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RIMES Technologies Corporation is a data vendor familiar with Eagle’s generic interfaces and the data Eagle requires for use with the Performance Toolkit 2.0. RIMES can provide your organization with index data along with other types of data used by the Performance Toolkit, such as security analytics and yield curve data. See Appendix A, Requesting Index Toolkit Data from RIMES, for a form you can share with RIMES (or other market data providers) when you submit a request for index data for use with the Performance Toolkit. Your answers can help the vendor better understand the Performance data you are requesting and specific values you want to receive for certain data elements. |
Generic Entity Interface
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.
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You can, however, provide other types of returns by providing those returns for an additional index entity or by customizing the index feeds and interfaces to support the required returns. For example, without customizing the index feed, a data vendor can provide a net return index as one index entity and can provide a gross return index as a second index entity. Or you can provide a price return for one index entity and a Total return as a second index entity.
Interface Details
The standard Entity interface is a generic stream available in Message Center in the CSV or STAR formats:
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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 |
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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
The Index Toolkit requires performance data to be available for each entity. You can use the Standard Performance Interface as a batch loader to populate performance data directly into the PERFORM tables. Official Total-level returns for each index should be loaded this way daily; these returns are reconciled to calculated returns.
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If you do not load index constituents, but use the performance loader to directly load daily index returns for use in calculating monthly returns, note that calculated performance returns are stored under the Eagle PACE (EAGLE PACE) source. Eagle recommends you use a source of Eagle PACE under these conditions so that the daily index returns and the monthly index returns share the same source, and facilitate use of mixed frequency linking. |
Interface Details
The generic Performance interface is a generic uploader available in the PIPE format under:
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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.
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