INTEX Data Export

March 7, 2022

File System Access API

Using a new browser feature called the File System Access API, we are now able to bring you a previously unattainable level of integration between web-based applications and installed applications. Furthermore, this can all be done without the need to install any new bridge or middleware software. The first integration we are pleased to announce is direct export of Empirasign Market Data to INTEXcalc.

INTEXcalc

INTEXcalc will automatically consume third party market data if such data is in INTEX compatible format and stored in directories INTEXcalc is watching. The former part is relatively easy, but the latter part was impossible without installing extra software--until now, that is. Empirasign has created this automatic integration via leveraging your browser's built-in File System Access API.

Getting Started

  • Create a folder called market_data under Documents or on a shared drive. The latter method allows for easy data sharing with colleagues.
  • Configure your copy of INTEXcalc to read from this directory.
    • Go to the BWIC Monitor or Market Monitor tab on INTEXcalc.
    • Click the gear icon and select Market Data Settings.
    • Change Market Data Directory from Default Location to Custom Location.
    • Choose the same market_data folder as selected above.
  • Click the Refresh button on INTEXcalc to load any data exported from Empirasign.
  • The above steps are only necessary upon initial configuration or if your market_data directory location has changed. For security reasons, the File System Access API cannot directly access INTEXcalc's default market data directory location (usually under %APPDATA%).

Screenshot of INTEXcalc Market Data Directory Chooser Dialog

INTEXcalc Market Data Chooser

Business Time

With that ceremony out of the way, you are now free to export data at will on any bwic or secid page by clicking on the INTEX icon. In the screenshot below of a sample BWIC, the INTEX export icon is circled in red.
BWIC with INTEX Export

Exported Empirasign Market Data is viewable on the following INTEXcalc screens:

  • BWIC Monitor
  • Single Deal Analysis
  • Portfolio Analysis
  • Market Monitor Report

Where Did the Files Go?

Our web application will create bwic data files that look LISTID.bwic (e.g. 220215D.bwic) and market color files that look like ISIN.mktd (e.g. US31395D6Q71.mktd). An example directory tree is displayed below. All files live under the market_data directory you selected above (blue folder in image). All bwic data files live under the bwic\YYYYMMDD subdirectory. The folders in red (bwic and market_color) are created by our web app (if they do not already exist). Our web app also creates the YYYYMMDD directories (as needed).

File Tree After Several Exports

How Did We Do This?

Below is a diagram showing how the Market Data flows from Empirasign's servers to the INTEXcalc application.

Data flows and protocols

API Integration

Even though the File System Access API is about web applications, we did not want to leave our API clients out in the cold. Below are two recently released two INTEX-specific scripts.

bwics_to_intex.py

This script repeatedly polls the Empirasign API for BWIC information in selected sector(s). Data is exported to INTEXcalc market data folders in the INTEXcalc BWIC/JSON format.
gist.github.com/empirasign/3a019fdb91fa253f466b7f879b0b61e4

intex_mktd.py

This script leverages the /api/all-bonds/ and /api/bonds/ API endpoints to fill up the INTEX market_data/market_color directory with fresh market data for client-specified sector(s).
gist.github.com/empirasign/e19abc1649286167fce59f6645f71658

Developer Resources

Do check out our new Developer Resources page. This is the best place to start for anything technical or API related.
www.empirasign.com/developer-resources/

File System Access API Tutorials

Mozilla Tutorial
Google Tutorial
CSS Tricks Tutorial


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