One-Click Market Data Capture
Sept. 22, 2022We are proud to announce a new Excel-based tool called One-Click Capture. It's the quickest way to get a complete view of the market. Using this tool you can capture all the market data for the sectors you care about with a single mouse click.
How To
- Download the One-Click Capture Spreadsheet from our Market Data API Docs page: www.empirasign.com/api-mbs/.
- Enter your API credentials in the credentials tab.
- Select the sectors you care about by entering 1 in column B on the input tab.
- Click the Get Market Data button.
- View query results on the results tab. All the BWICs and Runs data for your selected sectors and date will appear here.
Other Notes
- If you leave the date cell blank (A2), the query defaults to the current day.
- By changing the value in Cell B4, you can retrieve only Runs, only BWICs, or all market data.
A screenshot showing Agency CMO sectors selected
sample query results shown below
How It Works
Nothing has changed on the back-end. All your existing API queries will function as they normally have. With this new tool we strung together a few existing API calls (all-bonds and bulk query) with a filter implemented in VBA. If you prefer Python to Excel, we have an equivalent script available for download on the following page: www.empirasign.com/eod-poll/.
You must have Market Data API access to use this functionality. Please reach out to your Empirasign representative to be immediately enabled for a Free Trial.