gloomberb 0.17.5 → 0.17.6

package/src/architecture/core-builtin-allowlist.json

@@ -3,7 +3,6 @@
   "src/app.tsx": ["cloud"],
   "src/app/global-shortcuts.ts": ["help"],
   "src/app/pane-runtime/plugin-bindings.ts": ["broker-manager","layout-manager"],
-  "src/app/runtime/broker-import.ts": ["portfolio-list"],
   "src/app/runtime/desktop-deeplink.ts": ["account-management","chat"],
   "src/app/runtime/startup.ts": ["chat"],
   "src/cli/commands/market.ts": ["holders","insider","research","sec"],
@@ -19,21 +18,14 @@
   "src/cli/pane-functions/resolver.ts": ["chart-composer"],
   "src/cli/pane-functions/screenshot-evidence.ts": ["attention","awards","catalysts","company-attention","company-kpis","credit-documents","exposure","market-heatmap","options-calculator","options-scenario","power","realized-vol","supply-chain","vol-surface","volatility","world-venue-map"],
   "src/cli/pane-functions/screenshot.ts": ["chart-composer","econ-statistics","market-valuation","portfolio-list","ticker-detail","time-sales"],
-  "src/components/command-bar/commands/collection.ts": ["portfolio-list"],
-  "src/components/command-bar/commands/direct/index.ts": ["broker-manager","portfolio-list"],
-  "src/components/command-bar/routes/root/command-items.ts": ["portfolio-list"],
+  "src/components/command-bar/commands/direct/index.ts": ["broker-manager"],
   "src/components/command-bar/routes/root/help-items.ts": ["help"],
-  "src/components/command-bar/routes/root/shortcut-items.ts": ["portfolio-list"],
   "src/components/command-bar/workflow/builtin.ts": ["portfolio-list"],
-  "src/components/command-bar/workflow/collection-actions.ts": ["portfolio-list"],
   "src/components/command-bar/workflow/ops.ts": ["correlation","portfolio-list","ticker-detail"],
-  "src/components/command-bar/workflow/tickers.ts": ["portfolio-list"],
   "src/components/form-modal/routes.ts": ["portfolio-list"],
   "src/components/index.ts": ["portfolio-list"],
   "src/components/layout/shell/index.tsx": ["cloud"],
   "src/components/onboarding/use-onboarding-upgrade.ts": ["chat"],
-  "src/components/onboarding/wizard-model.ts": ["portfolio-list"],
-  "src/components/onboarding/wizard-positions.ts": ["portfolio-list"],
   "src/layout/desks.ts": ["chart-composer"],
   "src/plugins/catalog-browser.ts": ["alerts","analytics","attention","awards","backtest","bond-calculator","catalysts","cds","central-bank-rates","changelog","chart-composer","clinical-trials","cloud","comment-letters","commodities-energy","commodity-balances","company-attention","company-kpis","connections","correlation","cot","cpi","credit-boards","credit-conditions","credit-documents","crypto-board","debt-maturities","dividend-yield","docs","doe","earnings-calls","earnings-ripple","econ","econ-statistics","equity-screener","estimate-revisions","executives","exposure","fear-greed","filing-events","fixed-income","futures","futures-curve","fx-matrix","gpu","help","insider","ipo-calendar","iv-history","jobs","jodi","kelly-sizer","layout-manager","macro-day","market-halts","market-heatmap","market-valuation","members","mna","money-markets","news","openfda","options","options-calculator","options-positioning","options-scenario","pe-band","perps","portfolio-list","power","primary-dealers","rate-path","realized-vol","relative-rotation","research","research-search","revenue-breakdown","reverse-dcf","risk-factors","scanner","seasonality","sec","sectors","short-interest","short-volume","social-mentions","supply-chain","ticker-detail","time-sales","trace-bonds","treasury-auctions","treasury-daily","vol-surface","volatility","world-indices","world-venue-map","yield-curve"],
   "src/plugins/catalog-ui.ts": ["alerts","clinical-trials","cloud","comment-letters","custom-view","fear-greed","ipo-calendar","market-halts","market-heatmap","members","news","notes","openfda","research-search"],
@@ -43,5 +35,5 @@
   "src/renderers/electrobun/view/cli-pane-shot-entry.tsx": ["econ-statistics","market-valuation","time-sales"],
   "src/renderers/electrobun/view/main.tsx": ["notes"],
   "src/renderers/electrobun/view/remote/connection-health.ts": ["connections"],
-  "src/sync/core-contributors.ts": ["analytics","portfolio-list"]
+  "src/sync/core-contributors.ts": ["analytics"]
 }

package/src/brokers/broker-portfolio-sync.ts

@@ -181,10 +181,17 @@ export function clearBrokerInstanceTickerData(
   brokerPortfolioIds: Set<string>,
   /** Portfolios this profile just took over: whatever another profile imported there goes too. */
   takenOverPortfolioIds: ReadonlySet<string> = new Set(),
+  /**
+   * Portfolios this sync writes. A position there without a profile came from
+   * another device's sync of the same account, so this one replaces it too;
+   * one entered by hand stays.
+   */
+  syncedPortfolioIds: ReadonlySet<string> = new Set(),
 ): TickerRecord | null {
   const positions = ticker.metadata.positions.filter((position) =>
     position.brokerInstanceId !== instanceId
     && !(takenOverPortfolioIds.has(position.portfolio) && position.brokerInstanceId)
+    && !(syncedPortfolioIds.has(position.portfolio) && !position.brokerInstanceId && position.broker !== "manual")
   );
   const remainingPositionPortfolios = new Set(positions.map((position) => position.portfolio));
   const portfolios = ticker.metadata.portfolios.filter((portfolioId) =>
@@ -211,6 +218,65 @@ export function clearBrokerInstanceTickerData(
   };
 }
 
+/** The profile a broker portfolio id was made for: `broker:<profile>:<account>`. */
+function brokerInstanceIdOfPortfolio(portfolioId: string): string | undefined {
+  return isBrokerPortfolioId(portfolioId) ? portfolioId.split(":")[1] || undefined : undefined;
+}
+
+/** The broker portfolios and profiles that still exist somewhere this device knows of. */
+export interface KnownBrokerHoldings {
+  portfolioIds: ReadonlySet<string>;
+  instanceIds: ReadonlySet<string>;
+}
+
+export function knownBrokerHoldings(
+  ...sources: Array<{ portfolios?: ReadonlyArray<{ id: string }>; brokerInstances?: ReadonlyArray<{ id: string }> }>
+): KnownBrokerHoldings {
+  return {
+    portfolioIds: new Set(sources.flatMap((source) => source.portfolios?.map((portfolio) => portfolio.id) ?? [])),
+    instanceIds: new Set(sources.flatMap((source) => source.brokerInstances?.map((instance) => instance.id) ?? [])),
+  };
+}
+
+/**
+ * A broker portfolio that is gone, along with the profile it was made for. One
+ * that still has its profile stays: that profile restores it on its next sync.
+ */
+function isGoneBrokerPortfolio(portfolioId: string, known: KnownBrokerHoldings): boolean {
+  if (!isBrokerPortfolioId(portfolioId) || known.portfolioIds.has(portfolioId)) return false;
+  const instanceId = brokerInstanceIdOfPortfolio(portfolioId);
+  return !instanceId || !known.instanceIds.has(instanceId);
+}
+
+function isLeftoverBrokerPosition(position: TickerPosition, known: KnownBrokerHoldings): boolean {
+  return isGoneBrokerPortfolio(position.portfolio, known)
+    && !(position.brokerInstanceId && known.instanceIds.has(position.brokerInstanceId));
+}
+
+/**
+ * The ticker without what removed broker profiles left on it: positions and
+ * links in portfolios that are gone with their profile, and contracts of
+ * profiles that are gone. A pull from another device brings such positions
+ * without the profile that imported them, as a profile never leaves its
+ * device, so nothing else ever clears them. Null when there is none.
+ */
+export function clearLeftoverBrokerHoldings(ticker: TickerRecord, known: KnownBrokerHoldings): TickerRecord | null {
+  const { metadata } = ticker;
+  const positions = metadata.positions.filter((position) => !isLeftoverBrokerPosition(position, known));
+  const held = new Set(positions.map((position) => position.portfolio));
+  const portfolios = metadata.portfolios.filter((portfolioId) => held.has(portfolioId) || !isGoneBrokerPortfolio(portfolioId, known));
+  const contracts = metadata.broker_contracts ?? [];
+  const brokerContracts = contracts.filter((contract) => !contract.brokerInstanceId || known.instanceIds.has(contract.brokerInstanceId));
+  if (
+    positions.length === metadata.positions.length
+    && portfolios.length === metadata.portfolios.length
+    && brokerContracts.length === contracts.length
+  ) {
+    return null;
+  }
+  return { ...ticker, metadata: { ...metadata, positions, portfolios, broker_contracts: brokerContracts } };
+}
+
 function inferBrokerAccountId(position: TickerPosition, portfolioId: string, instanceId: string): string | undefined {
   if (position.brokerAccountId) return position.brokerAccountId;
   const prefix = `broker:${instanceId}:`;

package/src/brokers/sync-broker-instance.ts

@@ -7,9 +7,11 @@ import type { TickerRecord } from "../types/ticker";
 import { getBrokerInstance } from "../utils/broker-instances";
 import {
   clearBrokerInstanceTickerData,
+  clearLeftoverBrokerHoldings,
   ensureBrokerPortfolio,
   findReusableBrokerPortfolioId,
   isHeldByOtherSignedInProfile,
+  knownBrokerHoldings,
   removeStaleBrokerPortfolios,
   resolvePortfolioBrokerId,
 } from "./broker-portfolio-sync";
@@ -33,6 +35,12 @@ export interface SyncBrokerInstanceArgs {
   deferPersistence?: boolean;
 }
 
+/** The app as it is when a sync commits, which may be seconds after the sync read it. */
+interface BrokerSyncCommitTarget {
+  tickers: ReadonlyMap<string, TickerRecord>;
+  config: Pick<AppConfig, "portfolios" | "brokerInstances">;
+}
+
 export interface SyncBrokerInstanceResult {
   config: AppConfig;
   tickers: Map<string, TickerRecord>;
@@ -41,6 +49,15 @@ export interface SyncBrokerInstanceResult {
   portfolioIds: string[];
   addedTickers: TickerRecord[];
   updatedTickers: TickerRecord[];
+  /**
+   * Carries the sync onto the app as it is now, which may be seconds after the
+   * sync read it, so what changed while the broker answered (a pull from
+   * another device, an edit) stays; `tickers`, `addedTickers` and
+   * `updatedTickers` then hold the sync over it. Hand them to the app before
+   * anything waits: a pull landing in a wait would be overwritten in turn.
+   */
+  rebase(onto: BrokerSyncCommitTarget): void;
+  /** Writes the sync's tickers and broker accounts. */
   commit(): Promise<void>;
 }
 
@@ -310,62 +327,78 @@ export async function syncBrokerInstance({
     : []);
 
   nextConfig = removeStaleBrokerPortfolios(nextConfig, instance.id, currentPortfolioIds);
-  const cleanedTickers = new Map<string, TickerRecord>();
-  for (const ticker of tickers.values()) {
-    const cleanedTicker = clearBrokerInstanceTickerData(ticker, instance.id, brokerPortfolioIds, takenOverPortfolioIds);
-    if (!cleanedTicker) continue;
-    tickers.set(cleanedTicker.metadata.ticker, cleanedTicker);
-    cleanedTickers.set(cleanedTicker.metadata.ticker, cleanedTicker);
-  }
-
   nextConfig = await maybePersistResolvedBrokerConfig(nextConfig, instance, broker, persistResolvedBrokerConfig);
   throwIfBrokerImportCancelled(signal);
   nextConfig = markBrokerInstanceSynced(nextConfig, instance.id, syncedAt);
+  const syncedConfig = nextConfig;
+
+  // What the sync does to the tickers, given them: it runs on the tickers it
+  // read, and again on the live ones when it commits after the broker answered.
+  const writeTickers = (source: ReadonlyMap<string, TickerRecord>, liveConfig?: BrokerSyncCommitTarget["config"]) => {
+    const tickers = new Map(source);
+    // Only a portfolio and a profile gone everywhere this device knows of make a leftover.
+    const known = knownBrokerHoldings(config, syncedConfig, ...(liveConfig ? [liveConfig] : []));
+    const cleanedTickers = new Map<string, TickerRecord>();
+    for (const ticker of tickers.values()) {
+      const cleared = clearBrokerInstanceTickerData(
+        ticker, instance.id, brokerPortfolioIds, takenOverPortfolioIds, currentPortfolioIds,
+      );
+      const cleanedTicker = clearLeftoverBrokerHoldings(cleared ?? ticker, known) ?? cleared;
+      if (!cleanedTicker) continue;
+      tickers.set(cleanedTicker.metadata.ticker, cleanedTicker);
+      cleanedTickers.set(cleanedTicker.metadata.ticker, cleanedTicker);
+    }
 
-  const addedTickers = new Map<string, TickerRecord>();
-  const updatedTickers = new Map<string, TickerRecord>();
+    const addedTickers = new Map<string, TickerRecord>();
+    const updatedTickers = new Map<string, TickerRecord>();
+
+    for (const position of positions) {
+      throwIfBrokerImportCancelled(signal);
+      const portfolioId = findReusableBrokerPortfolioId(syncedConfig, instance, position.accountId, portfolioBrokerId);
+      if (heldElsewhere.has(portfolioId)) continue;
+      const { ticker, created } = upsertBrokerPositionTicker({
+        tickers,
+        instance,
+        portfolioId,
+        position,
+      });
+      if (created) {
+        addedTickers.set(position.ticker, ticker);
+      } else {
+        cleanedTickers.delete(ticker.metadata.ticker);
+        if (!addedTickers.has(position.ticker)) {
+          updatedTickers.set(position.ticker, ticker);
+        }
+      }
 
-  for (const position of positions) {
-    throwIfBrokerImportCancelled(signal);
-    const portfolioId = findReusableBrokerPortfolioId(nextConfig, instance, position.accountId, portfolioBrokerId);
-    if (heldElsewhere.has(portfolioId)) continue;
-    const { ticker, created } = upsertBrokerPositionTicker({
-      tickers,
-      instance,
-      portfolioId,
-      position,
-    });
-    if (created) {
-      addedTickers.set(position.ticker, ticker);
-    } else {
-      cleanedTickers.delete(ticker.metadata.ticker);
-      if (!addedTickers.has(position.ticker)) {
+      tickers.set(position.ticker, ticker);
+      if (addedTickers.has(position.ticker)) {
+        addedTickers.set(position.ticker, ticker);
+      } else {
         updatedTickers.set(position.ticker, ticker);
       }
     }
 
-    tickers.set(position.ticker, ticker);
-    if (addedTickers.has(position.ticker)) {
-      addedTickers.set(position.ticker, ticker);
-    } else {
-      updatedTickers.set(position.ticker, ticker);
-    }
-  }
-
-  for (const ticker of cleanedTickers.values()) {
-    if (!addedTickers.has(ticker.metadata.ticker) && !updatedTickers.has(ticker.metadata.ticker)) {
-      updatedTickers.set(ticker.metadata.ticker, ticker);
+    for (const ticker of cleanedTickers.values()) {
+      if (!addedTickers.has(ticker.metadata.ticker) && !updatedTickers.has(ticker.metadata.ticker)) {
+        updatedTickers.set(ticker.metadata.ticker, ticker);
+      }
     }
-  }
+    return { tickers, addedTickers: [...addedTickers.values()], updatedTickers: [...updatedTickers.values()] };
+  };
 
+  let written = writeTickers(tickers);
   let committed = false;
+  const rebase = (onto: BrokerSyncCommitTarget) => {
+    if (!committed) written = writeTickers(onto.tickers, onto.config);
+  };
   const commit = async () => {
     if (committed) return;
     throwIfBrokerImportCancelled(signal);
     if (resources) {
       persistBrokerAccounts(resources, instance, broker, brokerAccounts);
     }
-    await Promise.all([...addedTickers.values(), ...updatedTickers.values()].map((ticker) => (
+    await Promise.all([...written.addedTickers, ...written.updatedTickers].map((ticker) => (
       tickerRepository.saveTicker(ticker)
     )));
     committed = true;
@@ -377,12 +410,13 @@ export async function syncBrokerInstance({
 
   return {
     config: nextConfig,
-    tickers,
+    get tickers() { return written.tickers; },
     brokerAccounts,
     positions,
     portfolioIds,
-    addedTickers: [...addedTickers.values()],
-    updatedTickers: [...updatedTickers.values()],
+    get addedTickers() { return written.addedTickers; },
+    get updatedTickers() { return written.updatedTickers; },
+    rebase,
     commit,
   };
 }

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,
   },