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This section describes the Fixed Income Security Analytics data fields for loading the SECURITY_ANALYTICS_FI table. You can load any security type to this table if you assign meaningful definitions to the table field attributes to use for that security type.

Info
titleNote

Performance clients load analytics for fixed income securities to the SECURITY_ANALYTICS table and do not use this stream to load analytics.

To review the results of processing in the database, use the List Security Analytics Fixed Income query or Issue Viewer under the Reference category in Eagle Accounting.

The following table describes the required and optional data fields for the SECURITY_ANALYTICS_FI table.

Tag

Field Name

Required/ Optional

Data Type

Table Name

1076

Update Indicator. Must be Y or N.

Required

Y/N indicator used within message stream process. Valid values:
Y = Update
N = New Record
B = Both. Check for existing match. If found, update record; else insert.

n/a

55

Event type. Must be ADD_FI_ANALYTICS

Required

Used to route the message to update the SECURITY_ ANALYTICS_FI table.

n/a

1234

Xref type

Required

CHAR. Not stored with data.

n/a

1233

SECURITY_ALIAS

Required

RESOLVED. From lookup on tag 1233 (xref-id).

SECURITY_ANALYTICS_FI

1109

EFFECTIVE_DATE

Required

DATE.

SECURITY_ANALYTICS_FI

1102

SRC_INTFC_INST

Required

RESOLVED. From lookup on tag 1102 (Source Name).

SECURITY_ANALYTICS_FI

8723

PD1

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8724

PD2

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8725

PD3

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8726

PD5

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8727

PD10

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8728

PD20

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8729

PD30

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8730

VOLATILITY

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8731

YTW_CALLDATE

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8732

EFFECTIVE_DUR_DOLLARS

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8733

PRICE_PSA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8734

NOMINAL_CONVEXITY

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8735

PRICE_CPR

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8736

PRICE_SOURCE

Optional

CHAR (6)

SECURITY_ANALYTICS_FI

8737

PAY_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8738

FLUX_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8739

DELTA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8740

GAMMA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8741

THETA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8742

VEGA

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8743

UND_ASSET_CODE

Optional

CHAR (9)

SECURITY_ANALYTICS_FI

8744

USER_GROUP1

Optional

CHAR (4)

SECURITY_ANALYTICS_FI

8745

SCALE_FACTOR

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8746

USER_GROUP4

Optional

CHAR (4)

SECURITY_ANALYTICS_FI

8747

MATURE_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8748

WORST_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8749

NEXT_CALL_DATE

Optional

DATE

SECURITY_ANALYTICS_FI

8750

FI_DATE1

Optional

DATE

SECURITY_ANALYTICS_FI

8751

FI_DATE2

Optional

DATE

SECURITY_ANALYTICS_FI

8752

SA_FI_FLOAT1

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8753

SA_FI_FLOAT2

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8754

SA_FI_FLOAT3

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8755

SA_FI_FLOAT4

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8756

SA_FI_FLOAT5

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8757

SA_FI_FLOAT6

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8758

SA_FI_FLOAT7

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8759

SA_FI_FLOAT8

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8760

SA_FI_FLOAT9

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8761

SA_FI_FLOAT10

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8762

SA_FI_FLOAT11

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8763

SA_FI_FLOAT12

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8764

SA_FI_FLOAT13

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8765

SA_FI_FLOAT14

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8766

SA_FI_FLOAT15

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8767

SA_FI_FLOAT16

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

8768

SA_FI_FLOAT17

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

10537

YIELD_TO_WORST_PUT

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI

10540

EFFECTIVE_MODIFIED_DURATION

Optional

NUMBER (28,12)

SECURITY_ANALYTICS_FI