gloomberb 0.17.4 → 0.17.6

package/src/cli/commands/market.ts

@@ -16,10 +16,12 @@ import {
   getExtendedSessionDisplay,
   getQuoteSessionFields,
   getRegularSessionDisplay,
+  quoteHeadlineTime,
   quoteSessionLabel,
+  quoteSessionStateLabel,
   type ExtendedSession,
 } from "../../market-data/market/status";
-import { formatCompact, formatDistributionAmount, formatPercent, formatPercentRaw } from "../../utils/format";
+import { formatCompact, formatCurrency, formatDistributionAmount, formatNumber, formatPercent, formatPercentRaw } from "../../utils/format";
 import { withCliServices, withMarketData } from "../context";
 import { isoDate, parsePositiveInt, requireOneArg, takeFlag, takeOption } from "./command-utils";
 import type { BuiltinCliCommandDef } from "../command-options";
@@ -59,6 +61,7 @@ import {
   formatOptionIvCell,
   formatOptionQuoteCell,
   OPTION_MODEL_RATE,
+  OPTION_VOLATILITY_FIELDS,
   OPTIONS_USAGE,
   optionRows,
   optionsBasisFields,
@@ -81,6 +84,7 @@ import {
   type CliReportTables,
 } from "../report-tables";
 import {
+  formingPeriodBar,
   historyBarStatusNote,
   historyCoverageWarning,
   historyFacts,
@@ -102,6 +106,7 @@ import { bareFuturesCode } from "../../market-data/futures-board";
 import { newsEmptyMessage } from "./news-hints";
 import { newsFallbackText, newsSearchHeading, newsSearchText, newsSearchTextProblem, searchNewsStories } from "./news-search";
 import { formatUtcTime } from "../../utils/utc-time";
+import { DAY_SO_FAR_TEXT, withSessionBar } from "../../time-series/session-bar";
 import { isFiniteNumber } from "../../utils/guards";
 import { exportedFundamentals } from "../../utils/price-earnings";
 import { fundamentalsFreshness, fxPairFreshness, quotesFreshness, rowsFreshness, valuationFreshness } from "../freshness";
@@ -116,7 +121,15 @@ import {
   SEC_FILINGS,
 } from "../../plugins/builtin/shared/report-freshness";
 import {
-  bareListingNote,
+  earningsDateStatus,
+  earningsDetailParts,
+  earningsEpsBasis,
+  epsBasisName,
+  isProvisionalActual,
+  quarterLabel,
+  showsEpsBasis,
+} from "../../plugins/builtin/shared/earnings-report";
+import {
   tradingBoardNote,
   EXCHANGE_OPTION,
   futuresTryLine,
@@ -132,16 +145,15 @@ import {
   loadForListing,
   loadListingQuote,
   listingFateLoader,
-  listingFateNotes,
-  noLongerTradingNote,
+  movedSymbolLine,
   notTradedMessage,
   quoteBareListing,
   requireCliListing,
-  tradingListing,
   type CliListing,
   type ListingDataRequest,
   type ListingIdentity,
 } from "../listing-arg";
+import { bareListingNote, listingFateNotes, noLongerTradingNote, tradingListing } from "../../tickers/listing-fate";
 import { indexRootAlsoLine, indexRootFor, indexRootTryLine, isYieldIndexSymbol } from "../index-roots";
 import { earningsCalendarFailure, earningsChoiceNote, earningsDateLabel, isListingAbroad, noListingCalendarNote } from "../earnings-calendar";
 import { formatBasisPoints, toBasisPoints } from "../../utils/basis-points";
@@ -155,11 +167,11 @@ import { secRegistrantMismatchMessage, SecRegistrantMismatchError, areDifferentC
 import { isCryptoPairSymbol } from "../../utils/crypto-pair";
 import { looksLikeCurrencyPair } from "../../utils/currency-pair";
 import { canonicalExchange, isUsListingExchange } from "../../utils/exchanges";
-import { describeTickerChange, startTickerChangeLookup, tickerChangeLine, type TickerChange } from "../../tickers/ticker-changes";
+import { describeTickerChange, movedAwayChange, startTickerChangeLookup, tickerChangeLine, type TickerChange } from "../../tickers/ticker-changes";
 import { noSecReportsNotice, nonUsSecListingVenue } from "../../utils/sec";
 import type { MarketContext } from "../types";
 import { windowRows } from "../row-window";
-import { crossRate, describeFxRate, isUsableRate, parseFxRequest } from "../fx-pair";
+import { crossRate, describeFxConversion, describeFxRate, FX_USAGE, isUsableRate, parseFxArgs } from "../fx-pair";
 import {
   holderListFacts,
   holderListPeriod,
@@ -271,7 +283,8 @@ const QUOTE_LEAD_COLUMNS = [
   extendedColumn("PRE"),
   extendedColumn("POST"),
   extendedColumn("OVERNIGHT"),
-  { key: "session", header: "Session", shrink: false },
+  // An export keeps the market state (PRE-MKT); the table names the close a pre-market with no trade stands at (Thu close).
+  { key: "session", header: "Session", shrink: false, format: (_value: unknown, row: QuoteRow) => row.sessionLabel },
 ];
 
 type QuoteRow = ReturnType<typeof quoteRows>[number];
@@ -393,7 +406,8 @@ function quoteRows(results: QuoteCliRecord[], now = Date.now()) {
       extendedChangePercent: roundedPercent(extended?.changePercent),
       // The extended price is the session's bid and ask midpoint, nothing having traded in it.
       extendedMark: extended?.mark === true,
-      session: quoteSessionLabel(quote) ?? "",
+      session: quoteSessionStateLabel(quote, now) ?? "",
+      sessionLabel: quoteSessionLabel(quote, now) ?? "",
       // The close the shown move is measured from: the one before the session Last is.
       previousClose: price(display?.change != null ? display.price - display.change : quote?.previousClose),
       dayRange: quote?.low != null && quote.high != null
@@ -404,7 +418,8 @@ function quoteRows(results: QuoteCliRecord[], now = Date.now()) {
       providerId: quote?.providerId ?? "",
       source: quote?.dataSource ?? quote?.providerId ?? "",
       feed: quoteFeedState(quote, now),
-      updatedAt: quote?.lastUpdated ? new Date(quote.lastUpdated).toISOString() : "",
+      // When the price Last shows was observed: in a pre-market nothing has traded in, the close it stands at.
+      updatedAt: quote?.lastUpdated ? new Date(quoteHeadlineTime(quote)).toISOString() : "",
       error: result.error ?? "",
     };
   });
@@ -490,19 +505,32 @@ function corporateActionRows(data: CorporateActionsData) {
   // An upcoming estimate carries no unit of its own; it shares the one every reported quarter states.
   const reportedCurrencies = new Set(data.earnings.map((event) => event.currency?.trim()).filter(Boolean));
   const earningsCurrency = reportedCurrencies.size === 1 ? [...reportedCurrencies][0] : undefined;
+  // To the cent, as ERN and EE show it; a consensus average carries more digits.
   const eps = (value: number | undefined, unit: string | undefined) => (
-    value == null || !unit ? cleanDecimal(value)
-      : /^[A-Z]{3}$/.test(unit) ? formatDistributionAmount(value, unit) : `${cleanDecimal(value)} ${unit}`
+    value == null || !Number.isFinite(value) ? "-"
+      : !unit ? formatNumber(value, 2)
+        : /^[A-Z]{3}$/.test(unit) ? formatCurrency(value, unit, 2) : `${formatNumber(value, 2)} ${unit}`
   );
   return [
     ...data.earnings.map((event) => {
       const unit = event.currency?.trim() || earningsCurrency;
+      const quarter = quarterLabel(event.fiscalPeriod);
+      const basis = earningsEpsBasis(event.epsBasis);
+      // History rows are keyed by fiscal quarter end, upcoming ones by announcement date.
+      const note = [event.dateType === "fiscal-period-end" ? "period end" : null, quarter === "-" ? null : quarter].filter(Boolean).join(", ");
       return {
         type: "earnings",
         date: event.date,
-        // History rows are keyed by fiscal quarter end, upcoming ones by announcement date.
-        detail: (event.epsActual == null ? `est ${eps(event.epsEstimate, unit)}` : `eps ${eps(event.epsActual, unit)}`)
-          + (event.dateType === "fiscal-period-end" ? " (period end)" : ""),
+        // The basis, beat, date status and analysts are the words EE uses for the same row.
+        detail: [event.epsActual == null ? `est ${eps(event.epsEstimate, unit)}` : `eps ${eps(event.epsActual, unit)}`,
+          ...earningsDetailParts(event)].join(", ") + (note ? ` (${note})` : ""),
+        epsActual: event.epsActual,
+        epsEstimate: event.epsEstimate,
+        epsBasis: showsEpsBasis({ epsActual: event.epsActual, epsBasis: basis }) ? epsBasisName(basis) : undefined,
+        ...(isProvisionalActual(event) ? { epsProvisional: true } : {}),
+        epsAnalysts: event.epsAnalysts,
+        dateStatus: earningsDateStatus(event.dateStatus) ?? undefined,
+        fiscalPeriod: event.fiscalPeriod,
       };
     }),
     ...data.dividends.map((event) => ({
@@ -562,6 +590,17 @@ function earningsRows(events: EarningsEvent[]) {
 /** Symbols at most whose venues a command looks up to name the company each bare one went to. */
 const MAX_CHOICE_LOOKUPS = 10;
 
+/**
+ * The line `quote` prints beside a symbol that changed, as `history` and
+ * `ticker` word it: a company that moved, with nothing new listed there,
+ * names the quote of its new symbol ("HFC became DINO on 2022-03-15:
+ * `gloomberb quote DINO`"); its old line's last price stays in the row.
+ */
+function quoteChangeLine(change: TickerChange | null | undefined): string | null {
+  const moved = movedAwayChange(change);
+  return moved ? movedSymbolLine(moved, `gloomberb quote ${moved.tradesAs}`) : tickerChangeLine(change);
+}
+
 async function runQuote(rawArgs: string[], ctx: Parameters<CliCommandDef["execute"]>[1], commandName: "quote" | "compare") {
   const args = [...rawArgs];
   const exchange = takeOption(args, "--exchange") ?? "";
@@ -600,7 +639,7 @@ async function runQuote(rawArgs: string[], ctx: Parameters<CliCommandDef["execut
     }));
     const failed = answers[0]?.failure;
     if (listings.length === 1 && failed) {
-      ctx.fail(failed.message, [tickerChangeLine(tickerChanges[0]), failed.details].filter(Boolean).join("\n") || undefined);
+      ctx.fail(failed.message, [quoteChangeLine(tickerChanges[0]), failed.details].filter(Boolean).join("\n") || undefined);
     }
     // A futures quote adds its dated settlement and contract terms, as `ticker` prints them; `compare` stays a table.
     const contracts = await Promise.all(answers.map(({ result }) => commandName === "quote" && result.quote
@@ -632,7 +671,7 @@ async function runQuote(rawArgs: string[], ctx: Parameters<CliCommandDef["execut
     const notes = [
       // FB now lists another security; the company that was FB trades as META. A symbol a
       // company renamed into (META) is what was typed: its change is in the row, not here.
-      ...tickerChanges.flatMap((change) => tickerChangeLine(change) ?? []),
+      ...tickerChanges.flatMap((change) => quoteChangeLine(change) ?? []),
       // Which listing a bare symbol was read as, and the index a bare root is not, are in no row.
       ...answers.flatMap((answer) => answer.notes),
       // A row that stopped trading long ago reads as a quote that is merely stale.
@@ -839,7 +878,10 @@ async function runHistory(rawArgs: string[], ctx: Parameters<CliCommandDef["exec
         .catch((error) => failHistory(error, listing.key, ctx)),
       quoted,
     ]);
-    const { points, resolution } = loaded;
+    const { resolution } = loaded;
+    // While the session trades the day's bar is the quote's, whatever range the history was cut for (withSessionBar).
+    const points = withSessionBar(loaded.points, quote, { now: Date.now(), venue: quote?.listingExchangeName || exchange || undefined });
+    const fromQuote = points !== loaded.points;
     const identity = listingIdentity(listing, quote);
     // Without a quote currency, the listing metadata research reads (as `ticker` does) may still state it.
     const listed = quote?.currency ? quote : await market.dataProvider.getQuoteMetadata?.(symbol, exchange).catch(() => null);
@@ -849,20 +891,28 @@ async function runHistory(rawArgs: string[], ctx: Parameters<CliCommandDef["exec
     };
     // A coin's volume is traded value in its quote currency: said in every row and on the status line.
     const volume = historyVolume(unit, traded);
-    const data = historyRows(points, resolution, unit.currency, unit.unit, volume);
+    const served = historyRows(points, resolution, unit.currency, unit.unit, volume);
+    // Bars stop arriving on the listing's own trading days, not New York's.
+    const venue = quote?.listingExchangeName || exchange || undefined;
+    // October's monthly bar on 16 Oct runs through the 15th: marked partial, and the status line says how far.
+    const forming = formingPeriodBar(served, venue);
+    const data = forming?.rows ?? served;
     const interval = data[0]?.interval ?? null;
     const decimals = historyPriceDecimals(data, listing.saved?.metadata.assetCategory);
     const price = (value: unknown) => typeof value === "number" ? value.toFixed(decimals) : "";
     // Intraday bars print in UTC, as the charts and time and sales label them, not the host zone.
     const intraday = data.some((row) => row.date.length > 10);
     // A bar history: dated by its last bar, stale once bars of its size stop arriving.
+    // The day's own bar, while its session trades, is not a close: dated by the quote it was read from.
+    const dayToDate = fromQuote && interval === "1d" && data.at(-1)?.partial === true;
     const freshness = rowsFreshness(data, {
       ...barHistoryFreshness(intraday ? null : barResolutionFromDates(data.map((row) => row.date))),
       observedKey: "date",
       oldest: null,
-      // Bars stop arriving on the listing's own trading days, not New York's.
-      cadenceExchange: quote?.listingExchangeName || exchange || undefined,
-      ...(volume ? { note: historyVolumeText(volume, interval) } : {}),
+      cadenceExchange: venue,
+      ...(forming ? { periodToDate: forming.periodToDate } : {}),
+      ...(dayToDate ? { basis: "daily bars", ...(quote && Number.isFinite(quote.lastUpdated) ? { asOf: new Date(quote.lastUpdated).toISOString() } : {}) } : {}),
+      ...(volume || dayToDate ? { note: [volume ? historyVolumeText(volume, interval) : null, dayToDate ? `the newest bar is ${DAY_SO_FAR_TEXT}` : null].filter(Boolean).join("; ") } : {}),
     });
     const gaps = historyGapNote(data, traded);
     const notes = [
@@ -870,7 +920,8 @@ async function runHistory(rawArgs: string[], ctx: Parameters<CliCommandDef["exec
       ...listingFateNotes(await fate(), { served: data.length > 0, firstDate: data[0]?.date }),
       ...await listingChoiceNotes(listing, market, quote, venues),
       ...historyNotes(range, interval, data[0]?.date), historyCoverageWarning(range, loaded) ?? [],
-      gaps ?? [], historyJumpNote(data) ?? [], historyFlagNote(data) ?? [], historyBarStatusNote(data) ?? [],
+      // The status line says how far a bar still forming runs; the note is for the bars it does not name.
+      gaps ?? [], historyJumpNote(data) ?? [], historyFlagNote(data) ?? [], historyBarStatusNote(forming ? served : data) ?? [],
     ].flat();
     const priceColumns: CliResultColumn[] = [
       intraday
@@ -1627,6 +1678,8 @@ async function runOptions(rawArgs: string[], ctx: Parameters<CliCommandDef["exec
         interval: OPTIONS_EXPORT_INTERVAL,
         // `iv` is annualised volatility and `delta` the option's change per 1.00 move in the underlying, both decimals.
         units: { iv: "annualized decimal", delta: "decimal per 1.00 move in the underlying" },
+        // What each contract's `iv` and `impliedVolatility` are, so neither is read as the other.
+        fields: OPTION_VOLATILITY_FIELDS,
         // What `iv` and `delta` on each contract are valued from; the provider's own impliedVolatility is left as sent.
         model: {
           spot: basisFields.spot, spotBasis: basisFields.spotBasis, spotAsOf: basisFields.spotAsOf,
@@ -1685,13 +1738,12 @@ async function runOptions(rawArgs: string[], ctx: Parameters<CliCommandDef["exec
 /** What an options chain export's `interval` says: one quote snapshot, not bars. */
 const OPTIONS_EXPORT_INTERVAL = "snapshot";
 
-const FX_USAGE = "fx <currency> | fx <base>/<quote>";
-
 async function runFx(rawArgs: string[], ctx: Parameters<CliCommandDef["execute"]>[1]) {
-  const raw = requireOneArg(rawArgs, FX_USAGE, "currency or pair", ctx);
+  if (rawArgs.length === 0) ctx.fail(`Usage: gloomberb ${FX_USAGE}`);
   await withMarketData(ctx, async (market) => {
-    const request = parseFxRequest(raw, market.config.baseCurrency);
-    if ("error" in request) return ctx.fail(request.error, `Usage: gloomberb ${FX_USAGE}`);
+    const parsed = parseFxArgs(rawArgs, market.config.baseCurrency);
+    if ("error" in parsed) return ctx.fail(parsed.error, `Usage: gloomberb ${FX_USAGE}`);
+    const { request, amount, toUsdByDefault } = parsed;
     const { currency, baseCurrency } = request;
     const pair = `${currency}/${baseCurrency}`;
     const reasons = new Map<string, string>();
@@ -1719,7 +1771,8 @@ async function runFx(rawArgs: string[], ctx: Parameters<CliCommandDef["execute"]
     const observed = legs.flatMap((leg) => leg?.asOf ?? []);
     const asOf = observed.length > 0 ? new Date(Math.min(...observed)).toISOString() : null;
     const stale = legs.some((leg) => leg != null && (leg.staleAt <= Date.now() || leg.refreshError != null));
-    const row = { currency, baseCurrency, rate, asOf, stale, pair, inverse: 1 / rate };
+    const converted = amount == null ? null : amount * rate;
+    const row = { currency, baseCurrency, rate, asOf, stale, pair, inverse: 1 / rate, ...(amount == null ? {} : { amount, converted }) };
     // The closing line dates the rate, and says when it is stale, as `fn FXC` does.
     const freshness = fxPairFreshness(new Map(codes.flatMap((code, index) => {
       const leg = legs[index];
@@ -1728,8 +1781,13 @@ async function runFx(rawArgs: string[], ctx: Parameters<CliCommandDef["execute"]
         timing: { asOf: leg.asOf, staleAt: leg.staleAt, error: leg.refreshError, delayMinutes: leg.delayMinutes },
       }] as const] : [];
     })));
-    ctx.printResult({ data: [row], freshness }, {
-      text: () => describeFxRate(request, rate),
+    // An amount with one currency names no target; the answer says it went to USD.
+    const warnings = toUsdByDefault && amount != null
+      ? [`No target currency given, so ${currency} is converted to USD; for another, write fx ${rawArgs[0]!.trim()} ${currency}/<to>.`]
+      : undefined;
+    ctx.printResult({ data: [row], freshness, warnings }, {
+      // The conversion, then the rate it used; the source line under it dates that rate.
+      text: () => amount == null ? describeFxRate(request, rate) : `${describeFxConversion(request, amount, rate)}\n${describeFxRate(request, rate)}`,
       // The rate is the base currency's price of one unit of the other, at the latest quote of each leg.
       exportIdentity: { symbolOrSeries: pair, currencyOrUnit: baseCurrency, interval: "spot" },
       columns: [
@@ -1740,6 +1798,10 @@ async function runFx(rawArgs: string[], ctx: Parameters<CliCommandDef["execute"]
         { key: "stale", header: "Stale" },
         { key: "pair", header: "Pair" },
         { key: "inverse", header: "Inverse", align: "right" },
+        ...(amount == null ? [] : [
+          { key: "amount", header: "Amount", align: "right" as const },
+          { key: "converted", header: "Converted", align: "right" as const },
+        ]),
       ],
     });
   });
@@ -2097,18 +2159,23 @@ export const marketDataCliCommands: BuiltinCliCommandDef[] = [
   },
   {
     name: "fx",
-    description: "Convert a currency into your base currency, or quote a pair such as USD/NGN",
+    description: "Convert a currency into your base currency, quote a pair such as USD/NGN, or convert an amount such as fx 1234.5 EUR/USD",
     help: {
       group: CLI_COMMAND_GROUPS.markets,
-      usage: ["fx <currency>", "fx <base>/<quote>"],
+      usage: ["fx <currency>", "fx <base>/<quote>", "fx <amount> <from>/<to>", "fx <amount> <from> <to>"],
       sections: [{
         title: "Direction",
         lines: [
           "A bare code is one unit of it in your base currency. A pair reads as markets quote it: USD/NGN is how many NGN one USD buys. Two codes neither of which is USD, such as ZAR/NGN, cross through their USD rates.",
           "The answer states both directions: 1 NGN = 0.000752791 USD  (USD/NGN 1328.39). --json, --csv and --ndjson carry rate (base currency per currency), pair, inverse, asOf and stale.",
         ],
+      }, {
+        title: "Amounts",
+        lines: [
+          "An amount in front converts it from the first currency to the second: fx 1234.5 EUR/USD, or fx 1234,5 EUR USD. It takes either decimal mark (1.234,5 and 1,234.5 are 1234.5) and reads as an amount of the first currency: 1,234 or 1.234 EUR are thousands, a third decimal being below a cent, while in a currency with three decimals (KWD) fx asks which. An amount and one currency converts to USD. The answer gives the converted amount, then the rate it used, dated by the source line; --json adds amount and converted.",
+        ],
       }],
-      examples: ["fx EUR", "fx NGN", "fx USD/NGN", "fx ZAR/NGN", "fx JPY --json"],
+      examples: ["fx EUR", "fx NGN", "fx USD/NGN", "fx ZAR/NGN", "fx 1234.5 EUR/USD", "fx 1234,5 EUR USD", "fx JPY --json"],
     },
     execute: runFx,
   },

package/src/cli/commands/options-chain.ts

@@ -13,6 +13,7 @@ import {
 } from "../../plugins/builtin/options/open-interest-as-of";
 import { DEFAULT_OPTION_CALC_DRAFT } from "../../plugins/builtin/options-calculator/model";
 import { expiryIsoDate, parseOptionExpiration } from "../../utils/option-expiry";
+import { loadModelDividendYield } from "../../market-data/model-dividend-yield";
 
 export const OPTIONS_USAGE = "options <symbol> [--expiration <YYYY-MM-DD|unix>]";
 
@@ -66,6 +67,14 @@ interface OptionModelFigures {
 /** The risk-free rate every options valuation in the app assumes. */
 export const OPTION_MODEL_RATE = DEFAULT_OPTION_CALC_DRAFT.rate;
 
+/** What each contract's two volatilities are, stated in the chain's JSON metadata so neither is read as the other. */
+export const OPTION_VOLATILITY_FIELDS = {
+  iv: "Annualized volatility (decimal) solved from the quote midpoint, one per strike from its out-of-the-money side, at the "
+    + "spot, valuation time and rate in metadata.model. Delta here and dealer gamma (GEX) are valued with it.",
+  impliedVolatility: "The data provider's own reported implied volatility, passed through unchanged. Delta does not use it; "
+    + "GEX falls back to it only at a strike with no two-sided quote on either side.",
+} as const;
+
 /**
  * IV and delta per contract, from the same solver and Greeks as the options
  * pane (put-call parity forward, one volatility per strike, the pane's rate).
@@ -110,11 +119,13 @@ export function loadUnderlyingFinancials(
 
 /**
  * Spot and dividend yield for IV and delta, read from the underlying the way the
- * options pane does; missing ones stay missing. `financials` shares one read of
- * them with a caller that needs more of them.
+ * options pane does; missing ones stay missing. The dividend yield is any the
+ * fundamentals state, stale or not, else, as OSA reads it
+ * (`loadModelDividendYield`), 0 for a history with no dividend paid.
+ * `financials` shares one read of them with a caller that needs more of them.
  */
 export async function loadOptionModelInputs(
-  dataProvider: Pick<DataProvider, "getTickerFinancials">,
+  dataProvider: Pick<DataProvider, "getTickerFinancials" | "getCorporateActions">,
   listing: CliListing,
   quote: Promise<Quote | null>,
   refresh: boolean,
@@ -123,10 +134,12 @@ export async function loadOptionModelInputs(
   const financials = await underlying;
   const current = [await quote, financials?.quote]
     .find((candidate) => candidate && candidate.stale !== true && isFiniteNumber(candidate.price) && candidate.price > 0);
-  const dividendYield = financials?.fundamentals?.dividendYield;
+  const { symbol, exchange } = listing.request;
+  const dividend = await loadModelDividendYield(financials?.fundamentals?.dividendYield, symbol,
+    dataProvider.getCorporateActions ? () => dataProvider.getCorporateActions!(symbol, exchange) : null);
   return {
     ...(current ? { spot: current.price, quote: current } : {}),
-    ...(isFiniteNumber(dividendYield) && dividendYield >= 0 ? { dividendYield } : {}),
+    ...(dividend ? { dividendYield: dividend.value } : {}),
   };
 }
 
@@ -180,7 +193,8 @@ export function optionsBasisFootnote(basis: OptionsChainBasis): string {
   const parts: string[] = [];
   if (basis.spot) {
     parts.push(`Greeks at spot ${formatModelSpotPrice(basis.spot.price)} (${modelSpotLabel(basis.spot)}), `
-      + `dividend yield ${basis.dividendYield == null ? "0%" : `${Number((basis.dividendYield * 100).toFixed(2))}%`}, `
+      // An unknown yield is valued as none, and says so rather than read as a stated 0%.
+      + `dividend yield ${basis.dividendYield == null ? "unknown (valued at 0%)" : `${Number((basis.dividendYield * 100).toFixed(2))}%`}, `
       + `rate ${Number((OPTION_MODEL_RATE * 100).toFixed(2))}%`);
   }
   const oi = basis.openInterest;

package/src/cli/commands/overview.ts

@@ -7,10 +7,18 @@ import {
   fetchScreenerResult,
   fetchTrending,
   MARKET_SUMMARY_SYMBOLS,
-  rankScreenerQuotes,
   type ScreenerCategory,
 } from "../../plugins/builtin/market-movers/screener";
-import { formatMoverPrice, moverReferencePrice, moverRegularSession } from "../../plugins/builtin/market-movers/model";
+import {
+  formatMoverPrice,
+  MOVER_RANK_BASES,
+  MOVER_RANKING_LABELS,
+  moverReferencePrice,
+  moverRegularSession,
+  rankMoverQuotes,
+  type MoverRankBasis,
+} from "../../plugins/builtin/market-movers/model";
+import { MOVER_CANDIDATES } from "../../plugins/builtin/market-movers/client";
 import { EXTENDED_SESSION_LABELS, getQuoteSessionFields, type ExtendedSession } from "../../market-data/market/status";
 import {
   COUNTRY_CYCLE,
@@ -111,7 +119,16 @@ const MOVER_LISTS: Record<string, ScreenerCategory | "trending"> = {
   "most-active": "most_actives",
   trending: "trending",
 };
-const MOVERS_USAGE = "movers [gainers|losers|active|trending]";
+const MOVERS_USAGE = "movers [gainers|losers|active|trending] [--session regular|extended]";
+/** The most rows the movers list serves in one request. */
+const MOVER_REQUEST_CAP = 100;
+
+function moverRankBasis(value: string | undefined, ctx: Parameters<CliCommandDef["execute"]>[1]): MoverRankBasis {
+  if (value == null) return "regular";
+  const basis = MOVER_RANK_BASES.find((candidate) => candidate === value.trim().toLowerCase());
+  if (!basis) ctx.fail(`Unknown --session "${value}".`, "Use regular or extended.");
+  return basis;
+}
 
 function screenerCategory(args: readonly string[], ctx: Parameters<CliCommandDef["execute"]>[1]): ScreenerCategory | "trending" {
   rejectExtraArgs(args, 1, { usage: MOVERS_USAGE, takes: "one list" }, ctx);
@@ -154,9 +171,16 @@ function quoteRows(results: Awaited<ReturnType<NonNullable<import("../../types/d
   });
 }
 
-async function runMoverCommand(args: string[], ctx: Parameters<CliCommandDef["execute"]>[1]) {
+async function runMoverCommand(rawArgs: string[], ctx: Parameters<CliCommandDef["execute"]>[1]) {
+  const args = [...rawArgs];
+  const sessionOption = takeOption(args, "--session");
+  const basis = moverRankBasis(sessionOption, ctx);
   const category = screenerCategory(args, ctx);
   const limit = ctx.cliOptions.limit ?? 25;
+  if (sessionOption != null && (category === "trending" || category === "most_actives")) {
+    ctx.fail("--session ranks Gainers and Losers.", category === "trending"
+      ? "Trending keeps its source's order." : "Most active ranks by volume.");
+  }
   if (category === "trending") {
     await withCliServices(ctx, async (services) => {
       const trending = await fetchTrending(limit, undefined, { forceRefresh: ctx.cliOptions.refresh });
@@ -171,11 +195,17 @@ async function runMoverCommand(args: string[], ctx: Parameters<CliCommandDef["ex
     return;
   }
 
-  const screener = await fetchScreenerResult(category, limit, undefined, { forceRefresh: ctx.cliOptions.refresh });
-  // Ranked by the live print, as the list is; then Last and Chg% are the regular
-  // session, as `ticker` reads it, and a pre-market or after-hours print is its own column.
-  const rows = rankScreenerQuotes(category, screener.data).map((quote) => {
-    const { extended, ...row } = moverRegularSession(quote);
+  // After the close a price list keeps only the rows moving its way on the basis
+  // asked for, so it reads more candidates than it shows.
+  const count = category === "most_actives" ? limit : Math.min(MOVER_REQUEST_CAP, Math.max(limit, MOVER_CANDIDATES));
+  const screener = await fetchScreenerResult(category, count, undefined, { forceRefresh: ctx.cliOptions.refresh, session: basis });
+  // Last and Chg% are the regular session, as `ticker` reads it, and a
+  // pre-market or after-hours print is its own column. The list is ranked by
+  // the regular session's move (its close's after the close), or with
+  // --session extended by the extended print's move from that close.
+  const { quotes, rankedBy } = rankMoverQuotes(category, screener.data.map(moverRegularSession), basis);
+  const rows = quotes.slice(0, limit).map((quote) => {
+    const { extended, ...row } = quote;
     return {
       ...row,
       extendedSession: extended?.session ?? null,
@@ -184,8 +214,15 @@ async function runMoverCommand(args: string[], ctx: Parameters<CliCommandDef["ex
       extendedChangePercent: extended?.changePercent ?? null,
     };
   });
+  const fellBack = basis === "extended" && rankedBy === "regular";
   // A screener snapshot, as the MOST report reads it: delayed, each row dated by its own last price.
-  ctx.printResult({ data: rows, freshness: rowsFreshness(rows, { status: "delayed" }, { stale: screener.stale === true }) }, {
+  ctx.printResult({
+    data: rows,
+    metadata: { category, rankedBy },
+    ...(fellBack ? { warnings: ["No pre-market or after-hours prints now, so the list is ranked by the regular-session move."] } : {}),
+    freshness: rowsFreshness(rows, { status: "delayed" }, { stale: screener.stale === true }),
+  }, {
+    heading: `Ranked by ${MOVER_RANKING_LABELS[rankedBy]}`,
     columns: [
       ...MOVER_COLUMNS.slice(0, 4),
       ...EXTENDED_COLUMNS,
@@ -428,7 +465,7 @@ async function runFred(rawArgs: string[], ctx: Parameters<CliCommandDef["execute
     }),
   }, {
     dateKey: "date",
-    empty: fredEmptyMessage(startDate, latest),
+    empty: fredEmptyMessage(startDate, latest == null ? null : exportRow(latest)),
     ...(notes.length ? { footnote: notes.join("\n"), exportNotes: notes } : {}),
     exportIdentity: { symbolOrSeries: seriesId, currencyOrUnit: unit, interval },
     textColumns: [
@@ -486,7 +523,7 @@ async function runYieldCurve(rawArgs: string[], ctx: Parameters<CliCommandDef["e
         key: "changeBasisPoints",
         header: "1D bp",
         align: "right",
-        format: (value) => typeof value === "number" ? formatBasisPoints(value / 100) : "-",
+        format: (value) => typeof value === "number" ? formatBasisPoints(value / 100, 1) : "-",
       },
       { key: "date", header: "Date" },
       { key: "seriesId", header: "Series" },
@@ -557,7 +594,11 @@ export const overviewCliCommands: CliCommandDef[] = [
     help: {
       group: CLI_COMMAND_GROUPS.markets,
       usage: [MOVERS_USAGE],
-      examples: ["movers", "movers losers --limit 10", "movers trending"],
+      options: [{
+        flags: "--session <basis>",
+        description: "Rank gainers and losers by the regular-session move (regular, the default) or by the pre-market or after-hours move from the close (extended)",
+      }],
+      examples: ["movers", "movers losers --limit 10", "movers gainers --session extended", "movers trending"],
     },
     execute: runMoverCommand,
   },

package/src/cli/commands/search.ts

@@ -16,7 +16,7 @@ import {
   type TickerSearchCandidate,
 } from "../../tickers/search";
 import { initMarketData, withMarketData } from "../context";
-import { loadListingFate } from "../listing-arg";
+import { loadListingFate } from "../../tickers/listing-fate";
 import { formatMarketPriceWithCurrency, quoteFormatOptions } from "../../market-data/market/format";
 import { startTickerChangeLookup, tickerChangeLine, type TickerChangeLookup } from "../../tickers/ticker-changes";
 import { fail } from "../errors";

package/src/cli/commands/system.ts

@@ -4,6 +4,7 @@ import { saveConfig } from "../../data/config/store";
 import { builtinPluginGroupMembers } from "../../plugins/ownership";
 import type { AppConfig, TelemetryConfig } from "../../types/config";
 import { canonicalTimeZone } from "../../utils/utc-time";
+import { NIGHTLY_CHANNEL_SUMMARY, parseUpdateChannel, withUpdateChannel } from "../../updater/channel";
 import type { CliCommandDef } from "../../types/plugin";
 import { resolveCliDataDir, withCliServices, withConfigData } from "../context";
 import { CLI_COMMAND_GROUPS } from "../help";
@@ -33,6 +34,8 @@ const STAR_PROMPT_CONFIG_KEY = "starPrompt.enabled";
 const TIMEZONE_CONFIG_KEY = "timezone";
 /** What `config set timezone` takes to go back to UTC alone. */
 const NO_TIMEZONE = "none";
+/** Stable releases, or nightly builds as well. */
+const UPDATE_CHANNEL_CONFIG_KEY = "updates.channel";
 const EDITABLE_CONFIG_KEYS = [
   "baseCurrency",
   "refreshIntervalMinutes",
@@ -41,6 +44,7 @@ const EDITABLE_CONFIG_KEYS = [
   ...Object.keys(TELEMETRY_CONFIG_KEYS),
   STAR_PROMPT_CONFIG_KEY,
   TIMEZONE_CONFIG_KEY,
+  UPDATE_CHANNEL_CONFIG_KEY,
 ];
 
 function isTelemetryConfigKey(key: string): key is TelemetryConfigKey {
@@ -219,6 +223,7 @@ export function createSystemCliCommands(): CliCommandDef[] {
         "config set telemetry.usage false",
         "config set starPrompt.enabled false",
         "config set timezone <Region/City>|none",
+        "config set updates.channel stable|nightly",
         "config get keybindings",
         "config set keybindings.actions.<action> <keys>|null|default",
         "config set keybindings.commands.<keys> <command>|null",
@@ -236,6 +241,11 @@ export function createSystemCliCommands(): CliCommandDef[] {
         lines: [
           `theme takes one of these ids, or its name as config themes lists it: ${getThemeIds().join(", ")}.`,
         ],
+      }, {
+        title: "Release channel",
+        lines: [
+          `The app updates itself from stable releases. With updates.channel nightly (Release Channel in the command bar) it also installs the nightly build: ${NIGHTLY_CHANNEL_SUMMARY}. Back on stable, a nightly build stays until a newer stable release is out. GLOOMBERB_UPDATE_CHANNEL overrides the setting for one run; npm and Bun installs always follow stable.`,
+        ],
       }],
       examples: [
         "config",
@@ -287,6 +297,7 @@ export function createSystemCliCommands(): CliCommandDef[] {
           "telemetry.attention": context.config.telemetry?.attention === true,
           [STAR_PROMPT_CONFIG_KEY]: context.config.starPrompt?.enabled !== false,
           [TIMEZONE_CONFIG_KEY]: context.config.timezone ?? null,
+          [UPDATE_CHANNEL_CONFIG_KEY]: context.config.updates?.channel ?? "stable",
         };
 
         if (action === "list") {
@@ -347,11 +358,16 @@ export function createSystemCliCommands(): CliCommandDef[] {
           if ((isTelemetryConfigKey(key) || key === STAR_PROMPT_CONFIG_KEY) && value !== "true" && value !== "false") {
             ctx.fail(`Usage: gloomberb config set ${key} true|false`);
           }
+          if (key === UPDATE_CHANNEL_CONFIG_KEY && !parseUpdateChannel(value)) {
+            ctx.fail(`Usage: gloomberb config set ${key} stable|nightly`);
+          }
           // A display name may come unquoted: config set theme White Phosphor.
           const parsedValue = key === "theme"
             ? requireThemeId(args.slice(2).join(" "))
             : key === TIMEZONE_CONFIG_KEY
               ? parseTimezoneSetting(value)
+              : key === UPDATE_CHANNEL_CONFIG_KEY
+              ? parseUpdateChannel(value)
               : key === "refreshIntervalMinutes"
               ? Number(value)
               : isBooleanConfigKey(key)
@@ -363,7 +379,9 @@ export function createSystemCliCommands(): CliCommandDef[] {
               ? { ...context.config, starPrompt: { ...context.config.starPrompt, enabled: parsedValue as boolean } }
               : key === TIMEZONE_CONFIG_KEY
                 ? withTimezone(context.config, parsedValue as string | null)
-                : { ...context.config, [key]: parsedValue };
+                : key === UPDATE_CHANNEL_CONFIG_KEY
+                  ? withUpdateChannel(context.config, parsedValue as "stable" | "nightly")
+                  : { ...context.config, [key]: parsedValue };
           if (!ctx.cliOptions.dryRun) await saveConfig(nextConfig);
           ctx.printResult({
             data: {