Complete this form for each index family you are requesting from RIMES or another data vendor to begin your discussions about the index data you need.
Required Data: Entity, Performance, Code Translations
1. Index Info. Complete the following table to provide information about each index in the index family you are requesting.
...
| Info |
|---|
By default, RIMES provides only gross total returns for securities in an index. Gross returns are not reduced for tax withholding. RIMES can support 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, 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. |
2. Performance Models and Index Loading Approach. Identify one or more performance models for which you require data for this index family, and the levels through which you require data. By default you receive the lowest level in each performance model selected.
Primary Asset ID Identifier: Equity and Fixed Income
CUSIP for USD and CAD; otherwise, SEDOL. In other cases, uses ISIN if no CUSIP or SEDOL available (Default)
Other
Primary Asset ID Identifier: Other Asset Type of :______________
-Identifier _________
For example, you identify Equities in Japan using Bloomberg identifier.
Additional Security Cross Reference Identifiers (Optional)
You can select one or more additional security identifiers in addition to CUSIP, SEDOL, ISIN, and any other Primary Asset ID you identify above.
...
Reuters
...
3. Performance Frequency. Identify the frequency at which you want to receive Performance data (weights and returns) for this index family.
You can select one or both options: Daily (default) or Monthly.
4. Performance History. Specify the performance history requirements for the index family. This includes Total level weights and returns and, optionally, sector level weights and returns. You can select one of the following:
From Requested Entity History Date and
...
ONgoing (Default) or Other (Describe start and end date)
| Info |
|---|
When requesting historical data from your vendor, be sure to confirm that this history is available and is covered within your licensing |
5. Performance Interface Source. Indicate whether to use the Toolkit source, use Eagle PACE, or identify an alternate source you want the data vendor to provide:
Performance Toolkit source: SRCPRF01 (Performance01)
If you are loading security level data for indexes and you maintain a single source for Performance data, Eagle recommends use of the Performance Toolkit source, Performance01.
EAGLE PACE (Eagle PACE)
If you are not loading security level data for indexes and you plan to have Eagle calculate monthly index returns by linking daily index returns you are loading, Eagle recommends using a source of Eagle PACE, which matches the source that Eagle Performance assigns when it commits calculated returns. Having the daily index returns and the monthly index returns share the same source facilitates use of mixed frequency linking.
Alternate Source: _______________________
If you are loading security level data for indexes and you maintain multiple sources for Performance data, you must take care to prevent RIMES from overwriting data from other feeds, and you may prefer an alternate source, such as RIMES.
...
6. Code Translation Data. By default, you receive Sector Code translations for sectors of the performance models selected above. You can prevent receipt of code translations if you do not need that data.
7. Number of Files Delivered. By default, you receive one set of files per index per business day. RIMES will provide the Custom File Delivery Agreement (CDFA) defining exact details of file delivery, including the number of files provided in total and naming conventions.
Optional Index Constituent Data and FX Rates: SMF, Holdings, FX Rate
8. Security and Holdings Data. Do you need security reference data and holdings for indexes associated with the Index Family?
- Yes. Need security level data for reference and positions.
SMF Source. If Yes, choose the type of source to use for security data. Indicate whether to use the default source or describe an alternate source you want the data vendor to provide. If you have multiple sources for SMF data, take care to prevent RIMES from overwriting data from other feeds. Eagle recommends use of the default source if you maintain a single source for SMF data. If you maintain multiple sources for SMF data, you may prefer a source such as RIMES.
Default Performance Toolkit source: SRCSEC01 (Security Master01).
Alternate Source
...
9. Security Identifiers for Resolution. If you are requesting security level data, provide the following information for identifying securities.
...
Integrating RIMES with an existing security master source or sources will require additional analysis and configuration.
...
Answers depend on the Eagle products you use and the data you currently have available. Consider your initial and ongoing reconciliation process that integrates with existing data in Eagle. For example, are you requesting SMF data that you plan to share with Eagle Accounting or with other indexes?
...
Primary Asset ID Identifier: Other Asset Type of :______________
-Identifier _________
For example, you identify Equities in Japan using Bloomberg identifier.
Additional Security Cross Reference Identifiers (Optional)
You can select one or more additional security identifiers in addition to CUSIP, SEDOL, ISIN, and any other Primary Asset ID you identify above.
...
Reuters
...
Valoren
...
10. Exchange Field. Select the exchange identifier you want to receive.
Blank (Default)
MIC
Other
...
11. Security Data Frequency. Identify the frequency at which you want to receive Security data for this index family. Choose one: Daily (Default) or Monthly.
12. Security and Holdings History. Specify the security and holdings history you require for each index constituent. By default, you receive history for the same time frame you selected for Performance History, or you can specify a different time frame. Choose one:
Use same period selected for Performance History (Default) or Other (Describe start and end date).
| Info |
|---|
| When requesting historical data from your vendor, be sure to confirm that this history is available and is covered within your licensing. |
13. Composite Security Loading. Specify whether you want composite security records loaded.
- Yes. When you request security history data, you also want to receive composite security records (Best of Breed data). This option is useful if you use Eagle Performance as your sole Eagle solution and do not have another method for creating composite security records.
- No. When you request security history data for indexes, you do not want to receive composite security records (Best of Breed data). You use Composite Security Engine (CSE) to create composite security records from multiple sources by applying user-defined composite rules, and do not want to have those records overwritten.
14. Securities Available to Eagle Accounting. Specify whether you want security data related to indexes available for use by Eagle Accounting. By default, RIMES sets a flag on security records that prevents Eagle Accounting from using the security data now or in the future. Options include:
- No. (Default) Security data is not available for use in Eagle Accounting.
- Yes. Security data is available for use in Eagle Accounting. (Eagle does not recommend this approach,)
15. Security Pricing Data. Indicate if you want to receive pricing data for securities related to this Index Family. Options include:
| Info |
|---|
| The Performance Toolkit does not use pricing data. |
Yes. Need Pricing data.
- If Yes, choose the type of source to use. Indicate whether to use the default source or describe an alternate source to use. If you have multiple sources for pricing data, take care to prevent RIMES from overwriting data from other feeds. Eagle recommends use of the default source if you maintain a single source for pricing data. If you maintain multiple sources for pricing data, you may prefer an alternate source.
- Default source: RIMES
- Alternate source (describe):
16. Security Pricing History. Specify the security pricing history you require. By default, you receive history for the same time frame selected for Security and Holdings History, or you can specify a different time frame.
- Use same period selected for Security and Holdings History (Default)
- Other (Describe start and end date):
17. FX Rate Information. Are you requesting FX rates for currency conversion?
Yes. Need FX rate data.
Rate Type. If Yes, specify the type of rates you want to receive. By default you receive the rates used to calculate the index performance. You can select an alternate type of rate. Choose one.
- Index Family FX Rate (Default)
- Alternate rate(s): of ________
FX Rate Source. If Yes, choose the type of source to use. Indicate whether to use the default source or describe an alternate source to use. If you have multiple sources for FX Rate data, take care to prevent RIMES from overwriting data from other feeds. Eagle recommends use of the default source if you maintain a single source for FX Rate data. If you maintain multiple sources for FX Rate data, you may prefer an alternate source. For example, you can request a source of RIMES or you can request a source based on time of day or index family.
- Default Performance Toolkit source: EAGLE PACE (Eagle PACE)
- Alternate source (describe): _______
18. FX History. Specify the FX history you require. By default, you receive FX history for the same time frame selected for Performance History, or you can specify a different time frame.
- Use same period selected for Performance History (Default)
- Other (Describe start and end date):____________
| Info |
|---|
| When requesting historical data from your vendor, be sure to confirm that this history is available and is covered within your licensing. |
Optional Fixed Income Data: Analytics, Yield Curve
19. Security Analytics Data. Do you need security analytics data, such as duration and yield?
...
20. Security Analytics History. Specify the history you require. By default, you receive history for the same time frame selected for Security and Holdings History, or you can specify a different time frame.
- Use same period selected for Security and Holdings History (Default)
- Other (Describe start and end date): ________
21.Yield Curve Data. Do you need yield curve data for use in Fixed Income Attribution?
Yes. Need Yield Curve data.
- Yield Curve Source. By default, RIMES provides a yield curve source of EAGLE PACE
(Eagle PACE). PACE requires this source in order to use yield curves with the Performance Toolkit 2.0.
- Yield Curve Type. If Yes, identify the type of yield curve data you need. For example, describe whether you need yield curve data for specific countries, currencies, or states.
22. Yield Curve History. Specify the history you require. By default, you receive history for the same time frame selected for Performance History, or you can specify a different time frame.
- Use same period selected for Performance History (Default)
- Other (Describe start and end date): ___________
...
10. Exchange Field
...