In this page:
Stream Logic
...
Info |
---|
This logic is applicable as of the EagleML November monthend 2015 release. NOTE: This enhancement is available only for the Generic SMF. Neither the MultiLeg SMF nor Underlying shell records are affected. |
The Generic SMF allows you to load as many xref identifiers as you want with your Generic SMF record along with 15 industry-standard identifiers (such as cusip, ticker, isin, etc)
These identifiers are loaded via the ADDSECMASTER stored procedure by a separate dynamic sql.
You can set them either as 15 standard Ids + 10 xref Ids (xId1..xId10) such as:
Code Block |
---|
|
<xId1>
<xId>TSTXREFID2_1</xId>
<xIdType>TSTXID1</xIdType>
</xId1> |
or as 15 standard Ids + unlimited xref Ids such as:
Code Block |
---|
|
<xId>
<xId>TSTXREFID1_1</xId>
<xIdType>TSTXID1</xIdType>
</xId> |
...
title | An example of Generic SMF utilizing this new logic (15 standard Ids + 20 xref Ids): |
---|
...
...
Panels, Binds, and Stored Procedures for SMF
The following table lists the panel, bind, and stored procedure used for multilingual implementations to set up security master files in a foreign language.
csv /or/ star-smf-ml.xml | eagle/star/pan-secml.htm | INSERT_UPDATE_SEC_DETAIL_ML | INSERT_UPDATE_SEC_DETAIL_ML |
The following table lists the Processing Security Type (PST), panel, and bind for each security type processed by the SMF default message stream.
SMF Long Term Debt | DBFLTP DBIBFD DBIBMU DBIBPK DBIVIV DBMFDD DBAMTL DBIBTL | eagle/star/reference/pan-addsecmasterlongtermfixed.htm | ADDSECMASTER |
SMF Short Term Debt | DBDCST DBIBMA DBIBRP DBIBST DBSTST DBIBRR | eagle/star/reference/pan-addsecmastershortterminterest.htm | ADDSECMASTER |
SMF Buy Sellback/ Sell Buyback | DBIBSB | eagle/star/reference/pan-addsecmasterbssb.htm | ADDSECMASTER |
SMF Mortgage Backed Security | DBFBFB DBFBIO DBFBPO DBTATA DBFBAL DBFBCC | eagle/star/reference/pan-addsecmastermbs.htm | ADDSECMASTER |
SMF Equity | EQCSCS EQCSPF EQCSPK EQEQMF | eagle/star/reference/pan-addsecmasterequity.htm | ADDSECMASTER |
SMF Right and Warrant | EQRTXX EQWRXX | eagle/star/reference/pan-addsecmasterrightwarrant.htm | ADDSECMASTER |
Future | FTXXXX | eagle/star/reference/pan-addsecmasterfuture.htm | ADDSECMASTER |
SMF Option | OPOPCR OPOPSW OPOPEQ OPOPFB OPOPCM OPOPIX | eagle/star/reference/pan-addsecmasteroption.htm | ADDSECMASTER |
SMF Credit Default Swap and Lock | SWCDCO SWLOCK | eagle/star/reference/pan-swcdaddsecmaster.htm | ADDSECMASTER |
SMF Multileg Swaps | SWxxxx (excl. SWCDCOSWLOCK) | eagle/star/reference/pan-addsecmastermultilegswap.htm | ADDSECMASTER |
SMF Forward Contract | FWXXXX | eagle/star/reference/pan-addsecmasterfwd.htm | ADDSECMASTER |
Index | INXXXX | eagle/star/reference/pan-addsecmasterindex.htm | ADDSECMASTER |
Synthetic | SYNTHETIC | eagle/star/reference/pan-addsecmastersynthetic.htm | ADDSECMASTER |
Anchor |
---|
| Xref_Identifiers_Enhancement_for_Generic |
---|
| Xref_Identifiers_Enhancement_for_Generic |
---|
|
Xref Identifiers Enhancement for Generic SMF Info |
---|
This logic is applicable as of the EagleML November monthend 2015 release. NOTE: This enhancement is available only for the Generic SMF. Neither the MultiLeg SMF nor Underlying shell records are affected. |
The Generic SMF allows you to load as many xref identifiers as you want with your Generic SMF record along with 15 industry-standard identifiers (such as cusip, ticker, isin, etc)
These identifiers are loaded via the ADDSECMASTER stored procedure by a separate dynamic sql.
You can set them either as 15 standard Ids + 10 xref Ids (xId1..xId10) such as:
Code Block |
---|
|
<xId1>
<xId>TSTXREFID2_1</xId>
<xIdType>TSTXID1</xIdType>
</xId1> |
or as 15 standard Ids + unlimited xref Ids such as:
Code Block |
---|
|
<xId>
<xId>TSTXREFID1_1</xId>
<xIdType>TSTXID1</xIdType>
</xId> |
Expand |
---|
title | An example of Generic SMF utilizing this new logic (15 standard Ids + 20 xref Ids): |
---|
|
Code Block |
---|
| <EagleML xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="LoadReference" eaglemlVersion="2-0" actualBuild="1" xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
<referenceTransaction xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
<header>
<xId> <objectType>GenericSMF</objectType>
</header>
<xId>TSTXREFID1_3</xId> <genericSMF>
<sourceName>EAGLE PACE</sourceName>
<xIdType>TSTXID3</xIdType> <updateSource>MCADMIN</updateSource>
</xId> <effectiveDate>2014-09-30</effectiveDate>
<xId><primaryAssetId>CUSIP_ID1</primaryAssetId>
<primaryAssetType>CUSIP</primaryAssetType>
<xId>TSTXREFID1_4</xId> <altAssetIdAndType>
<xIdType>TSTXID4<<instrumentId>CINS_ID1</xIdType>instrumentId>
<<instrumentIdType>CINS</xId>instrumentIdType>
</altAssetIdAndType>
<xId> <issueName>TST 2010 1</issueName>
<xId>TSTXREFID1_5</xId> <ticker>TICKER_ID1</ticker>
<xIdType>TSTXID5</xIdType><cusip>CUSIP_ID1</cusip>
<cusipPay>CUSIP_PAY_ID1</cusipPay>
</xId> <cusipReceive>CUSIP_RECEIVE_ID1</cusipReceive>
<xId> <isin>ISIN_ID1</isin>
<xId>TSTXREFID1_6</xId><sedol>SEDOL_ID1</sedol>
<reuters>REUTERS_ID1</reuters>
<xIdType>TSTXID6</xIdType> <bloombergId>BBID_ID1</bloombergId>
</xId><sicovmId>SICOVM_ID1</sicovmId>
<valorenId>VALOREN_ID1</valorenId>
<xId> <cedel>CEDEL_ID1</cedel>
<xId>TSTXREFID1<internalId>INTERNAL_7<ID1</xId>internalId>
<cinsId>CINS_ID1</cinsId>
<xIdType>TSTXID7</xIdType> <uniqueProductId>UPI_ID1</uniqueProductId>
</xId><uniqueSwapId>USI_ID1</uniqueSwapId>
<xrefIdentifiers>
<xId>
<xId>TSTXREFID1_8<1</xId>
<xIdType>TSTXID8<<xIdType>TSTXID1</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_9<2</xId>
<xIdType>TSTXID9<<xIdType>TSTXID2</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_10<3</xId>
<xIdType>TSTXI10<<xIdType>TSTXID3</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_11<4</xId>
<xIdType>TSTXID11<<xIdType>TSTXID4</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_12<5</xId>
<xIdType>TSTXID12<<xIdType>TSTXID5</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_13<6</xId>
<xIdType>TSTXID13<<xIdType>TSTXID6</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_14<7</xId>
<xIdType>TSTXID14<<xIdType>TSTXID7</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_15<8</xId>
<xIdType>TSTXID15<<xIdType>TSTXID8</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_16<9</xId>
<xIdType>TSTXID16<<xIdType>TSTXID9</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_17<10</xId>
<xIdType>TSTXID17<<xIdType>TSTXI10</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_18<11</xId>
<xIdType>TSTXID18<<xIdType>TSTXID11</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_19<12</xId>
<xIdType>TSTXID19<<xIdType>TSTXID12</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_20<13</xId>
<xIdType>TSTXID20<<xIdType>TSTXID13</xIdType>
</xId>
</xrefIdentifiers> <xId>
<primaryExchangeCode>ALL</primaryExchangeCode> <xId>TSTXREFID1_14</xId>
<assetCurrency>USD</assetCurrency> <investmentType>FI</investmentType> <xIdType>TSTXID14</xIdType>
<processingSecurityType>DBFBFB</processingSecurityType> </genericSMF>xId>
</referenceTransaction>
</EagleML> |
|
Code Block |
---|
language | sql |
---|
title | and a sample DB request to check if the load has been successful: |
---|
collapse | true |
---|
|
select * from securitydbo.xreference
where security_alias in
(select security_alias from securitydbo.security_master
where primary_asset_id ='CUSIP_IDT1') |
You can switch to old logic by setting W_USEDYNAMIC_FOR_XREF= 'N' in the eagle_ml-2-0_cm_custom/w_config_custom.inc configuration file or by adding the EagleML/referenceTransaction/genericSMF/loadXrefOptions element to your incoming file (which has higher priority that global setting W_USEDYNAMIC_FOR_XREF) with 'LOAD_FIRST_10' value.
Expand |
---|
title | Details on the Old logic (click to expand) |
---|
|
The old logic involves the stored procedure in the load process, thus limiting your choice to only 10 xref identifiers. These are the first 10 non-empty identifiers as they are in the incoming message starting from industry standard identifiers such as cusip, ticker, isin, etc and then identifiers from xId1, xId2. If you are using October monthend 2015 EagleML release or earlier, please remember that this limitation is applied. Code Block |
---|
language | xml |
---|
title | See an example of Generic SMF designed to use old logic (15 standard Ids + 10 xref Ids (xId1..xId10) |
---|
collapse | true |
---|
| <EagleML xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="LoadReference" eaglemlVersion="2-0" actualBuild="1" xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
<referenceTransaction xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0"> <xId>
<xId>TSTXREFID1_15</xId>
<xIdType>TSTXID15</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_16</xId>
<xIdType>TSTXID16</xIdType>
</xId>
<xId>
<xId>TSTXREFID1_17</xId>
<xIdType>TSTXID17</xIdType>
</xId>
<header> <xId>
<objectType>GenericSMF</objectType> </header> <xId>TSTXREFID1_18</xId>
<genericSMF> <sourceName>EAGLE PACE</sourceName> <xIdType>TSTXID18</xIdType>
<updateSource>MCADMIN</updateSource> </xId>
<effectiveDate>2014-09-30</effectiveDate> <primaryAssetId>CUSIP_ID2</primaryAssetId>
<xId>
<primaryAssetType>CUSIP</primaryAssetType> <xId>TSTXREFID1_19</xId>
<altAssetIdAndType> <instrumentId>CINS_ID2<<xIdType>TSTXID19</instrumentId>xIdType>
<instrumentIdType>CINS<</instrumentIdType>xId>
</altAssetIdAndType> <xId>
<issueName>TST 2010 1</issueName> <xId>TSTXREFID1_20</xId>
<ticker>TICKER_ID2</ticker> <cusip>CUSIP_ID2</cusip> <xIdType>TSTXID20</xIdType>
<cusipPay>CUSIP_PAY_ID2</cusipPay> <cusipReceive>CUSIP_RECEIVE_ID2</cusipReceive></xId>
<isin>ISIN_ID2<</isin>xrefIdentifiers>
<sedol>SEDOL_ID2<<primaryExchangeCode>ALL</sedol>primaryExchangeCode>
<reuters>REUTERS_ID2<<assetCurrency>USD</reuters>assetCurrency>
<bloombergId>BBID_ID2<<investmentType>FI</bloombergId>investmentType>
<sicovmId>SICOVM_ID2<<processingSecurityType>DBFBFB</sicovmId>processingSecurityType>
<valorenId>VALOREN_ID2</valorenId></genericSMF>
<cedel>CEDEL_ID2</cedel>
<internalId>INTERNAL_ID2</internalId>
<cinsId>CINS_ID2</cinsId>
<uniqueProductId>UPI_ID2</uniqueProductId>
<uniqueSwapId>USI_ID2</uniqueSwapId>
<xrefIdentifiers>
<xId1>
<xId>TSTXREFID2_1</xId>
<xIdType>TSTXID1</xIdType>
</xId1>
<xId2>
</referenceTransaction>
</EagleML> |
|
Expand |
---|
title | and a sample DB request to check if the load has been successful: |
---|
|
Code Block |
---|
| select * from securitydbo.xreference
where security_alias in
(select security_alias from securitydbo.security_master
where primary_asset_id ='CUSIP_IDT1') |
|
You can switch to old logic by setting W_USEDYNAMIC_FOR_XREF= 'N' in the eagle_ml-2-0_cm_custom/w_config_custom.inc configuration file or by adding the EagleML/referenceTransaction/genericSMF/loadXrefOptions element to your incoming file (which has higher priority that global setting W_USEDYNAMIC_FOR_XREF) with 'LOAD_FIRST_10' value.
Expand |
---|
title | Details on the Old logic (click to expand) |
---|
|
The old logic involves the stored procedure in the load process, thus limiting your choice to only 10 xref identifiers. These are the first 10 non-empty identifiers as they are in the incoming message starting from industry standard identifiers such as cusip, ticker, isin, etc and then identifiers from xId1, xId2. If you are using October monthend 2015 EagleML release or earlier, please remember that this limitation is applied. Code Block |
---|
language | xml |
---|
title | See an example of Generic SMF designed to use old logic (15 standard Ids + 10 xref Ids (xId1..xId10) |
---|
collapse | true |
---|
| <EagleML xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="LoadReference" eaglemlVersion="2-0" actualBuild="1" xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
<referenceTransaction xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
<header>
<xId>TSTXREFID2_2</xId><objectType>GenericSMF</objectType>
</header>
<genericSMF>
<xIdType>TSTXID2</xIdType> <sourceName>EAGLE PACE</sourceName>
</xId2> <updateSource>MCADMIN</updateSource>
<xId3> <effectiveDate>2014-09-30</effectiveDate>
<primaryAssetId>CUSIP_ID2</primaryAssetId>
<xId>TSTXREFID2_3</xId> <primaryAssetType>CUSIP</primaryAssetType>
<xIdType>TSTXID3</xIdType><altAssetIdAndType>
<<instrumentId>CINS_ID2</xId3>instrumentId>
<xId4><instrumentIdType>CINS</instrumentIdType>
</altAssetIdAndType>
<xId>TSTXREFID2_4</xId> <issueName>TST 2010 1</issueName>
<xIdType>TSTXID4</xIdType> <ticker>TICKER_ID2</ticker>
<cusip>CUSIP_ID2</cusip>
</xId4> <cusipPay>CUSIP_PAY_ID2</cusipPay>
<xId5> <cusipReceive>CUSIP_RECEIVE_ID2</cusipReceive>
<xId>TSTXREFID2_5</xId><isin>ISIN_ID2</isin>
<sedol>SEDOL_ID2</sedol>
<xIdType>TSTXID5</xIdType> <reuters>REUTERS_ID2</reuters>
<<bloombergId>BBID_ID2</xId5>bloombergId>
<sicovmId>SICOVM_ID2</sicovmId>
<xId6> <valorenId>VALOREN_ID2</valorenId>
<xId>TSTXREFID2 <cedel>CEDEL_6</xId>ID2</cedel>
<internalId>INTERNAL_ID2</internalId>
<xIdType>TSTXID6</xIdType><cinsId>CINS_ID2</cinsId>
<uniqueProductId>UPI_ID2</uniqueProductId>
</xId6> <uniqueSwapId>USI_ID2</uniqueSwapId>
<xrefIdentifiers>
<xId7><xId1>
<xId>TSTXREFID2_7<1</xId>
<xIdType>TSTXID7<<xIdType>TSTXID1</xIdType>
</xId7>xId1>
<xId8><xId2>
<xId>TSTXREFID2_8<2</xId>
<xIdType>TSTXID8<<xIdType>TSTXID2</xIdType>
</xId8>xId2>
<xId9><xId3>
<xId>TSTXREFID2_9<3</xId>
<xIdType>TSTXID9<<xIdType>TSTXID3</xIdType>
</xId9>xId3>
<xId10><xId4>
<xId>TSTXREFID2_10<4</xId>
<xIdType>TSTXI10<<xIdType>TSTXID4</xIdType>
</xId10>xId4>
<xId5>
</xrefIdentifiers> <primaryExchangeCode>ALL</primaryExchangeCode><xId>TSTXREFID2_5</xId>
<assetCurrency>USD</assetCurrency><xIdType>TSTXID5</xIdType>
<investmentType>FI</investmentType></xId5>
<processingSecurityType>DBFBFB</processingSecurityType><xId6>
</genericSMF> </referenceTransaction>
</EagleML> <xId>TSTXREFID2_6</xId>
<xIdType>TSTXID6</xIdType>
</xId6>
<xId7>
<xId>TSTXREFID2_7</xId>
<xIdType>TSTXID7</xIdType>
</xId7>
<xId8>
<xId>TSTXREFID2_8</xId>
<xIdType>TSTXID8</xIdType>
</xId8>
<xId9>
<xId>TSTXREFID2_9</xId>
<xIdType>TSTXID9</xIdType>
</xId9>
<xId10>
<xId>TSTXREFID2_10</xId>
<xIdType>TSTXI10</xIdType>
</xId10>
</xrefIdentifiers>
<primaryExchangeCode>ALL</primaryExchangeCode>
<assetCurrency>USD</assetCurrency>
<investmentType>FI</investmentType>
<processingSecurityType>DBFBFB</processingSecurityType>
</genericSMF>
</referenceTransaction>
</EagleML> |
|
issueTaxType Processing
In case issueTaxType (SECURITYDBO.SECURITY_MASTER_DETAIL.ISSUE_TAX_TYPE) is not passed in incoming SMF message or passed value is not resolved in DB for SMF where securityProcressingType is one of: DBIBMU, DBFBIO, DBFBAL , DBFBCC , DBFBFB
– issueTaxType is set to ‘T’.
tag2301 Processing
If Processing Type (tag11) = OP then Synthetic Security Type (tag2301) is set to SYNCASHOPT.
For other values of Processing Type (tag11) Synthetic Security Type (tag2301) is set to SYNCASHFUT.
NG Logic
...