gloomberb 0.16.4 → 0.16.6

package/src/plugins/builtin/ticker-detail/index.tsx

@@ -1,5 +1,6 @@
 import { publicTickerBindingSymbol } from "../../../tickers/selection";
 import type { PluginModule } from "../plugin-module";
+import { holdsActiveTicker } from "../../../shares/pane-image";
 import { TICKER_RESEARCH_PANE_ID } from "../../../types/config";
 import { normalizeTickerInput } from "../../../tickers/search";
 import { createTickerSurfacePaneTemplate } from "../shared/ticker-surface";
@@ -7,9 +8,10 @@ import { FinancialAnalysisPane } from "./financials/pane";
 import { HistoricalPricesPane } from "./data-panes/historical-prices";
 import { ReturnsPane } from "./data-panes/returns-pane";
 import { TickerResearchPane } from "./pane";
+import { futuresContractCache } from "./overview/futures-contract";
 import { TICKER_RESEARCH_BUILTIN_TABS } from "./research-tabs";
 import { QuoteMonitorPane } from "./quote-monitor";
-import { financialStatementsHeadless, historicalPricesHeadless, quoteComparisonHeadless } from "./headless";
+import { financialStatementsHeadless, historicalPricesHeadless, quoteComparisonHeadless, returnsHeadless } from "./headless";
 import {
   buildQuoteMonitorSettingsDef,
   buildQuoteMonitorPaneTitle,
@@ -24,10 +26,12 @@ import {
 
 export const tickerDetailModule: PluginModule = {
   setup(ctx) {
+    futuresContractCache.attach(ctx.persistence);
     for (const tab of TICKER_RESEARCH_BUILTIN_TABS) {
       ctx.registerTickerResearchTab(tab);
     }
   },
+  dispose() { futuresContractCache.reset(); },
 
   panes: [
     {
@@ -37,6 +41,13 @@ export const tickerDetailModule: PluginModule = {
       component: TickerResearchPane,
       defaultPosition: "right",
       tickerFollower: true,
+      personalData: (context) => {
+        const settings = getTickerResearchPaneSettings(context.settings);
+        const tab = settings.hideTabs ? settings.lockedTabId : context.paneState.activeTabId;
+        // Notes and theses stay private even for a ticker the person does not hold.
+        if (tab === "notes") return "messages";
+        return tab === "thesis" || holdsActiveTicker(context) ? "holdings" : null;
+      },
       defaultMode: "floating",
       quickSettings: [LIVE_STREAMING_QUICK_SETTING],
       settings: (context) => withLiveStreamingSetting(
@@ -89,6 +100,7 @@ export const tickerDetailModule: PluginModule = {
       name: "Returns",
       icon: "R",
       component: ReturnsPane,
+      headless: returnsHeadless,
       defaultPosition: "right",
       tickerFollower: true,
       defaultMode: "floating",
@@ -162,16 +174,19 @@ export const tickerDetailModule: PluginModule = {
           : null;
       },
     },
-    createTickerSurfacePaneTemplate({
-      id: "returns-pane",
-      paneId: "returns",
-      label: "Returns",
-      description: "Inspect interval and cumulative price returns over a selectable range and granularity.",
-      keywords: ["returns", "return", "performance", "change", "interval", "granularity"],
-      shortcut: "RETURN",
-      publicShare: true,
-      titlePrefix: "RETURN",
-    }),
+    {
+      ...createTickerSurfacePaneTemplate({
+        id: "returns-pane",
+        paneId: "returns",
+        label: "Returns",
+        description: "Inspect interval and cumulative price returns over a selectable range and granularity.",
+        keywords: ["returns", "return", "performance", "change", "interval", "granularity"],
+        shortcut: "RETURN",
+        publicShare: true,
+        titlePrefix: "RETURN",
+      }),
+      headless: returnsHeadless,
+    },
     {
       ...createTickerSurfacePaneTemplate({
         id: "historical-prices-pane",

package/src/plugins/builtin/ticker-detail/overview/components.tsx

@@ -7,7 +7,7 @@ import type { Quote } from "../../../../types/financials";
 import { Box, Text } from "../../../../ui";
 import { displayWidth, formatNumber, padTo, truncateToDisplayWidth } from "../../../../utils/format";
 import type { OverviewFunctionLink, PositionTableRow, StatField } from "./types";
-import { portfolioPnlLabel } from "../../portfolio-list/position-metrics";
+import { portfolioPnlLabel } from "../../../../portfolio/position-metrics";
 
 const STAT_COLUMN_GAP = 2;
 const STAT_LABEL_WIDTH = 12;

package/src/plugins/builtin/ticker-detail/overview/futures-contract.ts

@@ -0,0 +1,31 @@
+import { useCallback, useMemo } from "react";
+import type { FuturesContractTermsPayload } from "../../../../api-client/futures-curve";
+import { createPluginCache } from "../../../../data/plugin-cache";
+import { loadFuturesContractTerms, validateFuturesContractTerms } from "../../../../market-data/futures-contract";
+import { useAsyncResource, useAutoRefresh } from "../../../../public/react";
+import { cachedCloudResource, loadCloudResource } from "../../shared/cloud-resource";
+
+/** A day's settlement lands the morning after its session; the terms change only with a roll. */
+const REFRESH_MS = 30 * 60_000;
+
+export const futuresContractCache = createPluginCache<FuturesContractTermsPayload>({
+  kind: "futures-contract", source: "gloom-cloud", schemaVersion: 1,
+  policy: { staleMs: REFRESH_MS, expireMs: 7 * 24 * 60 * 60_000 },
+});
+
+/**
+ * A futures symbol's contract terms and latest confirmed settlement, beside
+ * the quote rather than in its way: the quote renders without them, a symbol
+ * the server has no terms for (or a failed request) leaves them out, and a
+ * cached copy shows at once while it is checked again.
+ */
+export function useFuturesContractTerms(symbol: string | null): FuturesContractTermsPayload | null {
+  const loader = useCallback(async (force: boolean) => (await loadCloudResource(futuresContractCache, symbol!,
+    () => loadFuturesContractTerms(symbol!), { force, validate: validateFuturesContractTerms })).payload, [symbol]);
+  // Read once per symbol, not on every quote tick.
+  const cached = useMemo(() => symbol ? cachedCloudResource(futuresContractCache, symbol, validateFuturesContractTerms)?.payload ?? null : null, [symbol]);
+  const resource = useAsyncResource(symbol ? loader : null, { initialData: () => cached });
+  useAutoRefresh(resource.updatedAt, resource.load, { intervalMs: REFRESH_MS });
+  // A pane that moves to another symbol shows its cached copy while the request runs, so the block does not blink.
+  return symbol ? resource.data ?? (resource.loading ? cached : null) : null;
+}

package/src/plugins/builtin/ticker-detail/overview/model.ts

@@ -19,10 +19,10 @@ import {
   withCurrencyMinorDigits,
 } from "../../../../market-data/market/format";
 import type { OverviewFunctionLink, PositionTableRow, StatField } from "./types";
-import { getPortfolioPositionMetrics, getPortfolioQuoteDisplay, resolvePortfolioMarketValue, resolvePortfolioPositionPnl, portfolioPnlPercent, signedPositionDirection } from "../../portfolio-list/position-metrics";
+import { getPortfolioPositionMetrics, getPortfolioQuoteDisplay, resolvePortfolioMarketValue, resolvePortfolioPositionPnl, portfolioPnlPercent, signedPositionDirection } from "../../../../portfolio/position-metrics";
 import { liveDividendYield, liveForwardPE, liveMarketCapitalization, liveTrailingPE } from "../../portfolio-list/live-valuation";
 import { formatReportedMoney } from "../../../../utils/reported-money";
-import { fundamentalsCurrency, reportedEnterpriseValue } from "../../../../utils/fundamentals";
+import { fundamentalsCurrency, fundamentalsEpsCurrency, reportedEnterpriseValue } from "../../../../utils/fundamentals";
 import { formatShortDate } from "../../../../utils/datetime-format";
 import { safeExternalUrl } from "../../../../utils/external-url";
 
@@ -130,7 +130,7 @@ export function buildOverviewStats({
     stats.push({ label: "Fwd P/E", value: formatPriceEarnings(forwardPE) });
   }
   if (fundamentals?.eps != null) {
-    stats.push({ label: "EPS", value: money(fundamentals.eps, true) });
+    stats.push({ label: "EPS", value: formatReportedMoney(fundamentals.eps, fundamentalsEpsCurrency({ fundamentals, financialCurrency }), true) });
   }
   if (fundamentals?.pegRatio != null) {
     stats.push({ label: "PEG", value: formatPriceEarnings(fundamentals.pegRatio, 2) });

package/src/plugins/builtin/ticker-detail/overview/pane.tsx

@@ -16,7 +16,7 @@ import type { OverviewFunctionLink } from "./types";
 /** Registered by the chart composer, in the same plugin as this tab. */
 const CHART_TAB_ID = "chart";
 
-export function OverviewResearchTab({ width, focused }: TickerResearchTabProps) {
+export function OverviewResearchTab({ width, height, focused }: TickerResearchTabProps) {
   const { ticker, financials } = usePaneTicker();
   const dispatch = useAppDispatch();
   const paneId = useOptionalPaneInstanceId();
@@ -37,6 +37,7 @@ export function OverviewResearchTab({ width, focused }: TickerResearchTabProps)
   return (
     <OverviewTab
       width={width}
+      height={height}
       focused={focused}
       ticker={ticker}
       financials={financials}

package/src/plugins/builtin/ticker-detail/overview-tab.tsx

@@ -16,6 +16,7 @@ import {
   marketStateLabel,
 } from "../../../market-data/market/status";
 import { appendQuoteToPriceReturnHistory, buildPriceReturnFields } from "../../../market-data/performance";
+import { fitFuturesContractLines, futuresContractLines, futuresSettleText, isFuturesInstrument, type FuturesContractLine } from "../../../market-data/futures-contract";
 import { useViewport } from "../../../react/input";
 import { useAppSelector } from "../../../state/app/context";
 import { colors, priceColor } from "../../../theme/colors";
@@ -36,10 +37,12 @@ import {
   rangeRowChrome,
   textGridColumns,
 } from "./overview/components";
+import { useFuturesContractTerms } from "./overview/futures-contract";
 import { buildOverviewStats, buildPositionRows, buildProfileFields } from "./overview/model";
-import type { OverviewFunctionLink } from "./overview/types";
+import type { OverviewFunctionLink, StatField } from "./overview/types";
 import { describeFundamentalMarketCap } from "../../../utils/market-capitalization";
 import { liveFiftyTwoWeekRange, liveMarketCapitalization } from "../portfolio-list/live-valuation";
+import { instrumentTypeLabel } from "../../../tickers/instrument-kind";
 
 /** Cells between the Day and 52W ranges when they share a row. */
 const RANGE_PAIR_GAP = 4;
@@ -48,9 +51,24 @@ const RANGE_INLINE_MIN_TRACK = 10;
 /** Desktop px between the logo and the name and price beside it. */
 const LOGO_GAP_PX = 6;
 
+/**
+ * Grid rows a futures Contract block may take. It sits above the chart, so a
+ * short pane keeps the chart in view by dropping the least useful terms.
+ */
+function contractRowBudget(height: number | undefined): number {
+  if (height == null || height >= 32) return Number.POSITIVE_INFINITY;
+  return height >= 24 ? 3 : 2;
+}
+
+function contractField(line: FuturesContractLine): StatField {
+  return { label: line.label, value: line.value, ...(line.warning ? { valueColor: colors.warning } : {}) };
+}
+
 interface OverviewTabProps {
   perpetuals?: ReactNode;
   width?: number;
+  /** The tab's height; a short one keeps fewer futures contract terms. */
+  height?: number;
   focused?: boolean;
   ticker: TickerRecord | null;
   financials: TickerFinancials | null;
@@ -65,7 +83,7 @@ export function OverviewTab(props: OverviewTabProps) {
   return <ResolvedOverviewTab {...props} ticker={props.ticker} />;
 }
 
-function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpenChart, onOpenFunction, perpetuals }: OverviewTabProps & { ticker: TickerRecord }) {
+function ResolvedOverviewTab({ width, height, focused = false, ticker, financials, onOpenChart, onOpenFunction, perpetuals }: OverviewTabProps & { ticker: TickerRecord }) {
   const baseCurrency = useAppSelector((state) => state.config.baseCurrency);
   const { width: termWidth } = useViewport();
   const { fractionalViewport = false, nativePaneChrome, cellWidthPx = 8, cellHeightPx = 18, pixelRatio = 1 } = useUiCapabilities();
@@ -78,6 +96,9 @@ function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpe
   const instrumentType = quote?.instrumentType?.trim()
     || financials?.quoteMetadata?.instrumentType?.trim()
     || ticker.metadata.assetCategory;
+  // A futures symbol's settlement and contract terms load beside the quote, never in its way.
+  const futuresSymbol = quote?.symbol || ticker.metadata.ticker;
+  const contractTerms = useFuturesContractTerms(isFuturesInstrument(futuresSymbol, instrumentType) ? futuresSymbol : null);
   const exchangeRates = useFxRatesMap([
     baseCurrency,
     ticker.metadata.currency,
@@ -92,7 +113,7 @@ function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpe
   const industry = ticker.metadata.industry ?? profile?.industry;
   const description = profile?.description?.trim();
   const listingVenue = exchangeShortName(
-    quote?.listingExchangeName ?? quote?.exchangeName,
+    quote?.tradingExchangeName ?? quote?.listingExchangeName ?? quote?.exchangeName,
     quote?.listingExchangeFullName ?? quote?.fullExchangeName,
   );
   const routingVenue = exchangeShortName(quote?.routingExchangeName, quote?.routingExchangeFullName);
@@ -163,6 +184,12 @@ function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpe
   const logoPx = quote ? logoBottomPx - logoTopPx : cellHeightPx * 2;
   const logoCells = hasLogo ? Math.ceil((logoPx + LOGO_GAP_PX) / cellWidthPx) : 0;
   const quoteTextWidth = Math.max(1, quoteSummaryWidth - logoCells);
+  // The exchange settlement, dated by its session: a futures price is its latest trade.
+  const settleLabel = t("Settle");
+  const settleText = contractTerms
+    ? truncateToDisplayWidth(futuresSettleText(contractTerms, quote),
+      Math.max(1, quoteTextWidth - displayWidth(settleLabel) - 1))
+    : "";
   const quoteChangeCells = figureCells(quoteChangeText, "sub") + 1 + figureCells(quotePercentText, "sub");
   const stackQuoteChange = quoteChangeCells > quoteTextWidth;
   const stackQuoteSummary = figureCells(quotePriceText) + 2 + quoteChangeCells > quoteTextWidth;
@@ -186,6 +213,10 @@ function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpe
   const rangeInline = hasDayRange && yearRange != null
     && rangeHalfWidth - rangeRowChrome(rangeLabelWidth, rangeEndpointCells) >= RANGE_INLINE_MIN_TRACK;
   const rangeWidth = rangeInline ? rangeHalfWidth : contentWidth;
+  const contractLines = contractTerms ? futuresContractLines(contractTerms, futuresSymbol) : [];
+  // Columns that keep every term whole; a narrow pane stacks them in one.
+  const contractColumns = textGridColumns(contractLines.map(contractField), contentWidth);
+  const contractFields = fitFuturesContractLines(contractLines, contractColumns * contractRowBudget(height)).map(contractField);
   const stats = buildOverviewStats({
     quote,
     fundamentals,
@@ -200,7 +231,7 @@ function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpe
     today: zonedDateKey(Date.now(), chartTimeZone ?? "America/New_York"),
   });
   const profileFields = buildProfileFields({
-    instrumentType,
+    instrumentType: instrumentTypeLabel(instrumentType, quote?.name || ticker.metadata.name),
     sector,
     industry,
     profile,
@@ -277,6 +308,12 @@ function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpe
                 </Text>
               </Box>
             )}
+            {settleText && (
+              <Box flexDirection="row" gap={1} minWidth={0} overflow="hidden">
+                <Text flexShrink={0} fg={colors.textDim}>{settleLabel}</Text>
+                <Text fg={colors.text}>{settleText}</Text>
+              </Box>
+            )}
             {metadataParts.length > 0 && (
               <Text fg={colors.textDim}>{metadataParts.join(" | ")}</Text>
             )}
@@ -288,7 +325,7 @@ function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpe
           )}
         </Box>
 
-        {perpetuals}
+        {perpetuals && <PaneLinkMenu>{perpetuals}</PaneLinkMenu>}
 
         {(hasDayRange || yearRange) && quote && (
           <Box flexDirection={rangeInline ? "row" : "column"} gap={rangeInline ? RANGE_PAIR_GAP : 0} width={contentWidth}>
@@ -323,6 +360,13 @@ function ResolvedOverviewTab({ width, focused = false, ticker, financials, onOpe
           </Box>
         )}
 
+        {contractFields.length > 0 && (
+          <Box flexDirection="column">
+            <SectionHeading title={t("Contract")} />
+            <FundamentalsGrid fields={contractFields} width={contentWidth} columns={contractColumns} />
+          </Box>
+        )}
+
         {hasHistory && (
           <Box
             onMouseDown={onOpenChart

package/src/plugins/builtin/ticker-detail/quote-monitor/index.tsx

@@ -8,7 +8,7 @@ import type { TickerRecord } from "../../../../types/ticker";
 import type { ChartRequest, InstrumentRef } from "../../../../market-data/request-types";
 import { instrumentFromTicker, quoteSubscriptionTargetFromTicker } from "../../../../market-data/request-types";
 import { getSharedMarketDataCoordinator } from "../../../../market-data/coordinator";
-import { buildChartKey, buildQuoteKey } from "../../../../market-data/selectors";
+import { buildChartKey, buildQuoteKey, resolveEntryData } from "../../../../market-data/selectors";
 import { DEFAULT_LIVE_CHART_REFRESH_INTERVAL_MS, useChartQueries } from "../../../../market-data/hooks";
 import { useAppSelector, usePaneInstance, usePaneTicker } from "../../../../state/app/context";
 import { useLiveQuoteEntries } from "../../../../state/hooks/quote-streaming";
@@ -229,6 +229,16 @@ export function QuoteMonitorPane({ paneId, focused, width, height }: PaneProps)
   const contentHeight = Math.max(3, height);
   const cardHeight = Math.max(nativePaneChrome ? 4 : 3, Math.floor(contentHeight / rows.length));
   const cardWidth = Math.max(1, Math.floor(contentWidth / columns));
+  // The stock's perpetual, under a card with room for it. A saved ticker often has no asset class, so the quote
+  // says whether it is a stock, as it does in DES.
+  const perpetuals = (entry: BoardEntry) => {
+    if (cardHeight < 8) return undefined;
+    const financials = financialsBySymbol.get(entry.symbol);
+    const quote = (entry.quoteKey ? resolveEntryData(quoteEntries.get(entry.quoteKey)) : null) ?? financials?.quote;
+    // Inside the card's padding: a cell each side here, about three on the desktop.
+    return <PerpEquityRow maxRows={1} symbol={entry.symbol} exchange={entry.ticker?.metadata.exchange} width={cardWidth - (nativePaneChrome ? 3 : 2)}
+      instrumentType={quote?.instrumentType ?? financials?.quoteMetadata?.instrumentType ?? entry.ticker?.metadata.assetCategory} />;
+  };
 
   if (nativePaneChrome) {
     const desktopColumns = gridColumns;
@@ -264,7 +274,7 @@ export function QuoteMonitorPane({ paneId, focused, width, height }: PaneProps)
             selected={showCursor && index === cursorIndex}
             onSelect={setCursorSymbol}
             onOpen={openTicker}
-            perpetuals={cardHeight >= 8 ? <PerpEquityRow maxRows={1} symbol={entry.symbol} exchange={entry.ticker?.metadata.exchange} instrumentType={entry.ticker?.metadata.assetCategory} /> : undefined}
+            perpetuals={perpetuals(entry)}
           />
         ))}
       </Box>
@@ -299,7 +309,7 @@ export function QuoteMonitorPane({ paneId, focused, width, height }: PaneProps)
               selected={showCursor && rowIndex * columns + columnIndex === cursorIndex}
               onSelect={setCursorSymbol}
               onOpen={openTicker}
-              perpetuals={cardHeight >= 8 ? <PerpEquityRow maxRows={1} symbol={entry.symbol} exchange={entry.ticker?.metadata.exchange} instrumentType={entry.ticker?.metadata.assetCategory} /> : undefined}
+              perpetuals={perpetuals(entry)}
             />
           ))}
         </Box>

package/src/plugins/builtin/time-sales/headless.ts

@@ -14,9 +14,10 @@ function formattedColumns(rows: readonly HeadlessPaneRow[], formats: Record<stri
 
 export const timeSalesHeadless: HeadlessPaneDefinition<"bundle"> = {
   shape: "bundle", argument: { kind: "ticker", placeholder: "ticker", description: "US equity ticker." },
+  usListingsOnly: "Time and sales",
   options: [{ key: "limit", type: "integer", minimum: 1, maximum: 1000, defaultValue: 100, description: "Maximum recent prints in the report." }],
   discovery: { aliases: ["TAS", "QR"], dataRequirements: ["Gloom Cloud SIP trade and quote feed"],
-    limitations: ["Bounded observed window, not a complete session", "SIP is delayed fifteen minutes without realtime entitlement", "Quote sizes are round lots", "No Level 2 or inferred aggressor side"] },
+    limitations: ["Bounded observed window, not a complete session.", "SIP is delayed fifteen minutes without realtime entitlement.", "Quote sizes are round lots.", "No Level 2 or inferred aggressor side."] },
   describe: (args) => `Time and sales ${args.argument ?? ""}`,
   async load(args, ctx) {
     const symbol = args.symbols[0] ?? (typeof args.argument === "string" ? args.argument : "");

package/src/plugins/builtin/time-sales/index.tsx

@@ -11,7 +11,8 @@ export const timeSalesModule: PluginModule = {
       description: "Trade prints, observed VWAP and large prints.", keywords: ["tape", "trades", "sales", "prints", "tas"],
       shortcut: "TAS", viewKey: "TAS", settings: () => ({ tab: "trades" }) }), headless: timeSalesHeadless },
     { ...createTickerSurfacePaneTemplate({ id: "time-sales-qr", paneId: "time-sales", label: "Quote Recap",
-      description: "NBBO history: bid and ask with sizes, venues and spread.", keywords: ["nbbo", "quotes", "bid", "ask", "recap", "qr"],
+      description: "NBBO history: bid and ask with sizes, venues and spread.",
+      keywords: ["nbbo", "quotes", "bid", "ask", "recap", "qr", "trades", "tick", "ticks", "tick data", "second", "seconds", "intraday", "milliseconds"],
       shortcut: "QR", viewKey: "QR", settings: () => ({ tab: "quotes" }) }), headless: timeSalesHeadless },
   ],
 };

package/src/plugins/builtin/treasury-auctions/headless.ts

@@ -18,6 +18,7 @@ import {
   formatAuctionRate,
   indirectPct,
   nextAuctionHistoryWindow,
+  rateQualifier,
   rateValue,
   stopOutVsAverageBp,
   visibleAuctions,
@@ -30,11 +31,24 @@ const formatPercent = (value: unknown) => value == null ? "-" : `${Number(value)
 const STOP_OUT_NOTE = "Stop-out vs avg is the high yield minus the average/median yield, in bp (bills: discount rates). "
   + "A true tail, the stop-out against the 1 pm when-issued yield, needs the when-issued yield, which the source does not carry.";
 
+/** The rate as the table prints it; a TIPS or FRN row says what its number is (`2.653% real`, `4.0bp spread`). */
+const rateCell = (value: unknown, row: Record<string, unknown>) => {
+  const text = formatAuctionRate(row as unknown as TreasuryAuction, value == null ? null : Number(value), "-");
+  const qualifier = value == null ? null : rateQualifier(row as unknown as TreasuryAuction);
+  return qualifier ? `${text} ${qualifier}` : text;
+};
+
 const COLUMNS = [
   { key: "auctionDate", header: "Date" },
   { key: "secType", header: "Type" },
   { key: "securityTerm", header: "Term" },
-  { key: "rate", header: "Rate", align: "right" as const, format: (value: unknown, row: Record<string, unknown>) => formatAuctionRate(row as unknown as TreasuryAuction, value == null ? null : Number(value), "-") },
+  {
+    key: "rate",
+    header: "Rate",
+    align: "right" as const,
+    format: (value: unknown, row: Record<string, unknown>) => formatAuctionRate(row as unknown as TreasuryAuction, value == null ? null : Number(value), "-"),
+    textFormat: rateCell,
+  },
   { key: "stopOutVsAvgBp", header: "Stop-out vs avg (bp)", align: "right" as const, format: (value: unknown) => value == null ? "-" : Number(value).toFixed(1) },
   { key: "bidToCoverRatio", header: "B/C", align: "right" as const, format: (value: unknown) => value == null ? "-" : Number(value).toFixed(2) },
   { key: "indirectPercent", header: "Indirect", align: "right" as const, format: formatPercent },
@@ -64,7 +78,7 @@ function createTreasuryAuctionsHeadless(
 ): HeadlessPaneDefinition<"rows"> {
   return {
     shape: "rows",
-    freshness: { source: "US Treasury", status: "not-a-feed", basis: "auction results", observedKey: "auctionDate", oldest: null },
+    freshness: { source: "US Treasury", status: "not-a-feed", basis: "auction results", observedKey: "auctionDate", oldest: null, tradingDayMarket: "US" },
     argument: {
       kind: "free-text",
       placeholder: "search",

package/src/plugins/builtin/treasury-auctions/index.tsx

@@ -58,6 +58,7 @@ export const treasuryAuctionsModule: PluginModule = {
       defaultMode: "floating",
       defaultFloatingSize: { width: 104, height: 28 },
       tableExport: true,
+      reportFreshness: { source: "US Treasury", status: "not-a-feed", basis: "auction results" },
       settings: treasuryAuctionsSettings(),
     },
   ],

package/src/plugins/builtin/treasury-auctions/model.ts

@@ -275,6 +275,14 @@ export function rateLabel(auction: TreasuryAuction): string {
   return FILTER_TYPES.bill.has(auction.secType) ? "Investment rate" : "High yield";
 }
 
+/**
+ * What a rate needs beside its number to be read right: a TIPS yield is a real
+ * yield, and an FRN's figure is a spread over the 13-week bill index, not a yield.
+ */
+export function rateQualifier(auction: TreasuryAuction): "real" | "spread" | null {
+  return auction.secType === "TIPS" ? "real" : auction.secType === "FRN" ? "spread" : null;
+}
+
 /** FRN discount margins read in basis points; every other rate in percent. */
 export function formatAuctionRate(auction: TreasuryAuction, value: number | null, empty: string): string {
   if (value == null) return empty;

package/src/plugins/builtin/vol-surface/evidence.ts

@@ -123,9 +123,15 @@ export function volSurfaceSemanticEvidence(input: VolSurfaceEvidenceInput): VolS
   };
 }
 
+/** The evidence plus `ready: false` while an expiry is still loading, which holds a capture: a partial surface is no surface. */
+export function volSurfaceEvidenceMetadata(input: VolSurfaceEvidenceInput): VolSurfaceEvidence & { ready: boolean } {
+  const evidence = volSurfaceSemanticEvidence(input);
+  return { ...evidence, ready: !evidence.loading };
+}
+
 export function useVolSurfaceEvidence(input: VolSurfaceEvidenceInput): void {
   useRemoteUiNode({ role: "chart-data", label: "Rendered volatility observations",
-    getMetadata: () => ({ ...volSurfaceSemanticEvidence(input) }) });
+    getMetadata: () => ({ ...volSurfaceEvidenceMetadata(input) }) });
 }
 
 /** Verify values and recompute counts so asserted readiness alone cannot certify a chart. */

package/src/plugins/builtin/vol-surface/headless.ts

@@ -1,10 +1,13 @@
-import type { HeadlessBundleSection, HeadlessPaneDefinition, HeadlessPaneFreshness, HeadlessPaneRow } from "../../../types/plugin";
+import type { Quote } from "../../../types/financials";
+import type { HeadlessBundleSection, HeadlessPaneDefinition, HeadlessPaneFreshness, HeadlessPaneLoadArgs, HeadlessPaneRow } from "../../../types/plugin";
 import {
-  expirationOptionSeconds, OPTION_EXPIRATION_FORMAT, OPTION_EXPIRATION_PLACEHOLDER, readOptionExpiration,
+  expirationOptionSeconds, findListedExpiry, OPTION_EXPIRATION_FORMAT, OPTION_EXPIRATION_PLACEHOLDER, readOptionExpiration, unlistedExpiryText,
 } from "../../../utils/option-expiry";
+import { skewHeader } from "../iv-history/format";
 import { formatStrikeLabel } from "../options/table";
 import { createSurfaceDependencies, loadVolatilitySurface } from "./client";
 import { buildSurfaceGrid, type SurfaceGridOptions, type SurfaceSettings, type SurfaceSnapshot } from "./model";
+import { formatCaptureTime, loadDatedSurface, storedSurfaceDate, type DatedSurfaceSnapshot } from "./stored";
 import {
   expiryFeedFields, expiryLabel, formatIv, formatPrice, formatVolPoints, HIDDEN_SLOPE_TEXT, HIDDEN_YIELD_TEXT, selectSurfaceExpiry, surfaceForwardRow, surfaceSkewRow,
   surfaceSmileRows, surfaceTermRows, TERM_SLOPE_MIN_DAYS, type SurfaceForwardRow, type SurfaceSkewRow,
@@ -26,6 +29,17 @@ const SKEW_NOTES = [
   `Slope is the ATM IV change per year to the next listed expiry, in vol points; left out under ${TERM_SLOPE_MIN_DAYS} days to expiry, where it annualises a few hours of noise.`,
 ];
 
+/**
+ * When and at what spot a stored close was taken, worded as the pane's footer
+ * words it, and the settings it cannot honour: it was fitted once, on mid
+ * quotes with recomputed IV.
+ */
+function storedNotes(snapshot: DatedSurfaceSnapshot, options: HeadlessPaneLoadArgs["options"]): string[] {
+  const ignored = [options.ivSource !== "recomputed" && "--ivSource", options.priceSide !== "mid" && "--priceSide"].filter(Boolean);
+  return [`Stored close, spot ${formatPrice(snapshot.spot)}, captured ${formatCaptureTime(snapshot.stored!.capturedAt)} New York.`,
+    ...ignored.length ? [`A stored close is fitted on mid quotes with recomputed IV; ${ignored.join(" and ")} do${ignored.length === 1 ? "es" : ""} not apply.`] : []];
+}
+
 const number = (value: unknown) => typeof value === "number" && Number.isFinite(value) ? value : null;
 const iv = (value: unknown) => formatIv(number(value));
 const price = (value: unknown) => formatPrice(number(value));
@@ -94,8 +108,9 @@ function skewSection(snapshot: SurfaceSnapshot): HeadlessBundleSection {
   return { title: "Skew", columns: [
     { key: "expiry", header: "Expiry" }, { key: "days", header: "Days", format: days },
     { key: "put25", header: "25D put IV", format: iv }, { key: "call25", header: "25D call IV", format: iv },
-    { key: "riskReversal", header: "RR pts", format: gap }, { key: "butterfly", header: "BF pts", format: gap },
-    { key: "moneynessSkew", header: "90/110 pts", format: (value, row) => typeof value === "number" ? points(value)
+    // Each difference names its sign: the risk reversal is call minus put, unlike HIVG and VCA's put-minus-call skew.
+    { key: "riskReversal", header: skewHeader("RR", "call-put"), format: gap }, { key: "butterfly", header: skewHeader("BF", "wings-ATM"), format: gap },
+    { key: "moneynessSkew", header: skewHeader("90/110", "90%-110%"), format: (value, row) => typeof value === "number" ? points(value)
       : (row as unknown as SurfaceSkewRow).moneynessGap ?? "--" },
     { key: "termSlope", header: "Slope pts/yr", format: (value, row) => typeof value === "number" ? points(value)
       : (row as unknown as SurfaceSkewRow).termSlopeHidden ? HIDDEN_SLOPE_TEXT : "--" },
@@ -115,6 +130,7 @@ function forwardsSection(snapshot: SurfaceSnapshot): HeadlessBundleSection {
 
 export const volSurfaceHeadless: HeadlessPaneDefinition<"bundle"> = {
   shape: "bundle", argument: { kind: "ticker", description: "Underlying ticker" },
+  usListingsOnly: "Options data",
   describe: (args) => `OVDV ${args.symbols[0] ?? ""}`,
   options: [
     { key: "tab", type: "enum", values: SURFACE_TABS.map((value) => ({ value })),
@@ -127,20 +143,36 @@ export const volSurfaceHeadless: HeadlessPaneDefinition<"bundle"> = {
     { key: "expiration", type: "string", placeholder: OPTION_EXPIRATION_PLACEHOLDER, example: "--expiration 2027-01-15 --tab smile",
       description: `Selected expiry, as ${OPTION_EXPIRATION_FORMAT}; the first at least four weeks out when omitted`,
       settingKey: "expiration", normalize: (value) => expirationOptionSeconds(value) },
+    { key: "date", type: "string", placeholder: "YYYY-MM-DD", example: "--date 2026-10-09 --tab skew",
+      description: "Stored close surface of that session instead of the live chain; a date with no capture lists the stored dates",
+      pluginState: { pluginId: "ticker-research", key: "historyDate" }, normalize: (value) => storedSurfaceDate(value) },
   ],
   async load(args, ctx) {
     const symbol = args.symbols[0]!;
-    const instrument = await ctx.resolveInstrument?.(symbol) ?? { symbol };
-    const quote = await ctx.marketData.getQuote(symbol, instrument.exchange);
-    if (!(quote.price > 0) || !Number.isFinite(quote.price) || quote.stale) {
-      return { sections: [], complete: false, unavailableSymbols: [symbol], errors: ["A current underlying price is required"] };
-    }
     const requested = readOptionExpiration(args.options.expiration);
-    const snapshot = await loadVolatilitySurface({ instrument, spot: quote.price, spotAsOf: quote.lastUpdated,
-      settings: { ivSource: args.options.ivSource as SurfaceSettings["ivSource"], priceSide: args.options.priceSide as SurfaceSettings["priceSide"] },
-      limit: Number(args.options.limit), signal: ctx.signal,
-      requiredExpiries: requested == null ? [] : [requested],
-    }, createSurfaceDependencies(ctx.marketData, ctx.apiClient));
+    const date = typeof args.options.date === "string" && args.options.date ? storedSurfaceDate(args.options.date) : null;
+    let snapshot: DatedSurfaceSnapshot;
+    let quote: Quote | null = null;
+    if (date) {
+      // A stored close needs no current price: it carries the spot it was fitted at.
+      snapshot = await loadDatedSurface(symbol, date, { signal: ctx.signal, api: ctx.apiClient });
+      // An expiry the capture does not have is named against the ones it has, as the live chain names its own.
+      if (requested != null && findListedExpiry(requested, snapshot.catalogue) == null) {
+        snapshot = { ...snapshot, failures: [...snapshot.failures, { expiration: requested, message: unlistedExpiryText(requested, snapshot.catalogue) }] };
+      }
+    } else {
+      const instrument = await ctx.resolveInstrument?.(symbol) ?? { symbol };
+      quote = await ctx.marketData.getQuote(symbol, instrument.exchange);
+      if (!(quote.price > 0) || !Number.isFinite(quote.price) || quote.stale) {
+        return { sections: [], complete: false, unavailableSymbols: [symbol], errors: ["A current underlying price is required"] };
+      }
+      snapshot = await loadVolatilitySurface({ instrument, spot: quote.price, spotAsOf: quote.lastUpdated,
+        settings: { ivSource: args.options.ivSource as SurfaceSettings["ivSource"], priceSide: args.options.priceSide as SurfaceSettings["priceSide"] },
+        limit: Number(args.options.limit), signal: ctx.signal,
+        requiredExpiries: requested == null ? [] : [requested],
+      }, createSurfaceDependencies(ctx.marketData, ctx.apiClient));
+    }
+    const stored = snapshot.stored ?? null;
     const axis = args.options.axis as SurfaceAxis;
     const tab = (SURFACE_TABS as readonly string[]).includes(String(args.options.tab)) ? args.options.tab as SurfaceTab : "surface";
     const available = snapshot.expiries.some((expiry) => expiry.fit);
@@ -166,9 +198,11 @@ export const volSurfaceHeadless: HeadlessPaneDefinition<"bundle"> = {
       unavailableSymbols: available ? [] : [symbol],
       errors: [...snapshot.failures.map((failure) => failure.expiration == null ? failure.message
         : `${expiryLabel(failure.expiration)}: ${failure.message}`), ...smile?.errors ?? []],
-      ...(tab === "skew" ? { notes: SKEW_NOTES } : {}),
-      ...(smile?.freshness ? { freshness: smile.freshness } : {}),
-      metadata: { ...snapshot, underlyingQuote: quote, unit: "decimal annualized IV", methodology: "docs/research-data.md#shared-volatility-calculations" },
+      ...(stored || tab === "skew" ? { notes: [...stored ? storedNotes(snapshot, args.options) : [], ...tab === "skew" ? SKEW_NOTES : []] } : {}),
+      // A stored close is dated by its session, whichever view prints it.
+      ...(stored ? { freshness: { status: "not-a-feed" as const, basis: "stored close capture", asOf: stored.sessionDate } }
+        : smile?.freshness ? { freshness: smile.freshness } : {}),
+      metadata: { ...snapshot, ...quote ? { underlyingQuote: quote } : {}, unit: "decimal annualized IV", methodology: "docs/research-data.md#shared-volatility-calculations" },
     };
   },
 };