@glue42/bbg-market-data
Version:
A high-level API that wraps existing Glue42 Bloomberg Bridge Market Data interop methods. The API is based on the jBloomberg open source wrapper.
114 lines • 4.43 kB
JavaScript
"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 = {}));
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