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We recommend not allowing an Xref Qualifier (9111) of Duplicate for Investment Type (11) = SYTH. Doing so can result in security resolution issues when booking trades via Message Center. This is defined as part of the Security Cross Reference Configuration. The Synthetic Cash security identifiers are concatenated as shown in the example below.
Issue Name = "Underlying Security " + Parent Security Issue Name
Primary Asset ID = Parent Security Primary Asset ID + "_S"
Parent Security | Synthetic Cash | |
|---|---|---|
Issue Name | E-Mini S&P 500 Future | Synthetic Cash E-Mini S&P 500 Future |
Primary Asset ID | EMINISP500 | EMINISP500_S |
Setup
Synthetic Cash securities are typically created automatically during security setup by setting Create Synthetic CASH Security (2300) = Yes, but they can also be added manually using Issue Viewer or Reference Data Center (RDC).
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