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.
NOTE: 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: |
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 |
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