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: