Thanks Jim for the reply.
which means that as long as we regularly reload data, we’ll be able to pick up things like ticker changes, mergers, etc, and get the appropriate historical data when doing restatements.
Just to be clear on what this means from an OG platform perspective, all the data management is done on Bloomberg side and not on the OG side, so whenever we request data with an old ticker, if the mapping of the old ticker to the new ticker is done on the Bloomberg side then the data will flow over to OG, otherwise it will be a NA.
So if this correct, then data that comes from the internally stored data (Postgre SQL or HSQLDb ) will be used less since most of the time data comes from bloomberg servers and this might slow down the system, if all request are on a real time basis comes from their servers.?
Does that make sense, how will you let the request know that such and such data is requested from Bloomberg and others from our server (since bloomberg terminals have limitation on number of “hits” on the servers per day/month etc, each time same data that is refreshed will be counted as additional hits), this will limit number of securities you can analyze one time.?
Thanks again Jim for your valuable thoughts.