY ",
    /**
     * Returns one data point per year.
     */
    YEARLY = "YEARLY "
}
/**
 * Options for including/excluding non-trading days from the returned data.
 */
export declare enum FillOptions {
    /**
     * Includes only active days (days where the instrument and field pair have been updated) in the returned data set.
     */
    ACTIVE_DAYS_ONLY = "ACTIVE_DAYS_ONLY",
    /**
     * Includes all days of the calendar in the returned data set.
     */
    ALL_CALENDAR_DAYS = "ALL_CALENDAR_DAYS",
    /**
     * Includes all business week days (Monday to Friday) in the data set.
     */
    NON_TRADING_WEEKDAYS = "NON_TRADING_WEEKDAYS"
}
/**
 * Defines what values to be returned when a field has no value for a specific date.
 */
export declare enum FillMethod {
    /**
     * Returns a blank value for the `value` property of the returned `SecurityData` field.
     */
    NIL_VALUE = "NIL_VALUE",
    /**
     * Retrieves the previous value available for this security field.
     */
    PREVIOUS_VALUE = "PREVIOUS_VALUE"
}
/**
 * Indicates whether to use the average or the closing price in quote calculation.
 */
export declare enum OverrideOption {
    /**
     * Use the closing price in quote calculation.
     */
    OVERRIDE_OPTION_CLOSE = "OVERRIDE_OPTION_CLOSE",
    /**
     * Use the average price in quote calculation.
     */
    OVERRIDE_OPTION_GPA = "OVERRIDE_OPTION_GPA"
}
/**
 * Sets the quote to "price" or "yield" for a debt instrument the default value of which
 * is quoted in "yield" (depending on the pricing source).
 */
export declare enum PricingOption {
    /**
     * Sets the quote to "price".
     */
    PRICING_OPTION_PRICE = "PRICING_OPTION_PRICE",
    /**
     * Sets the quote to "yield".
     */
    PRICING_OPTION_YIELD = "PRICING_OPTION_YIELD"
}
/**
 * Arguments object for a `HistoricalDataRequest`.
 */
export interface HistoricalDataRequestArguments {
    /**
     * Securities for which to fetch the corresponding fields.
     */
    securities: string[];
    /**
     * Security fields for which to request data.
     */
    fields: string[];
    /**
     * First date of the period for which to retrieve data.
     * Date format: `yyyymmdd`.
     */
    startDate: string;
    /**
     * End date of the period for which to retrieve data.
     * Date format: `yyyymmdd`.
     */
    endDate: string;
    /**
     * Determines the frequency and calendar type of the output.
     * To be used in conjunction with `periodicitySelection`.
     */
    periodicityAdjustment: PeriodicityAdjustment;
    /**
     * Determines the frequency of the output.
     * To be used in conjunction with `periodicityAdjustment`.
     */
    periodicitySelection: PeriodicitySelection;
    /**
     * Currency in ISO code (USD, GBP, EUR, etc.).
     */
    currency: string;
    /**
     * Indicates whether to use the average or the closing price in quote calculation.
     */
    overrideOption: OverrideOption;
    /**
     * Sets quote to "price" or "yield" for a debt instrument
     * the default value of which is quoted in "yield" (depending on the pricing source).
     */
    pricingOption: PricingOption;
    /**
     * Maximum number of data points to return.
     */
    maxDataPoints: number;
    /**
     * Returns the entitlement identifiers associated with the security.
     */
    returnEids: boolean;
    /**
     * Specifies whether to include/exclude non-trading days where no data was generated for a respective field.
     */
    nonTradingDayFillOption: FillOptions;
    /**
     * Specifies what data to be returned fir non-trading days.
     */
    nonTradingDayFillMethod: FillMethod;
    /**
     * Adjusts for “change on day”.
     * Adjust historical pricing to reflect: Regular Cash, Interim, 1st Interim, 2nd Interim,
     * 3rd Interim, 4th Interim, 5th Interim, Income, Estimated, Partnership Distribution,
     * Final, Interest on Capital, Distribution, Prorated.
     */
    adjustmentNormal: boolean;
    /**
     * Adjusts for abnormal cash dividends.
     * Adjust historical pricing to reflect: Special Cash, Liquidation, Capital Gains,
     * Long-Term Capital Gains, Short-Term Capital Gains, Memorial, Return of Capital, Rights Redemption,
     * Miscellaneous, Return Premium, Preferred Rights Redemption, Proceeds/Rights, Proceeds/Shares, Proceeds/Warrants.
     */
    adjustmentAbnormal: boolean;
    /**
     * Capital changes defaults.
     * Adjust historical pricing and/or volume to reflect: Spin-Offs, Stock Splits/Consolidations,
     * Stock Dividend/Bonus, Rights Offerings/Entitlement.
     */
    adjustmentSplit: boolean;
    /**
     * Follow the Bloomberg Professional service function `DPDF <GO>`.
     * Setting this to `true` follows the `DPDF <GO>` BloombergProfessional service function.
     * @default true
     */
    adjustmentFollowDPDF: boolean;
    /**
     * Returns the data based on the calendar of the specified country, Exchange or religion from `CDR <GO>`.
     * Takes a 2-character calendar code as a null-terminated string.
     * This will cause the data to be aligned according to the calendar and include calendar holidays.
     * Applies only to `DAILY` requests.
     */
    calendarCodeOverride: string;
    /**
     * Returns data based on the calendar codes of multiple country, Exchange or religious calendars from `CDR <GO>`.
     * This will cause the data to be aligned according to the set calendar(s),
     * including their calendar holidays. Only applies to `DAILY` requests.
     */
    calendarOverridesInfo: {
        /**
         * Calendar overrides. Accepts 2-character calendar codes as null-terminated strings.
         */
        calendarOverrides: string[];
        /**
         * Specifies whether to return a data point if a date is a valid trading day in all calendars specified in the request (`CDR_AND`),
         * or if a date is a valid trading day in any of the specified calendars (`CDR_OR`).
         * @default "CDR_AND"
         */
        calendarOverridesOperation: 'CDR_AND' | 'CDR_OR';
    };
    /**
     * Appends overrides to modify the calculation.
     */
    overrides: {
        /**
         * Accepts a field mnemonic or alpha-numeric code, such as `PR092` or `PRICING_SOURCE`.
         * See `FLDS <GO>` for list of possible overrides.
         */
        fieldId: string;
        /**
         * The desired override value.
         */
        value: any;
    }[];
}