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Tag

Field Name

Required/ Optional

Data Type

Table Name

1076

Update Indicator. Must be Y or N.

Required

Y/N indicator used within message stream process. Valid values:
Y = Update
N = New Record
B = Both. Check for existing match. If found, update record; else insert.

n/a

55

Event type. Must be ADD_FI_ANALYTICS

Required

Used to route the message to update the SECURITY_ ANALYTICS_FI table.

n/a

1234

Xref type

Required

CHAR. Not stored with data.

n/a

1233

SECURITY_ALIAS

Required

RESOLVED. From lookup on tag 1233 (xref-id).

SECURITY_ANALYTICS_FI

1109

EFFECTIVE_DATE

Required

DATE.

SECURITY_ANALYTICS_FI

1102

SRC_INTFC_INST

Required

RESOLVED. From lookup on tag 1102 (Source Name).

SECURITY_ANALYTICS_FI

8723

PD1

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8724

PD2

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8725

PD3

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8726

PD5

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8727

PD10

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8728

PD20

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8729

PD30

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8730

VOLATILITY

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8731

YTW_CALLDATE

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8732

EFFECTIVE_DUR_DOLLARS

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8733

PRICE_PSA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8734

NOMINAL_CONVEXITY

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8735

PRICE_CPR

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8736

PRICE_SOURCE

Optional

CHAR (6)

SECURITY_ANALYTICS_FI

8737

PAY_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8738

FLUX_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8739

DELTA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8740

GAMMA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8741

THETA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8742

VEGA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8743

UND_ASSET_CODE

Optional

CHAR (9)

SECURITY_ANALYTICS_FI

8744

USER_GROUP1

Optional

CHAR (4)

SECURITY_ANALYTICS_FI

8745

SCALE_FACTOR

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8746

USER_GROUP4

Optional

CHAR (4)

SECURITY_ANALYTICS_FI

8747

MATURE_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8748

WORST_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8749

NEXT_CALL_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8750

FI_DATE1

Optional

DATE

SECURITY_ANALYTICS_FI

8751

FI_DATE2

Optional

DATE

SECURITY_ANALYTICS_FI

8752

SA_FI_FLOAT1

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8753

SA_FI_FLOAT2

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8754

SA_FI_FLOAT3

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8755

SA_FI_FLOAT4

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8756

SA_FI_FLOAT5

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8757

SA_FI_FLOAT6

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8758

SA_FI_FLOAT7

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8759

SA_FI_FLOAT8

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8760

SA_FI_FLOAT9

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8761

SA_FI_FLOAT10

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8762

SA_FI_FLOAT11

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8763

SA_FI_FLOAT12

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8764

SA_FI_FLOAT13

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8765

SA_FI_FLOAT14

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8766

SA_FI_FLOAT15

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8767

SA_FI_FLOAT16

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8768

SA_FI_FLOAT17

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

10537

YIELD_TO_WORST_PUT

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

10540

EFFECTIVE_MODIFIED_DURATION

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

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