gloomberb 0.18.1 → 0.18.2

package/src/sync/types.ts

@@ -1,6 +1,7 @@
 import type { Dispatch } from "react";
 import type { AppAction, AppState } from "../core/state/app/state";
 import type { AppTickerRepositoryPort } from "../core/app-service-ports";
+import type { LocalMarketDataLookup } from "./local-only";
 
 export const SYNC_SNAPSHOT_SCHEMA_VERSION = 1;
 
@@ -31,6 +32,8 @@ interface SyncContributorMemo {
 
 interface SyncCollectContext {
   state: AppState;
+  /** Sources whose quotes and bars never leave this device (`BrokerAdapter.localMarketData`); none when absent. */
+  isLocalMarketData?: LocalMarketDataLookup;
   /** The payload this device last pushed for this contributor, or null when it never synced. */
   baselinePayload?: unknown;
   memo?: SyncContributorMemo;

package/src/tickers/listing-fate.ts

@@ -19,6 +19,7 @@ import { isQuoteBeforeLatestSession, isQuoteStaleForCurrentSession } from "../ma
 import { formatMarketPriceWithCurrency, quoteFormatOptions } from "../market-data/market/format";
 import { canonicalExchange, isUsListingExchange, parsePublicTickerKey, resolveExchangeTimeZone } from "../utils/exchanges";
 import { zonedDateKey } from "../utils/zoned-date-time";
+import { delistingLabel } from "../market-data/quotes/delisting";
 
 /*
  * What became of a symbol, read the way `quote` reads it: the listing's own
@@ -33,8 +34,10 @@ const ENDED_AFTER_MS = 183 * 24 * 60 * 60_000;
 /**
  * The exchange-local date a listing last traded, when its quote is stale and
  * that was over half a year ago (TWTR's 2022-10-27); null for anything newer.
+ * A quote that says its listing no longer trades gives its last session.
  */
 function endedTradingDate(quote: Quote, now = Date.now()): string | null {
+  if (quote.delisting) return quote.delisting.lastTradeDate;
   const last = Math.max(...[quote.lastTradeTime, quote.lastUpdated].filter((time): time is number => Number.isFinite(time)));
   if (!(last > 0) || now - last < ENDED_AFTER_MS || !isQuoteStaleForCurrentSession(quote, now)) return null;
   return quoteDateKey(quote, last);
@@ -60,12 +63,18 @@ export function tradingListing(quote: Quote | null | undefined, now = Date.now()
   return quote && !endedTradingDate(quote, now) ? quotedListing(quote) : null;
 }
 
-/** "TWTR: no longer trading since 2022-10-27 (last price $53.86)", for a quote that stopped long ago. */
+/**
+ * "TWTR: no longer trading since 2022-10-27 (last price $53.86)", for a quote
+ * that stopped long ago; "TWTR: Delisted Oct 27, 2022 (last price $53.86)"
+ * when the quote says the listing no longer trades.
+ */
 export function noLongerTradingNote(label: string, quote: Quote, now = Date.now()): string | null {
   const date = endedTradingDate(quote, now);
   if (!date) return null;
   const price = formatMarketPriceWithCurrency(quote.price, quote.currency, quoteFormatOptions(quote));
-  return `${label}: no longer trading since ${date} (last price ${price})`;
+  return quote.delisting
+    ? `${label}: ${delistingLabel(quote.delisting)} (last price ${price})`
+    : `${label}: no longer trading since ${date} (last price ${price})`;
 }
 
 /**
@@ -81,11 +90,17 @@ export interface ListingFate {
   /**
    * The line a command with nothing to serve for the symbol says: `quote`'s
    * change line when its company left it ("FB now lists ...; Meta Platforms
-   * trades as META (changed 2022-06-09)"), else, for a listing that stopped,
-   * "TWTR stopped trading 2022-10-27; no history or options served". Null
-   * for a symbol that trades as it always has.
+   * trades as META (changed 2022-06-09)"), else, for a listing the service
+   * says no longer trades, "TWTR: Delisted Oct 27, 2022", and for another
+   * that stopped, "XYZ stopped trading 2022-10-27; no history or options
+   * served". Null for a symbol that trades as it always has.
    */
   note: string | null;
+  /**
+   * "TWTR: Delisted Oct 27, 2022" when the listing's quote says it no longer
+   * trades: its history is served, ending on that session, and says so.
+   */
+  delisted?: string;
   /**
    * The change when the symbol's company trades under another symbol now
    * and its own quote shows nothing new listed under it (`movedAwayChange`):
@@ -156,9 +171,10 @@ export function describeListingFate(
   const abroad = !!quote && !!bareListingNote({ symbol, request: { exchange: listing.exchange ?? "" } }, quote);
   const current = tradingListing(quote, now);
   const change = abroad ? null : describeTickerChange(symbol, changes, current);
-  const note = tickerChangeLine(change) ?? (endedOn ? `${symbol} stopped trading ${endedOn}; no history or options served` : null);
+  const delisted = quote?.delisting && !abroad ? `${symbol}: ${delistingLabel(quote.delisting)}` : undefined;
+  const note = tickerChangeLine(change) ?? delisted ?? (endedOn ? `${symbol} stopped trading ${endedOn}; no history or options served` : null);
   const formerIssuer = abroad ? null : describeFormerIssuer(symbol, changes, current);
-  return { endedOn, change, note, moved: quote ? movedAwayChange(change) : null, formerIssuer };
+  return { endedOn, change, note, moved: quote ? movedAwayChange(change) : null, formerIssuer, ...(delisted ? { delisted } : {}) };
 }
 
 /**
@@ -200,7 +216,8 @@ export async function loadListingFate(
 
 /**
  * The lines a command says about a symbol's fate beside what it served. With
- * nothing served, `fate.note`. With data, `quote`'s change line when the
+ * nothing served, `fate.note`. With data, `fate.delisted` for a listing that
+ * no longer trades ("TWTR: Delisted Oct 27, 2022"), `quote`'s change line when the
  * symbol's company left it (FB's bars are the fund listed there now), and, for
  * bars from before the symbol's holder took it (META's from 2021), that they
  * are from its old symbol: "Includes FB-era bars: META was FB until 2022-06-09".
@@ -211,6 +228,8 @@ export function listingFateNotes(fate: ListingFate, served: { served: boolean; f
   const first = served.firstDate?.slice(0, 10);
   const earlier = change?.kind === "formerly" && first ? change.changes.filter((hop) => first < hop.date).map((hop) => hop.from) : [];
   return [
+    // What it served ends on the listing's last session, and says so.
+    fate.delisted ?? null,
     tickerChangeLine(change),
     earlier.length > 0 ? `Includes ${earlier.join("- and ")}-era bars: ${change!.note}` : null,
   ].filter((line): line is string => !!line);

package/src/tickers/search/index.ts

@@ -38,6 +38,7 @@ import { readTerminalListingCode } from "../terminal-codes";
 import { isProviderBusy, ProviderBusyError, SEARCH_BUSY_MESSAGE } from "../../sources/provider-errors";
 import { settleWithin } from "../../utils/async-deadline";
 import { companyNameExtraWords } from "../company-name";
+import { delistingLabel } from "../../market-data/quotes/delisting";
 export type {
   ResolvedTickerSearch,
   TickerSearchCandidate,
@@ -58,6 +59,17 @@ const MAX_NAMED_LISTINGS = 6;
  */
 export const LISTING_SEARCH_LIMIT = 30;
 
+/**
+ * A listing's name as a choice between listings gives it: a listing that no
+ * longer trades says so and when ("First Republic Bank · Last traded Apr 28,
+ * 2023"), and drops a name that only repeats its symbol.
+ */
+function listingChoiceName(result: InstrumentSearchResult): string {
+  if (!result.delisting) return result.name;
+  const name = result.name && normalizeTickerSymbol(result.name) !== normalizeTickerSymbol(result.symbol) ? result.name : "";
+  return [name, delistingLabel(result.delisting)].filter(Boolean).join(" · ");
+}
+
 export class AmbiguousTickerError extends Error {
   constructor(readonly query: string, readonly listings: readonly string[], readonly listingNames: Readonly<Record<string, string>> = {}) {
     // Every listing is a choice: a list cut short could leave out the one meant.
@@ -467,7 +479,7 @@ async function resolveTickerSymbol(
   }
   const listings = new Set(matches.map((item) => publicTickerKey(item.symbol, listingExchange(item.result!))));
   const ambiguity = (query: string) => new AmbiguousTickerError(query, [...listings], Object.fromEntries(matches.map((item) => [
-    publicTickerKey(item.symbol, listingExchange(item.result!)), item.result!.name,
+    publicTickerKey(item.symbol, listingExchange(item.result!)), listingChoiceName(item.result!),
   ])));
   if (pickerQuery && listings.size > 1) throw ambiguity(pickerQuery);
   // A code that names several venues (TSE) the symbol trades on more than one of is a choice.
@@ -485,7 +497,12 @@ async function resolveTickerSymbol(
       });
       const exchange = canonicalExchange(quote.listingExchangeName || quote.exchangeName);
       const currency = resolveCurrencyUnit(quote.currency).currency;
-      if (exchange && currency && Number.isFinite(quote.price) && quote.price !== 0
+      const ended = quote.delisting;
+      if (ended) {
+        // The symbol's own quote is a US listing that no longer trades (a bare FRC, whose
+        // venue is not on record): it is the run search offers with the same last session.
+        verified = matches.filter((item) => item.result?.delisting?.lastTradeDate === ended.lastTradeDate);
+      } else if (exchange && currency && Number.isFinite(quote.price) && quote.price !== 0
         && Number.isFinite(quote.lastUpdated) && quote.lastUpdated > 0) {
         const sameSecurity = matches.filter((item) => {
           const result = item.result!;
@@ -663,7 +680,11 @@ async function searchProviderResults(
 
   // A sector word ("defense", which the server answers with rows tagged with it) lists its small companies by
   // name; the server orders "defense ETF" by size, which a name search does not. Those funds lead the list.
-  const theme = withThemeFunds && !assetClass ? themeQueryWord([...byKey.values()], query) : null;
+  // So do they when the funds are asked for by name: "defense etf" searches "defense", whose answer holds
+  // only the few funds tagged with it (not ITA), and "gold miners etf" a phrase no symbol is.
+  const fundsAsked = assetClass?.code === "ETF" || assetClass?.code === "FUND";
+  const theme = withThemeFunds && (!assetClass || fundsAsked)
+    && (themeQueryWord([...byKey.values()], query) || (fundsAsked && /\s/.test(query.trim())));
   if (theme) {
     try {
       const { onPartial: _ignored, ...context } = searchContext ?? {};

package/src/time-series/price-comparison.ts

@@ -123,6 +123,41 @@ export function resolvePriceComparison(
   };
 }
 
+/**
+ * The bars a compared leg pans and zooms over: inside the view only its shared
+ * dates, as the chart shows them, and every loaded bar past either edge of the
+ * view. Clipping the whole buffer to the view left a pan or a zoom out nothing
+ * to move into until the next fetch, and none at all toward newer bars.
+ */
+export function comparedBufferPoints(
+  points: readonly TimeSeriesPoint[],
+  shared: { start: number | null; end: number | null },
+  view: { start: number | null; end: number | null },
+): TimeSeriesPoint[] {
+  const { start, end } = shared;
+  if (start === null || end === null) return [];
+  const before = view.start === null ? Number.NEGATIVE_INFINITY : Math.min(start, view.start);
+  const after = view.end === null ? Number.POSITIVE_INFINITY : Math.max(end, view.end);
+  return points.filter((point) => {
+    const time = point.date.getTime();
+    return time < before || time > after || (time >= start && time <= end);
+  });
+}
+
+/** A compared leg's pan buffer around `view`; see comparedBufferPoints. */
+export function bufferPriceComparison(
+  series: ResolvedSeries,
+  comparison: PriceComparison | null,
+  view: { start: number | null; end: number | null },
+): ResolvedSeries {
+  if (!comparison?.seriesIds.includes(series.id)) return series;
+  return {
+    ...series,
+    latestChangePercent: undefined,
+    points: comparedBufferPoints(series.points, priceComparisonBoundsForSeries(series, comparison)!, view),
+  };
+}
+
 /** Clip only compared legs; raw observations and study inputs stay available in the source cache. */
 export function clipPriceComparison(series: ResolvedSeries, comparison: PriceComparison | null): ResolvedSeries {
   if (!comparison?.seriesIds.includes(series.id)) return series;

package/src/time-series/resolve.ts

@@ -1,6 +1,7 @@
 import { logFailure } from "../utils/log-failure";
 import { resolveAssetDisplayKind } from "../market-data/market/format";
 import { hasValidQuoteObservationTime } from "../market-data/quotes/freshness";
+import { delistingLabel } from "../market-data/quotes/delisting";
 import { SnapshotHistoryUnavailableError } from "../market-data/snapshot-provider";
 import { financialPeriodCoverage, financialPeriodCoverageWarnings, limitSeriesObservations } from "./financial-period-coverage";
 import { HistoryCoverageError, historyCoverageNotice } from "../sources/history-coverage";
@@ -10,6 +11,7 @@ import { getRouterEntityKey } from "../sources/provider-router/cache";
 import { publicListingTarget } from "../sources/listing-target";
 import { fetchHistoryResult } from "../sources/history-result";
 import type { HistorySession, PriceHistoryResult } from "../types/price-history";
+import type { BrokerContractRef } from "../types/instrument";
 import { FINANCIAL_VINTAGE_NOTICE, SEC_EPS_BASIS_NOTICE } from "../utils/financial-statements";
 import { appendLiveQuotePoint, hasUnknownBondHistoryBasis } from "./chart-data";
 import { LiveBarAccumulator } from "./live-bars";
@@ -63,7 +65,7 @@ import {
 } from "./studies";
 import { applyResolvedSeriesTransform } from "./transforms";
 import { clipSeriesToWindow } from "./alignment";
-import { clipPriceComparison, priceComparisonBoundsForSeries, priceComparisonSeriesIds, priceObservationWindowFilter, resolvePriceComparison, type PriceComparison } from "./price-comparison";
+import { bufferPriceComparison, clipPriceComparison, comparedBufferPoints, priceComparisonBoundsForSeries, priceComparisonSeriesIds, priceObservationWindowFilter, resolvePriceComparison, type PriceComparison } from "./price-comparison";
 import { reportingCurrencySeries } from "./reporting-currency";
 import { chartQuoteOverrideKeyForSource, compareChartQuoteRecency } from "./live-quotes";
 import { chartSeriesSourceKey } from "../capabilities/chart-series";
@@ -754,8 +756,8 @@ export function seedChartResolutionResult(
   const axisWarnings: string[] = [];
   const bufferedSeries = assignAxes([
     ...baseSeries,
-    ...applyStudyPresentationTransforms(studies.series, spec.studies, series, comparisonBounds, undefined, priceComparison),
-  ], [...spec.series, ...spec.studies], axisWarnings).map((entry) => clipPriceComparison(entry, priceComparison));
+    ...applyStudyPresentationTransforms(studies.series, spec.studies, series, comparisonBounds, undefined, priceComparison, bounds),
+  ], [...spec.series, ...spec.studies], axisWarnings).map((entry) => bufferPriceComparison(entry, priceComparison, bounds));
   const visible = bufferedSeries.map((entry) => {
     const entryBounds = presentationBounds(entry, spec.studies, priceComparison, bounds);
     const clipped = entryBounds.start !== null && entryBounds.end !== null
@@ -1168,6 +1170,17 @@ async function loadPriceHistory(
   return { ...result, expiresAt: retryAt ?? Date.now() + HISTORY_RETENTION_MAX_AGE_MS };
 }
 
+/**
+ * A US stock or fund listing, including one a broker contract routes through
+ * SMART in dollars. Options and futures have no pre-market session.
+ */
+function tradesUsExtendedHours(exchange: string | undefined, contract: BrokerContractRef | null | undefined): boolean {
+  if (contract?.secType && !["STK", "ETF"].includes(contract.secType.toUpperCase())) return false;
+  const venue = exchange || contract?.primaryExchange || contract?.exchange;
+  return isUsListingExchange(venue) || isUsListingExchange(contract?.primaryExchange)
+    || (!!contract && canonicalExchange(venue) === "SMART" && (!contract.currency || contract.currency.toUpperCase() === "USD"));
+}
+
 function baseSecuritySeries(
   spec: ChartSeriesSpec,
   financials: TickerFinancials,
@@ -1185,7 +1198,8 @@ function baseSecuritySeries(
   const symbol = instrumentLabel(spec.source);
   const statementCurrency = field.id.startsWith("fundamental.") && field.unit.startsWith("currency")
     ? reportingCurrencySeries(points, financials.financialCurrency) : null;
-  const currency = statementCurrency ? statementCurrency.currency : financials.quote?.currency || quoteMetadata?.currency;
+  // A broker contract names its currency even before (or without) a quote.
+  const currency = statementCurrency ? statementCurrency.currency : financials.quote?.currency || quoteMetadata?.currency || spec.source.instrument.instrument?.currency;
   const assetKind = resolveAssetDisplayKind({ assetCategory: financials.quote?.instrumentType || quoteMetadata?.instrumentType });
   const unknownBondBasis = hasUnknownBondHistoryBasis(financials.quote,
     spec.source.instrument.instrument?.secType, quoteMetadata?.instrumentType);
@@ -1220,10 +1234,25 @@ function baseSecuritySeries(
     || financials.quote?.listingExchangeName
     || financials.quote?.exchangeName;
   const marketField = isMarketFieldId(spec.source.fieldId);
+  // A routing code such as a broker's SMART names no venue. The quote's
+  // listing then supplies the session clock, so closed hours stay off the axis.
+  const sessionExchange = [marketExchange, financials.quote?.listingExchangeName, quoteMetadata?.listingExchangeName, financials.quote?.exchangeName]
+    .find((value) => resolveExchangeTimeZone(value));
+  // A dollar listing saved with IBKR's SMART route and no other venue trades on
+  // the US session, and so does a dollar option, which names no venue at all.
+  const dollars = !currency || currency === "USD";
+  const usOption = dollars && (spec.source.instrument.instrument?.secType?.toUpperCase() === "OPT"
+    || /^OPTION$/i.test(financials.quote?.instrumentType ?? quoteMetadata?.instrumentType ?? ""));
+  const routedUsListing = !sessionExchange && ((canonicalExchange(marketExchange) === "SMART" && dollars) || usOption);
   const marketTimeZone = marketField
     && canonicalExchange(marketExchange) !== "CCC"
-    ? resolveExchangeTimeZone(marketExchange)
+    ? resolveExchangeTimeZone(sessionExchange) ?? (routedUsListing ? "America/New_York" : null)
     : null;
+  // A route has no hours of its own: its sessions, which the day view and
+  // VWAP follow, are the venue's, and NYSE's for an unnamed dollar listing.
+  const listingExchange = canonicalExchange(marketExchange) === "SMART" || usOption
+    ? canonicalExchange(sessionExchange) || (routedUsListing ? "NYSE" : marketExchange)
+    : marketExchange;
   const latestChangePercent = marketField && field.unit.startsWith("currency")
     && !unknownBondBasis
     && financials.quote && hasValidQuoteObservationTime(financials.quote)
@@ -1259,12 +1288,12 @@ function baseSecuritySeries(
     panelId: spec.panelId,
     interpolation: spec.interpolation,
     observationKind: marketField ? "market" : undefined,
-    ...(marketField ? { listing: { symbol: spec.source.instrument.symbol, exchange: marketExchange ?? "" } } : {}),
+    ...(marketField ? { listing: { symbol: spec.source.instrument.symbol, exchange: listingExchange ?? "" } } : {}),
     timeBasis: marketTimeZone
       ? {
           kind: "market",
           timeZone: marketTimeZone,
-          exchange: canonicalExchange(marketExchange) || undefined,
+          exchange: canonicalExchange(sessionExchange) || undefined,
           cadenceMs: marketResolution
             ? CHART_RESOLUTION_STEP_MS[marketResolution]
             : undefined,
@@ -1487,6 +1516,7 @@ function applyStudyPresentationTransforms(
   visibleBounds: DateBounds,
   fallbackBaselineBounds?: DateBounds,
   priceComparison?: PriceComparison | null,
+  view: DateBounds = visibleBounds,
 ): ResolvedSeries[] {
   const rawById = new Map(rawSeries.map((series) => [series.id, series] as const));
   return outputs.map((output) => {
@@ -1502,7 +1532,7 @@ function applyStudyPresentationTransforms(
       : undefined;
     const transformed = applyResolvedSeriesTransform(output, input.transform, { baseline });
     const inputBounds = priceComparison?.sourceBounds?.[input.id];
-    return inputBounds ? { ...transformed, points: filterPoints(transformed.points, inputBounds) } : transformed;
+    return inputBounds ? { ...transformed, points: comparedBufferPoints(transformed.points, inputBounds, view) } : transformed;
   });
 }
 
@@ -1612,6 +1642,7 @@ async function resolveChartSpecPass(
     && entry.source.kind === "security" && isFundamentalFieldId(entry.source.fieldId))
     ? [FINANCIAL_VINTAGE_NOTICE] : [];
   const priorityWarnings: string[] = [];
+  const delistings = new Map<string, { symbol: string; label: string; notice: string }>();
   const baseSeriesIds = new Set(spec.series.map((entry) => entry.id));
   const visibleSeriesIds = new Set(spec.series
     .filter((entry) => entry.visible !== false)
@@ -1813,10 +1844,10 @@ async function resolveChartSpecPass(
   const hasExplicitWindow = explicitBounds(spec) !== null || movedWindow;
   const initialCalculationBounds = calculationBounds(spec, requestVisibleBounds, initialResolution);
 
-  // Only US listings trade before and after the regular session; asking elsewhere costs a request for nothing.
+  // Only US stocks and funds trade before and after the regular session; asking elsewhere costs a request for nothing.
   const extendedHoursFor = (source: Extract<ChartSeriesSpec["source"], { kind: "security" }>, resolution: ManualChartResolution) => (
     spec.viewport.extendedHours === true && isMarketFieldId(source.fieldId) && isIntradayResolution(resolution)
-      && !source.instrument.instrument && isUsListingExchange(source.instrument.exchange)
+      && tradesUsExtendedHours(source.instrument.exchange, source.instrument.instrument)
   );
   // A history starts after the visible window because its source keeps no more.
   let retainedHistoryOnly = false;
@@ -1952,6 +1983,14 @@ async function resolveChartSpecPass(
     const history = loaded.points;
     const coverageNotice = historyCoverageNotice(loaded.coverageStart, request.visibleBounds.start);
     if (coverageNotice) priorityWarnings.push(coverageNotice);
+    // A listing that no longer trades is named so beside its bars, which end on its last session.
+    if (loaded.delisting) {
+      const symbol = parsePublicTickerKey(source.instrument.symbol).symbol;
+      const label = delistingLabel(loaded.delisting);
+      const notice = `${symbol}: ${label}`;
+      priorityWarnings.push(notice);
+      if (!delistings.has(notice)) delistings.set(notice, { symbol, label, notice });
+    }
     // Read per request: one recovered window answers every visible window that shares its acquisition.
     if (loaded.recovery && request.visibleBounds.start !== null && request.visibleBounds.start < loaded.recovery.start) {
       priorityWarnings.push(historyRetentionNotice(loaded.recovery.retention, loaded.resolution ?? request.resolution,
@@ -2294,6 +2333,7 @@ async function resolveChartSpecPass(
         comparisonBounds,
         priceComparison ? undefined : requestVisibleBounds,
         priceComparison,
+        bounds,
       ),
     ];
     warnings.push(...studyResult.warnings);
@@ -2301,7 +2341,7 @@ async function resolveChartSpecPass(
   }
 
   const bufferedSeries = assignAxes(adoptPriceUnits(resolved, spec.series), [...spec.series, ...spec.studies], warnings)
-    .map((entry) => clipPriceComparison(entry, priceComparison));
+    .map((entry) => bufferPriceComparison(entry, priceComparison, bounds));
   resolved = bufferedSeries.map((entry) => {
     const entryBounds = presentationBounds(entry, spec.studies, priceComparison, bounds);
     return entryBounds.start !== null && entryBounds.end !== null
@@ -2388,6 +2428,7 @@ async function resolveChartSpecPass(
     loading: false,
     errors,
     warnings: [...new Set([...priorityWarnings, ...warnings])],
+    ...(delistings.size ? { delistings: [...delistings.values()] } : {}),
     viewport,
     resolution,
   };

package/src/time-series/spec.ts

@@ -85,7 +85,7 @@ export function coerceSeriesInterpolationForStyle(
   return style === "step" ? "step-after" : "none";
 }
 
-export const MAX_CHART_SERIES = 10;
+export const MAX_CHART_SERIES = 20;
 
 export const DEFAULT_CHART_SPEC: ChartSpec = Object.freeze({
   version: CHART_SPEC_VERSION,

package/src/time-series/types.ts

@@ -281,6 +281,11 @@ export interface ChartResolutionResult {
   loading: boolean;
   errors: string[];
   warnings: string[];
+  /**
+   * Each charted listing that no longer trades: its symbol and label
+   * ("Delisted Oct 27, 2022"), which `warnings` carries as "TWTR: Delisted Oct 27, 2022".
+   */
+  delistings?: { symbol: string; label: string; notice: string }[];
   /** Effective inclusive bounds used to clip the resolved chart data. */
   viewport?: { start: Date; end: Date };
   /** Bar resolution the loaded market history was fetched at. */

package/src/types/broker.ts

@@ -11,6 +11,7 @@ import type {
   BrokerOrderPreview,
   BrokerOrderRequest,
   BrokerPortfolioPerformance,
+  BrokerTradingCapabilities,
 } from "./trading";
 import type { CachePolicy, CachePolicyMap } from "./persistence";
 
@@ -85,10 +86,44 @@ export interface BrokerProfileAction {
   disabledReason?: string;
 }
 
+/** How a chart asks a broker for history beyond the regular session. */
+export interface BrokerHistoryOptions {
+  /** Include pre-market and after-hours bars. Only a broker that sets `extendedHoursHistory` is asked. */
+  session?: "extended";
+}
+
+/** What a broker's order stream calls. */
+export interface BrokerOrderListener {
+  /**
+   * An order as the broker now reports it: placed, partly or wholly filled,
+   * replaced, cancelled, rejected or expired. The same `orderId` names the
+   * order through all of them, as `getOrderStatus` and `cancelOrder` take it.
+   */
+  order(order: BrokerOrder): void;
+  /**
+   * Whether changes are being pushed now. While false, as before the first
+   * call, the host polls open orders instead; on true it reconciles once.
+   */
+  live?(live: boolean): void;
+}
+
 export interface BrokerAdapter {
   readonly id: string;
   readonly name: string;
   readonly cachePolicy?: CachePolicyMap;
+  /**
+   * Intraday history includes pre-market and after-hours bars when its
+   * `BrokerHistoryOptions` ask for the extended session. The chart then
+   * starts the day at the pre-market open; without it, the regular session.
+   */
+  readonly extendedHoursHistory?: boolean;
+  /**
+   * The quotes and bars this broker supplies stay on the user's device: Gloom Cloud sync never
+   * uploads them, for a broker whose terms restrict redistributing its market data. Its accounts
+   * sync like any broker's, unless the user keeps a connection on the device (`localOnly` on the
+   * profile). Hosts that honor it export `LOCAL_BROKER_MARKET_DATA` from `gloomberb/broker`.
+   */
+  readonly localMarketData?: boolean;
   validate(instance: BrokerInstanceConfig): Promise<boolean>;
   importPositions(instance: BrokerInstanceConfig): Promise<BrokerPosition[]>;
   importPortfolioSnapshot?(instance: BrokerInstanceConfig): Promise<{ accounts: BrokerAccount[]; positions: BrokerPosition[] }>;
@@ -116,9 +151,10 @@ export interface BrokerAdapter {
     bufferRange: TimeRange,
     resolution: ManualChartResolution,
     instrument?: BrokerContractRef | null,
+    options?: BrokerHistoryOptions,
   ): Promise<PricePoint[]>;
   /** Fetch higher-resolution price data for a specific date window (e.g. when zoomed in). */
-  getDetailedPriceHistory?(ticker: string, instance: BrokerInstanceConfig, exchange: string, startDate: Date, endDate: Date, barSize: string, instrument?: BrokerContractRef | null): Promise<PricePoint[]>;
+  getDetailedPriceHistory?(ticker: string, instance: BrokerInstanceConfig, exchange: string, startDate: Date, endDate: Date, barSize: string, instrument?: BrokerContractRef | null, options?: BrokerHistoryOptions): Promise<PricePoint[]>;
   getChartResolutionSupport?(
     ticker: string,
     instance: BrokerInstanceConfig,
@@ -136,6 +172,8 @@ export interface BrokerAdapter {
    * Whether this profile can stream quotes at all. Return false for modes that
    * only sync statements, so their positions stream from the cloud instead.
    * Quotes are also only routed to a broker whose status is "connected".
+   * Answer from the profile's configuration, not from session state: the
+   * desktop app asks in its view, while the session lives in the backend.
    */
   canStreamQuotes?(instance: BrokerInstanceConfig): boolean;
   subscribeQuotes?(
@@ -144,8 +182,25 @@ export interface BrokerAdapter {
     onQuote: (target: QuoteSubscriptionTarget, quote: Quote) => void,
   ): () => void;
   listOpenOrders?(instance: BrokerInstanceConfig): Promise<BrokerOrder[]>;
+  /**
+   * Pushes order changes as the broker reports them, for every account the
+   * profile includes. The host baselines from `listOpenOrders` and polls it
+   * while `live` is false or never called; see BrokerOrderListener.
+   */
+  subscribeOrders?(instance: BrokerInstanceConfig, listener: BrokerOrderListener): () => void;
+  /** Explicit status, including terminal orders. Null means unconfirmed, never cancelled by absence. */
+  getOrderStatus?(instance: BrokerInstanceConfig, orderId: number): Promise<BrokerOrder | null>;
   listExecutions?(instance: BrokerInstanceConfig): Promise<BrokerExecution[]>;
+  /** Opt into the shared ticket with supported combinations and current trading permission. */
+  getTradingCapabilities?(instance: BrokerInstanceConfig, contract?: BrokerContractRef, orderType?: BrokerOrderRequest["orderType"]): BrokerTradingCapabilities;
+  /** Config patch for the host's explicit enable/disable trading confirmation. Must not perform I/O. */
+  getTradingConfigUpdate?(instance: BrokerInstanceConfig, enabled: boolean): Record<string, unknown>;
   previewOrder?(instance: BrokerInstanceConfig, request: BrokerOrderRequest): Promise<BrokerOrderPreview>;
+  /**
+   * Place, change and cancel throw when the broker did not take the action. An error with `refused: true` says the
+   * broker answered no, or nothing was sent: the order is as it was, and its message is one short line the app shows as
+   * it is ("Aries cannot find this order"). Any other error is a lost answer, whose outcome the app treats as unknown.
+   */
   placeOrder?(instance: BrokerInstanceConfig, request: BrokerOrderRequest): Promise<BrokerOrder>;
   modifyOrder?(instance: BrokerInstanceConfig, orderId: number, request: BrokerOrderRequest): Promise<BrokerOrder>;
   cancelOrder?(instance: BrokerInstanceConfig, orderId: number): Promise<void>;

package/src/types/config.ts

@@ -18,6 +18,12 @@ export interface BrokerInstanceConfig {
   config: Record<string, unknown>;
   enabled?: boolean;
   lastSyncedAt?: number;
+  /**
+   * The user keeps this connection's data on this device: Cloud sync leaves out the profile, its
+   * accounts' portfolios and account values, and the positions in them. Daily roundups, the weekly
+   * brief, position alerts, the mobile app and Ask Gloom's portfolio context then go without it.
+   */
+  localOnly?: boolean;
 }
 
 export interface ColumnConfig {

package/src/types/data-provider.ts

@@ -119,7 +119,11 @@ export interface MarketDataRequestContext {
   brokerId?: string;
   brokerInstanceId?: string;
   instrument?: BrokerContractRef | null;
-  cacheMode?: "default" | "refresh";
+  /**
+   * "refresh" always fetches. "current" refetches a stored value past its stale time before answering, and
+   * answers with it only if that fetch fails: for a caller that cannot see a refresh landing in the background.
+   */
+  cacheMode?: "default" | "refresh" | "current";
   statementHistory?: "extended";
   /** A validated, same-target detailed retry constrained to one exhausted source. */
   historyRecovery?: import("../sources/history-retention").HistoryRecoveryCandidate;

package/src/types/financials.ts

@@ -34,6 +34,20 @@ export interface QuoteProvenance {
   rejectedPriceProviders?: string[];
 }
 
+/**
+ * A US listing that no longer trades, as Gloom Cloud states it: TWTR, last
+ * traded 2022-10-27 and removed from NYSE the next day. Its daily history is
+ * still served, ending on that session. Dates are New York trading dates.
+ */
+export interface ListingDelisting {
+  /** "delisted": the exchange's removal of the listing is on record; "inactive": only its last trade is known. */
+  status: "delisted" | "inactive";
+  /** The last session with a trade (YYYY-MM-DD). */
+  lastTradeDate: string;
+  /** The first session served (YYYY-MM-DD). */
+  historyStart: string;
+}
+
 /** Static listing facts from a quote observation, without an investable price. */
 export interface QuoteMetadataSource {
   providerId?: string;
@@ -81,6 +95,13 @@ export interface Quote extends DepositaryReceiptFacts {
   providerPriceDivisor?: number;
   change: number;
   changePercent: number;
+  /**
+   * What change and changePercent measure from when it is not previousClose,
+   * as Gloom Cloud says of a coin whose previous close it cannot date to the
+   * last two days: the last 24 hours ("24h", previousClose absent), or
+   * nothing ("none", no move). Absent on every other quote.
+   */
+  changeBasis?: "24h" | "none";
   previousClose?: number;
   /** Official close of a completed regular session, in this quote's currency. */
   regularClose?: number;
@@ -100,6 +121,8 @@ export interface Quote extends DepositaryReceiptFacts {
   receivedAt?: number; // local receipt timestamp ms for streamed/display freshness
   delivery?: QuoteDelivery;
   stale?: boolean;
+  /** The listing no longer trades: the price is its last trade (ListingDelisting). */
+  delisting?: ListingDelisting;
   exchangeName?: string;
   fullExchangeName?: string;
   listingExchangeName?: string;

package/src/types/headless.ts

@@ -103,6 +103,8 @@ export interface HeadlessPaneContext {
   /** Effective instance settings, after template creation and option normalization. */
   settings?: Record<string, unknown>;
   capabilities?: CapabilityInvoker;
+  /** Locally registered broker adapters. Reports may read account data; they never submit orders. */
+  resolveBroker?: (brokerType: string) => import("./broker").BrokerAdapter | null;
   /** Read one local portfolio without passing holdings through a remote endpoint. */
   resolvePortfolio?: (id: string) => Promise<{
     portfolio: import("./ticker").Portfolio;
@@ -131,6 +133,12 @@ export interface HeadlessPaneColumn {
   header: string;
   /** Print `header` as written, a field name such as `source`, where reports would otherwise title-case it. */
   literalHeader?: boolean;
+  /**
+   * What the text report heads the column with when it can say more than an
+   * export's header should (`Chg % UTC` over `Chg %`), printed as written;
+   * CSV keeps `header`, so a column read by its name stays where it was.
+   */
+  textHeader?: string;
   align?: "left" | "right" | "center";
   width?: number;
   /** False keeps the column whole when the text table is fitted to a narrow width, so a time or an id is never cut. */
@@ -229,9 +237,11 @@ export interface HeadlessPaneFreshness {
   /**
    * How often the data is published, when its dates mark the start of a period
    * (a monthly statistic is dated the 1st). The report then names the month,
-   * quarter or year, not a day it was never observed on.
+   * quarter or year, not a day it was never observed on. A semiannual estimate
+   * is dated by the month it was made in (USDA's coffee and sugar balances),
+   * so it names that month.
    */
-  periodicity?: "monthly" | "quarterly" | "annual";
+  periodicity?: "monthly" | "quarterly" | "semiannual" | "annual";
   /**
    * The newest row is a weekly or monthly bar whose period had not ended when
    * it was served (October's bar on 16 Oct), and the last day it covers so

package/src/types/instrument.ts

@@ -1,3 +1,5 @@
+import type { ListingDelisting } from "./financials";
+
 /**
  * What a ticker is, at the grain that decides which research has data for it:
  * filings, executives and analyst coverage exist for a company's stock,
@@ -77,4 +79,6 @@ export interface InstrumentSearchResult {
    * carries that name. A leftover listing of the merged company (GOGLC on
    * BYMA) is linked to it by search, naming the `successor`. */
   formerIssuer?: { symbol: string; name: string; until: string; successor?: { symbol: string; name: string | null } };
+  /** A US listing that no longer trades, found by its exact symbol (TWTR). Untrusted until parsed. */
+  delisting?: ListingDelisting;
 }