Python API Access

Access all available Empirasign Market Data & Parser API REST endpoints with Python. Example scripts illustrating the most common use-cases are included in this repository.

Explore the Market Data API docs »
Explore the Parser API docs »

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Table of Contents

1. About The API
2. Getting Started
   • Installation
3. Usage
4. Endpoints
   • Market Data API
   • Parser API
5. Use Cases
6. License
7. Contact

About The API

Empirasign is the leading provider of secondary market trading data for the Structured Products markets. Our real-time database offers the most exhaustive data set of secondary market activity for all ABS, MBS, & CMBS, with BWIC history dating as far back as 2010. We also cover Corporate Bonds and Levered Loans.

Empirasign offers two APIs which enable the most comprehensive real-time look into the secondary markets available anywhere.

The Market Data API

Access real-time market observations from our consortium of market participants for an overview of the entire secondary market

• Fixed Income & Structured Products
  • BWIC color & dealer price talk
  • Dealer bids, offers, and 2-way markets
• Corporate IG/HY quotes New

The Parser API (Parser as a Service)

Convert your own Inbox emails into parsed, cleaned, & validated data

• BWIC emails
• Dealer Runs emails
• Corporate IG/HY emails New
• Loans emails New
• CDS emails New

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Getting Started

Follow these steps to install the Empirasign python SDK and set up your project locally.

Installation

1. Obtain API credentials by signing up at our Free Trial Registration Page or reaching out to info@empirasign.com
2. Install package through the github repository

   pip install git+https://github.com/empirasign/python-sdk.git

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Usage

Authentication is simple, just instantiate your Empirasign client using your provided key and secret.

Market Data API

from empirasign import MarketDataClient

api = MarketDataClient("Empirasign_Key", "Empirasign_Secret")

Parser API

from empirasign import ParserClient

api = ParserClient("Empirasign_Key", "Empirasign_Secret")

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Market Data Endpoints

Host: https://www.empirasign.com/api/v1

HTTP METHOD	API ENDPOINT	QUOTA HIT	CLASS METHOD
POST	/bonds/	1 per requested bond	get_market_data
GET	/bwics/	None	get_bwics
POST	/nport/	1 per requested bond	get_nport
GET	/offers/	None	get_available_runs
GET	/offers/	1 per offer	get_dealer_runs
GET	/deal-classes/	None	get_deal
GET	/all-bonds/	None	get_active_bonds
POST	/collab/	None	get_suggested
GET	/mbsfeed/	None	get_events
GET	/query-log/	None	get_query_log
GET	/mystatus/	None	get_status
POST	/corp-bonds/	1 per requested bond, per page	get_corp_market_data
GET	/corp-runs/	None	get_corp_available_runs
GET	/corp-runs/	1 per offer, per page	get_corp_dealer_runs

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Parser Endpoints

Host: https://api.empirasign.com/v1

HTTP METHOD	API ENDPOINT	QUOTA HIT	CLASS METHOD
POST	/parse-run/ /parse-bwic/ /parse-corp/ /parse-loan/ /parse-cds/	1 per request	parse_email_file parse_eml parse_msg
POST	/id-mapper/	1 per id	get_id_mapping
POST	/mydata/	None	get_mydata
POST	/raw-msg/{tx_id}/	None	get_raw_msg
POST	/submit-email/	None	submit_eml submit_msg

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Common Use Cases (Example Scripts)

Example scripts for common client API use-cases are included in /examples. All example database implementations use SQLite for demonstration purposes.

Market Data API

Directory: /examples/market

Example Script	Use Case
bwic_poll.py	Intraday polling for market data for bonds that appear on BWICs
runs_poll.py	Intraday polling for bid, offer, and 2-way market observations that appear on Dealer Runs
corp_poll.py	Intraday polling for Corporate IG/HY quotes
intex_mktd.py	Export Empirasign market data to INTEXCalc .mktd format
bwics_to_intex.py	Export Empirasign BWIC data to INTEXCalc .bwic format
eod_data_grab.py	End-of-day pull of all available market observations

Parser API

Directory: /examples/parser

Example Script	Use Case
parse_bwic.py	Parse a BWIC embedded email
parse_run.py	Parse a dealer runs embedded email
parse_imap_inbox.py	Monitor IMAP Inbox for live dealer runs parsing
parse_outlook_inbox.py	Monitor Outlook client Inbox for live dealer runs parsing
parse_msgraph_inbox.py	Monitor Outlook Inbox via Microsoft Graph API for live dealer runs parsing
call_mapper.py	Map common identifiers to bonds
mydata_poll.py	Export MyData

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License

Distributed under the MIT License. See LICENSE.txt for more information.

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Contact

Empirasign Strategies LLC - @empirasign - info@empirasign.com

Project Link: https://github.com/empirasign/python-sdk

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