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Empirasign Blog: Recent Posts

Faster API Bulk Searches

Oct. 29, 2012

Bulk Searches have long been available via the Excel API spreadsheet. These were run one by one by looping through the list presented on the "bulk" tab. Now you can submit bulk search requests all at once and get results back at speeds up 100X faster than before. The changes are all behind the scenes. From the Excel user perspective, the only change is in the search speed.

Enter up to 200 cusips and/or Bloomberg tickers into the range A5:A204 on the "bulk" tab. To constrain your search to a specific date range, enter these dates in cells A6:A7. Then, click "Retrieve Data..." button. All results will appear on "bulk_results" tab.

Excel tab to peform bulk searches

Example Bulk Search Results Tab:
Excel results tab for bulk searches

Download the new spreadsheet here: Excel download icon

Notes for Nerds:
Release Notes can be found in the commented section at the top of the spreadsheet's VBA code. Due to the increased amount of data being passed up to our servers, this API call uses HTTP POST--all others user HTTP GET. With POST requests, parameters are passed in the header, not appended to the URL. To aid in debugging, you can find the parameters passed by the VBA code in cell I1 of the "bulk" tab.
Our API is language agnostic. i.e. Any client that can form valid HTTP GET and POST requests can interact with it. VBA example code can be accessed from the spreadsheet. Contact us for example scripts written in Python.

To be set up with a trial API ID, contact us directly.

BWIC Quick View

Oct. 16, 2012

Quickly inspect a BWIC's contents (bonds, price talk, and color) without ever leaving the home page. Just click on the BWIC Quick View icon (circled in red below) next to any BWIC's description.

BWIC Quick View icon location on home page

BWIC Quick View Example: Empirasign BWIC ID: 121016K

BWIC Quick View for List ID 121016K

The Quick View window can be dismissed by clicking on the X at the top right of the pop-up window.

Empirasign Recaps

Sept. 19, 2012

Before proceeding, it's important to note that you must have bonds stored in portfolio to realize the benefits of BWIC Alerts, or our new feature, Empirasign Recaps (as described below):

Every morning, you'll receive an email message detailing how your portfolio bonds fared in the previous day's BWICs and if they were offered by dealers. (see screenshot below for an example message recapping Friday, September 14th market activity for my portfolio bonds)

sample BWIC and offering recap email

The first section (circled in blue) recounts any BWIC activity your portfolio bonds experienced. Average Price Talk and Trade Color for the given bond (when available) and a link to the BWIC it appeared on are displayed.

The second section (circled in green) recounts any dealer offerings we recorded for the bonds in your portfolio. Amount, offering level, and dealer are displayed.

For both sections 1 and 2, the sub-portfolios (tags) involved are displayed as well.

Utilizing these Recap emails is an effective way to start your day. For example, you can easily gauge market liquidity vis a vis your holdings. Or, follow up with clients who have matchers for recently traded bonds.

Please contact us if you need any assistance setting up or modifying your portfolios. The default max portfolio size is 1,500 line items. Upon request, we can easily increase this number for you. A few of our users store multiples of this amount.

To get started, head on over to the portfolio page: www.empirasign.com/portfolio.

API Enhancements

July 31, 2012

We've recently made some enhancements to our on-demand API - read about the new capabilities below:

Download BWICs directly into Excel:
Our first major enhancement is that you can now download all the BWICs and bonds in those lists for a given sector and day. We've had this feature for non-agency resi for a few months now, but just this week we rolled it out for all the sectors we cover. A full list of the sectors you can query is attached to the bottom of this message.

Screenshot showing BWIC dump for Agency CMOs for 7/30/12:

All Agency CMO BWICs for July 30, 2012

Retrieve current and historical data on today's BWIC bonds. Copy and paste the cusips retrieved from the above BWICs query to the bulk tab. Click on the "Retrieve Data..." button to retrieve current and historical market data for these bonds. Your search can be constrained on date by filling in the cells labeled date0 and date1.

Bulk search tab on Empirasign API spreadsheet

Results of Bulk Search:

bulk search results tab

Proxy Server:
For those of you sitting behind a proxy server, our API now plays nicely with them. Just enter the proxy server address in the appropriate cell on the new credentials tab. See below:

credentials tab on Excel API spreadsheet

The above examples are all illustrated via our demo Excel spreadsheet. The spreadsheet code that interacts with the API is written in VBA. We also have demonstration scripts written in Python. We can provide these and further documentation upon request. Any language that can form a valid HTTP request should have no issues interacting with our API.

If you currently don't have an API license, please contact us and we can quickly set you up with a demo ID and a few hundred free queries to kick the tires.

To download the spreadsheet used in the above examples, please follow this link: http://www.empirasign.com/site_media/docs/mbs-api-v2.8.xlsm

BWIC Sectors to Query:

list of market sectors to query via API

Quick Email Search

July 13, 2012

Our new Email Search tool allows you to quickly access information about bonds embedded in an email message. Simply copy and paste an email or Bloomberg message into the Raw Email Message textbox on our Email Search page and hit the Parse Email Msg button.

Example Screenshot of a Bloomberg Message:

bloomberg message to extract market data from

Screeenshot of message pasted into Raw Email Message tab (before parsing):

In the Highlighted Message tab (as shown below), you'll see a parsed version of the pasted email, with CUSIPs and tickers highlighted. Click on one of these highlighted identifiers to do a quick search on the selected bond. A pop-up will appear displaying information regarding appearances on past BWICs and inventory offer sheets, as well as a link to the bond's complete trade history. In addition, you can perform a Bulk Search to get BWIC and inventory information about all the bonds in the email message.

The Email Search tool also runs a query to match the bonds in the message with bonds for the current day's BWICs. Below the highlighted message and the Bulk Search button, you'll find the results of this search, with links to matched BWICs.

parsed and highlighted bloomberg email message


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