Empirasign Blog: Recent Posts
Dealer Offer SearchDec. 3, 2012
Navigate to this new search page by selecting Dealer Offers under the Find Bonds tab on our Navigation Bar (see screenshot below).
Start off by selecting a market sector, and clicking Go. After this is done a list of recent dates for which offering data is available appears (screenshot below). After at least one search parameter has been entered you can restart your search by clicking the red Restart Search button.
After selecting an offering date, a list of available dealers for that date is displayed. To complete your search request, simply choose a dealer and click Search. Search results are then displayed on the screen. To begin again, either reload the page, or click the Restart Search button.
As always, your comments are appreciated. Almost all of our product enhancements are driven by user feedback.
- Empirasign Market Data was cited by Dow Jones Thursday in an article on CMBS risk re-shuffling before Dodd-Frank takes effect. Link to article here: BlackRock, Rialto Dump Some of Their 'Skin' in CMBS Game.
- We have a new free preview page here: www.empirasign.com/bwic. It shows all the current BWICs we are tracking (both US and Eurozone). Show your friends who are not subscribers and they can get a peek at what they are missing.
- Speaking of friends who are not subscribers: Your site will receive an additional free web license for six months for any new customers you refer to Empirasign. More about this program here: www.empirasign.com/referral.
Faster API Bulk SearchesOct. 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.
Example Bulk Search Results Tab:
Download the new spreadsheet here:
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.
csv=true&bonds=61755FAC9,02660TCS0,05951VAJ8&app_id=johndoe&req_sig=4239f31Our 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 ViewOct. 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 Example: Empirasign BWIC ID: 121016K
The Quick View window can be dismissed by clicking on the X at the top right of the pop-up window.
Empirasign RecapsSept. 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)
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 EnhancementsJuly 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:
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.
Results of Bulk Search:
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:
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:
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