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Please note, that depending on the theĀ customBenchmark/customIndexType element value, the incoming message goes thru different steps of resolution:

Batch/Next Instance
Benchmark TypeCorresponding Custom Index Type Valid ValuesResolution
EntityEntity DetailSecurity ConstrainedSecurity Exclusion
Floating AggregateFLTB++

Floating Weight BlendedBLND++

LinkedLINK++

Currency ConversionCONV++

HedgedHEDG++

ConstrainedCNST+++
ExclusionEXCL++
+

Entity Resolution Logic

Entity Resolution is specific logic resolving Entity ID for custom index records:

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