The Index Toolkit requires each index to be set up as an entity with a unique ENTITY_ID. An index must be available as an entity before positions or performance can be loaded.
Most indexes must be set up with an ENTITY_TYPE of INDX.
When you load entities, be aware that the Toolkit assumes you are providing only gross total returns for securities in an index, and the Toolkit reports are designed to report on gross total returns for indexes in which you provide security level information.
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The standard Entity interface is a generic stream available in Message Center in the CSV or STAR formats:
Eagle_Default_In_Csv_Entity
Eagle_Default_In_Star_Entity
See the GENERICINTER Supported Generic Interfaces V17 Wiki for more details.
Columns Used
The following table shows columns used by the Index Toolkit.
Database Column | Table | Tag | Required? | Purpose |
---|---|---|---|---|
ISSUE_NAME | SECURITY_MASTER | 961 | Y | Name of security |
INVESTMENT_TYPE | SECURITY_MASTER | 11 | Y | Investment type |
PRIMARY_ASSET_ID | SECURITY_MASTER | 14 | Y | Security ID Value |
PRIMARY_ASSET_ID_TYPE | SECURITY_MASTER | 1432 | Y | Type of Security ID (CUSIP, SEDOL, and so on) |
CURRENCY_CODE | SECURITY_MASTER | 85 | N | Currency |
REGION | SECURITY_MASTER_DETAIL | 5423 | N | Region |
COUNTRY_OF_RISK | SECURITY_MASTER_DETAIL | 10536 | N | Country |
GICS_SECTOR | SECMASTER_DETAIL_EXT | 10181 | N | GICS Sector |
GICS_INDUSTRY_GROUP | SECMASTER_DETAIL_EXT | 10183 | N | GICS Industry Group |
GICS _INDUSTRY | SECMASTER_DETAIL_EXT | 10185 | N | GICS Industry |
GICS_SUB_INDUSTRY | SECMASTER_DETAIL_EXT | 10187 | N | GICS Sub Industry |
AGG_BOND_L1 | SECMASTER_DETAIL_EXT | 2504 | N | Aggregate Bond Level 1 |
AGG_BOND_L2 | SECMASTER_DETAIL_EXT | 2505 | N | Aggregate Bond Level 2 |
AGG_BOND_L3 | SECMASTER_DETAIL_EXT | 2506 | N | Aggregate Bond Level 3 |
AGG_BOND_L4 | SECMASTER_DETAIL_EXT | 2507 | N | Aggregate Bond Level 4 |
USER_GROUP_SECTOR1-15 | SECURITY_MASTER | 1896 - 1425 | N | Custom Sectors 1-15 |
USER_GROUP_CHAR1-25 | SECURITY_MASTER_DETAIL | 1505-3475 | N | Custom Sectors 16-40 |
COUPON | SECURITY_MASTER | 70 | N | Bond Coupon |
MAT_DATE | SECURITY_MASTER | 38 | N | Bond Maturity Date |
EFFECTIVE_DATE | SECURITY_MASTER | 1109 | N | Required for supporting history |