Bond data is a whole different beast compared to scraping job postings. Financial instruments need some serious cleanup work after extraction, bond yields show up in all sorts of formats like percentages, basis points, decimals, maturity dates follow different regional rules, and ratings come from multiple agencies, which means your automated field detection can actually mess things up in ways that don't happen with standardized job titles. The pricing breakdown for bonds needs some love too - monitoring multiple bond categories across global markets daily is gonna eat through way more API credits than job scraping, and honestly, pulling detail pages stops being optional and becomes essential since you need coupon schedules, payment history, and callability info to do the duration and convexity analysis that job descriptions just don't require. If you're going down this road, I'd throw in a validation section showing how to normalize yields and dates, plus some clear guidance on when detail-page extraction actually matters for bonds versus sticking with list-only mode - because the financial analysis workflow is fundamentally different from job market research