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Info
titleNote
  • Signage Logic can be applied only to extracts
  • Currently available for Warehouse Trade, Traded Cash Activity, and Settled Cash Activity feeds

Signage logic allows to change the algorithm for certain numeric field values extracted. This includes changes applied on the step of calculation of their value:

Expand
titleClick to expand an example of alternative calculation

AMOUNT field in Traded CA (if 'IncludeCurveAnalytics' = 'Y'):

Code Block
languagesql
CASE WHEN ESTAR_TRADED_CASH_ACTIVITY.CASH_EVT_TYP <> 'RECPT'
THEN NVL(ESTAR_TRADED_CASH_ACTIVITY.AMOUNT,0) * -1
ELSE NVL(ESTAR_TRADED_CASH_ACTIVITY.AMOUNT,0)
END AMOUNT


Signage logic is enabled with parameter 'EnableSignageLogic' set to 'Y' or by its global analog W_ENABLE_SIGNAGE_LOGIC in w_config_custom.inc (if the value is 'N' or not specified (default), numeric fields are presented as stored in database).
Signage logic for Trade SETTLEMENT_AMOUT is enabled with the additional parameter 'SettlementSignageFlag' set to Y.

Field Group NumberWarehouse Trade FieldsTraded CA FieldsSettled CA Fields
1NET_CASH 
EagleML/WarehouseTransaction/warehouseTrade/netAmountLocal		AMOUNTAMOUNT

TRADE_BASE_AMOUNT
EagleML/WarehouseTransaction/warehouseTrade/netAmountBase

NET_AMOUNT_BASENET_AMOUNT_BASE
SETTLEMENT_AMOUNT
EagleML/WarehouseTransaction/warehouseTrade/settlementAmount		SETTLE_AMOUNT_LOCALSETTLE_AMOUNT_LOCAL
REC_PAY_AMT_BREC_PAY_AMT_B
REC_PAY_AMT_LREC_PAY_AMT_L
2COST_BASE
EagleML/WarehouseTransaction/warehouseTrade/costBase		(no fields)(no fields)
COST_LOCAL
EagleML/WarehouseTransaction/warehouseTrade/costLocal

ORIG_ACQ_COST_BASE
EagleML/WarehouseTransaction/warehouseTrade/originalAcquisitionCostBase

ORIG_ACQ_COST_LOCAL
EagleML/WarehouseTransaction/warehouseTrade/originalAcquisitionCostLocal
PAR_OR_SHARES
EagleML/WarehouseTransaction/warehouseTrade/originalQuantity
3PRINCIPAL
EagleML/WarehouseTransaction/warehouseTrade/principal		PRINCIPALPRINCIPAL
PRINCIPAL_BASE
EagleML/WarehouseTransaction/warehouseTrade/principalB		PRINCIPAL_AMOUNT_BASEPRINCIPAL_AMOUNT_BASE
DIRTY_PRINCIPAL
EagleML/WarehouseTransaction/warehouseTrade/dirtyPrincipalLocal

DIRTY_PRINCIPAL_BASE
EagleML/WarehouseTransaction/warehouseTrade/dirtyPrincipalBase



4BASE COMMISSION AMOUNT
EagleML/WarehouseTransaction/warehouseTrade/baseCommissionAmount		COMM_AMT_BCOMM_AMT_B
LOCAL_COMMISSION_AMOUNT
EagleML/WarehouseTransaction/warehouseTrade/localCommissionAmount		COMM_AMT_LCOMM_AMT_L
EXCHANGE_FEEOTHER_FEE_BOTHER_FEE_B
EXCHANGE_FEE_BASEOTHER_FEE_LOCALOTHER_FEE_LOCAL
OTHER_FEERECLAIM_AMOUNT_BASERECLAIM_AMOUNT_BASE
OTHER_FEE_BASERECLAIM_LRECLAIM_L
SEC_FEESSEC_FEESEC_FEE
SEC_FEES_BASESEC_FEE_BSEC_FEE_B
TAXESSTAMP_DUTY_TAX_BSTAMP_DUTY_TAX_B
TAXES_BASESTAMP_DUTY_TAX_LSTAMP_DUTY_TAX_L
TAX_AMT_BTAX_AMT_B
TAX_AMT_LTAX_AMT_L
TAX_EXPENSE_BASETAX_EXPENSE_BASE
WITHHOLDING_LWITHHOLDING_L
5CURRENCY_GAINGAIN_CURRENCYGAIN_CURRENCY
SECURITY_GAINGAIN_SWAP_BGAIN_SWAP_B
TOTAL_GAIN_LOCALGAIN_SWAP_LGAIN_SWAP_L
TOTAL_GAIN(no fields)(no fields)
ST_GAIN_SEC_L
ST_GAIN_SEC_B
ST_GAIN
ST_GAIN_CRRCY
LT_GAIN_SEC_L
LT_GAIN_SEC_B
LT_GAIN
LT_GAIN_CRRCY
GAIN_CRRCY_988
6CURRENCY_LOSSLOSS_CURRENCYLOSS_CURRENCY
SECURITY_LOSSLOSS_SWAP_BLOSS_SWAP_B
TOTAL_LOSSLOSS_SWAP_LLOSS_SWAP_L
TOTAL_LOSS_LOCAL(no fields)(no fields)
ST_LOSS_SEC_L
ST_LOSS_SEC_B
ST_LOSS
ST_LOSS_CRRCY
LT_LOSS_SEC_L
LT_LOSS_SEC_B
LT_LOSS
LT_LOSS_CRRCY (no signage logic currently)
LOSS_CRRCY_988 (no signage logic currently)
7ACCRUED_INTERESTINCOMEINCOME
BASEINTERESTADJINCOME_AMOUNT_BASEINCOME_AMOUNT_BASE
CLS_AMORT_LOCAL(no fields)(no fields)
CLS_AMORT_BASE
CLS_OID_L
CLS_OID_B
CLS_ILB_INC_LTD_LOCAL
CLS_ILB_INC_LTD_BASE
8(no fields)UNITSUNITS

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