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The values of the new security types used and built is stored in the Custom Index Attributes table under the user data column. A possible issue with a custom blend is when one source benchmark contains security level data, and another source benchmark does not. In this case, the build creates a custom benchmark with the securities from only one source benchmark, which can be misleading.

Use Single position and build single position is the default legacy option and will continue to work the same way as before with the limitation of build failing if the security is part of multiple nodes in the target dictionary.


Build SP/SS from S/SS/SP without LS Indicator in the grouping rule

If you do not use the Long Short Indicator in the grouping rule and intend to build a SP/SS Perf_summary type from S/SS/SP. Then based on the underlying source entity security level weights the system assumes the positive weights as long strategy and the negative weights as short strategy and assigns the strategy detail ID accordingly to it and does the cidx build process with SP/SS. The SP will be able to commit even if the same security is part of multiple nodes on the same day. If the same security is part of multiple nodes in the target dictionary on the same day then the SS will fail.

 

Build SP/SS from S/SS/SP with LS Indicator in the grouping rule

If you use the Long Short Indicator in the grouping rule and intend  to build a SP/SS Perf_summary type from S/SS/SP.  Then the strategy_detail_id is assigned based on the node to which / under which the source index is attached. The source index will be part of that strategy.  Assume we have two strategies Core and Tactical, then you can assign one index under the core strategy and another index under the tactical strategy and build the SS/ SP perf summary types. If the same security is part of multiple nodes in the target dictionary on the same day under but different strategies (strategy detail ID) then the SS build option will not fail.