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@glue42/bbg-market-data

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

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"use strict"; Object.defineProperty(exports, "__esModule", { value: true }); exports.PricingOption = exports.OverrideOption = exports.FillMethod = exports.FillOptions = exports.PeriodicitySelection = exports.PeriodicityAdjustment = void 0; /** * Determines the frequency and calendar type of the output. To be used in conjunction with `PeriodicitySelection`. */ var PeriodicityAdjustment; (function (PeriodicityAdjustment) { /** * Will return data up to the specified end date or up to the current date (if the end date is not specified). */ PeriodicityAdjustment["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). */ PeriodicityAdjustment["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. */ PeriodicityAdjustment["FISCAL"] = "FISCAL"; })(PeriodicityAdjustment = exports.PeriodicityAdjustment || (exports.PeriodicityAdjustment = {})); /** * Determines the frequency of the output. To be used in conjunction with `PeriodicityAdjustment`. */ var PeriodicitySelection; (function (PeriodicitySelection) { /** * Returns one data point per day. */ PeriodicitySelection["DAILY"] = "DAILY "; /** * Returns one data point per month. */ PeriodicitySelection["MONTHLY"] = "MONTHLY "; /** * Returns one data point per quarter. */ PeriodicitySelection["QUARTERLY"] = "QUARTERLY "; /** * Returns one data point per half a year. */ PeriodicitySelection["SEMI_ANNUALLY"] = "SEMI_ANNUALLY "; /** * Returns one data point per week. */ PeriodicitySelection["WEEKLY"] = "WEEKLY "; /** * Returns one data point per year. */ PeriodicitySelection["YEARLY"] = "YEARLY "; })(PeriodicitySelection = exports.PeriodicitySelection || (exports.PeriodicitySelection = {})); /** * Options for including/excluding non-trading days from the returned data. */ var FillOptions; (function (FillOptions) { /** * Includes only active days (days where the instrument and field pair have been updated) in the returned data set. */ FillOptions["ACTIVE_DAYS_ONLY"] = "ACTIVE_DAYS_ONLY"; /** * Includes all days of the calendar in the returned data set. */ FillOptions["ALL_CALENDAR_DAYS"] = "ALL_CALENDAR_DAYS"; /** * Includes all business week days (Monday to Friday) in the data set. */ FillOptions["NON_TRADING_WEEKDAYS"] = "NON_TRADING_WEEKDAYS"; })(FillOptions = exports.FillOptions || (exports.FillOptions = {})); /** * Defines what values to be returned when a field has no value for a specific date. */ var FillMethod; (function (FillMethod) { /** * Returns a blank value for the `value` property of the returned `SecurityData` field. */ FillMethod["NIL_VALUE"] = "NIL_VALUE"; /** * Retrieves the previous value available for this security field. */ FillMethod["PREVIOUS_VALUE"] = "PREVIOUS_VALUE"; })(FillMethod = exports.FillMethod || (exports.FillMethod = {})); /** * Indicates whether to use the average or the closing price in quote calculation. */ var OverrideOption; (function (OverrideOption) { /** * Use the closing price in quote calculation. */ OverrideOption["OVERRIDE_OPTION_CLOSE"] = "OVERRIDE_OPTION_CLOSE"; /** * Use the average price in quote calculation. */ OverrideOption["OVERRIDE_OPTION_GPA"] = "OVERRIDE_OPTION_GPA"; })(OverrideOption = exports.OverrideOption || (exports.OverrideOption = {})); /** * 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). */ var PricingOption; (function (PricingOption) { /** * Sets the quote to "price". */ PricingOption["PRICING_OPTION_PRICE"] = "PRICING_OPTION_PRICE"; /** * Sets the quote to "yield". */ PricingOption["PRICING_OPTION_YIELD"] = "PRICING_OPTION_YIELD"; })(PricingOption = exports.PricingOption || (exports.PricingOption = {})); //# sourceMappingURL=request-args.js.map