[vamega]

Oh man, I had a Bloomberg terminal, and got data from their Data License product.

Even if you have all the calendars, it’s still non-trivial to apply the calendars correctly for different counterparties based on instrument and function.

And corporate actions are awful. The Bloomberg Data license data sometimes doesn’t match what the terminal has. Bloomberg said they updated it in the terminal but would not fix their bulk data sources since the errors were for actions that happened a while ago.