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


Portfolio Upload

July 9, 2012

Now you can upload multiple bonds directly into a portfolio. Simply copy and paste two columns from Excel (cusips and portfolio name) into the add box at the bottom of the portfolio page. As before, you can still simply add cusips and assign the bonds to portfolios later. Both upload methods are illustrated on the portfolio page and in the screenshot below. Whenever an uploaded bond appears on BWIC Alert message, its portfolio name will also be displayed in the alert. Never call the wrong client again.

mbs portfolio upload form


Market Data Upload Tool

May 8, 2012

Market Data Upload Tool input form

Use our new Upload Tool to quickly and easily upload multiple document-based (Excel or PDF) Market Data files. Just click on the Select Files button to get started. After you have selected the files you want us to index, just click on the Upload Files button. We'll take it from there. Of course, the tried and true method of emailing us Market Data at bwic@empiraisgn.com remains in effect.

Link to Upload Tool Page: www.empirasign.com/contribute

TRACE Reported Customer Buying and Selling Activity

April 23, 2012

MBS TRACE reported customer buying vs selling trading volumes

How to interpret the charts:
Each day's customer trading volume as reported to TRACE is plotted as point. The five most recent trade dates in the charted range are rendered in red. Customer buying volume is measured on the X axis. Customer selling volume is measured on the Y axis. A day where customer buying and selling is in balance will be represented as point falling on the 45 degree line as show in green in the screenshot above. A period of heavy selling will show as most points appearing in the upper left region of the chart. Conversely, a period dominated by customer buying will be represented by most points falling in the lower right portion of the chart. Mouse over any point to see the trade date and total volume (Customer Buys, Customer Sales, and Dealer to Dealer Trades). As an outlier removal process, only Principal and Interest Trades are plotted. No IO/PO activity is charted.

Plotted ranges can be configured. Raw data is displayed in tabular form below the charts and can be exported to a CSV by clicking on the Excel icon (login required).

Link to page: www.empirasign.com/buysell

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