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Tag | Table Name | Field Name | Required/ Optional | Data Type |
|---|---|---|---|---|
1076 | Update Indicator | 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. |
55 | Event type | Event type. Must be ADD_SEC_ANALYTICS. | Required *Req'd for Performance* | Used to route the message to the stored procedure that updates the SECURITY_ANALYTICS table. |
1234 | Xref type | Xref type | Required | CHAR. Not stored with data. |
1233 | SECURITY_ANALYTICS | SECURITY_ALIAS | Required | RESOLVED. From lookup on tag 1233 (xref-id). |
1109 | SECURITY_ANALYTICS | EFFECTIVE_DATE | Required | DATE. |
1102 | SECURITY_ANALYTICS | SRC_INTFC_INST | Required | Resolved from lookup on tag 1102 (Source Name). The source must be defined for use for Analytics feeds (feed type ANL). |
8607 | SECURITY_ANALYTICS | CURRENCY | Optional | CHAR (3) |
8608 | SECURITY_ANALYTICS | CONVEXITY | Optional | NUMBER (28,12) |
8609 | SECURITY_ANALYTICS | MOD_DURATION | Optional | NUMBER (28,12) |
8610 | SECURITY_ANALYTICS | YTM | Optional | NUMBER (28,12) |
8611 | SECURITY_ANALYTICS | YTNC | Optional | NUMBER (28,12) |
8612 | SECURITY_ANALYTICS | YTNP | Optional | NUMBER (28,12) |
8613 | SECURITY_ANALYTICS | YTS | Optional | NUMBER (28,12) |
8614 | SECURITY_ANALYTICS | EFF_YLD | Optional | NUMBER (28,12) |
8615 | SECURITY_ANALYTICS | DUR_TO_WRST | Optional | NUMBER (28,12) |
8616 | SECURITY_ANALYTICS | YTO | Optional | NUMBER (28,12) |
8617 | SECURITY_ANALYTICS | CPR | Optional | NUMBER (28,12) |
8618 | SECURITY_ANALYTICS | EFF_DUR | Optional | NUMBER (28,12) |
8619 | SECURITY_ANALYTICS | PSA | Optional | NUMBER (28,12) |
8620 | SECURITY_ANALYTICS | OAS | Optional | NUMBER (28,12) |
8621 | SECURITY_ANALYTICS | OAD | Optional | NUMBER (28,12) |
8622 | SECURITY_ANALYTICS | OAY | Optional | NUMBER (28,12) |
8623 | SECURITY_ANALYTICS | WAL | Optional | NUMBER (28,12) |
8624 | SECURITY_ANALYTICS | WAM | Optional | NUMBER (28,12) |
8625 | SECURITY_ANALYTICS | WAC | Optional | NUMBER (28,12) |
8626 | SECURITY_ANALYTICS | YTW | Optional | NUMBER (28,12) |
8627 | SECURITY_ANALYTICS | MAT_YRS | Optional | NUMBER (28,12) |
8628 | SECURITY_ANALYTICS | ACT_DAY_TO_ACCRUE | Optional | NUMBER (28,12) |
8629 | SECURITY_ANALYTICS | CASH_FLW_DURATION | Optional | NUMBER (28,12) |
8630 | SECURITY_ANALYTICS | PD3 | Optional | NUMBER (28,12) |
8631 | SECURITY_ANALYTICS | PD4 | Optional | NUMBER (28,12) |
8632 | SECURITY_ANALYTICS | EFF_SPREAD_DUR | Optional | NUMBER (28,12) |
8633 | SECURITY_ANALYTICS | MTG_EFF_ELASTICITY | Optional | NUMBER (28,12) |
8634 | SECURITY_ANALYTICS | MTG_THREAS_ELASTICITY | Optional | NUMBER (28,12) |
8635 | SECURITY_ANALYTICS | MTG_TURNOVER_ELASTICITY | Optional | NUMBER (28,12) |
8636 | SECURITY_ANALYTICS | SMM_RATE | Optional | NUMBER (28,12) |
8637 | SECURITY_ANALYTICS | STRIPPED_YIELD | Optional | NUMBER (28,12) |
8638 | SECURITY_ANALYTICS | TERM | Optional | NUMBER (28,12) |
8639 | SECURITY_ANALYTICS | MACAULAY_DURATION | Optional | NUMBER (28,12) |
8640 | SECURITY_ANALYTICS | YTNCONV | Optional | NUMBER (28,12) |
8641 | SECURITY_ANALYTICS | DTM | Optional | NUMBER (28,12) |
8642 | SECURITY_ANALYTICS | CASH_FLOW_YIELD | Optional | NUMBER (28,12) |
8643 | SECURITY_ANALYTICS | ACCRUED_FACTOR | Optional | NUMBER (28,12) |
8644 | SECURITY_ANALYTICS | EFF_SPREAD | Optional | NUMBER (28,12) |
8645 | SECURITY_ANALYTICS | OAD2 | Optional | NUMBER (28,12) |
8646 | SECURITY_ANALYTICS | OAD3 | Optional | NUMBER (28,12) |
8647 | SECURITY_ANALYTICS | MOD_TO_WRST | Optional | NUMBER (28,12) |
8648 | SECURITY_ANALYTICS | AVERAGE_LIFE_DATE | Optional | DATE |
8649 | SECURITY_ANALYTICS | AVERAGE_MATURITY | Optional | DATE |
8650 | SECURITY_ANALYTICS | DELTA | Optional | NUMBER (28,12) |
8651 | SECURITY_ANALYTICS | GAMMA | Optional | NUMBER (28,12) |
8652 | SECURITY_ANALYTICS | THETA | Optional | NUMBER (28,12) |
8653 | SECURITY_ANALYTICS | VEGA | Optional | NUMBER (28,12) |
8654 | SECURITY_ANALYTICS | R_DAY_CNT | Optional | NUMBER |
8655 | SECURITY_ANALYTICS | P_DAY_CNT | Optional | NUMBER |
8656 | SECURITY_ANALYTICS | BETA | Optional | NUMBER (28,12) |
8657 | SECURITY_ANALYTICS | EFF_CONVEXITY | Optional *Req'd for Performance* | NUMBER (28,12) |
10451 | SECURITY_ANALYTICS | MAPPING_CUSIP | Optional | CHAR (12) |
10452 | SECURITY_ANALYTICS | PRICE | Optional | NUMBER (28,12) |