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See the Generic Streams and Data Uploaders Reference Guide 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 |
Generic Performance Interface
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The following table shows columns used by the Index Toolkit.
| Database Column | Table | Required? | Purpose |
|---|---|---|---|
PSR_USER_FLOAT1 | PERF_SEC_RETURNS | N | Opening Market Value |
PSR_USER_FLOAT2 | PERF_SEC_RETURNS | N | Closing Market Value |
PSR_USER_FLOAT7 | PERF_SEC_RETURNS | Y | Gross investment base (opening weight) |
ABAL | PERF_SEC_RETURNS | Y | Average Balance (opening weight) for Custom Benchmark support |
PSR_USER_FLOAT8 | PERF_SEC_RETURNS | Y | Gross return |
PSR_USER_FLOAT32 | PERF_SEC_RETURNS | N | Local return |
PSR_USER_FLOAT50 | PERF_SEC_RETURNS | N | Net return |
PSR_USER_CHAR1 | PERF_SEC_RETURNS | N | Yield Curve ID, for FIA Attribution Sector inputs |
PSR_USER_FLOAT60 | PERF_SEC_RETURNS | N | Effective Yield, for FIA Attribution Sector inputs |
PSR_USER_FLOAT61 | PERF_SEC_RETURNS | N | Effective Duration, for FIA Attribution Sector inputs |
PSR_USER_FLOAT62 | PERF_SEC_RETURNS | N | Effective Convexity (Available for customized analyses) |