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In prior releases, Eagle ML/CSV streams were loading override data and submitting the event immediately for each override. This was using up all the rule engines and not using the engines efficiently as each override was using up a rule engine.

The procedure was changed to load all the overrides, capture all the securities/effective dates of those overrides in a table. The system then executes another procedure as an end-of-file process, groups all the securities/effective dates and then submits all the events as an end-of-file process. This allows you to use the engines efficiently as all the securities/effective dates are grouped and are not submitted individually.

There are two file ways in which RDC overrides can be loaded into the system:

  • EagleML interface – XML based interface allowing the Adding and Ending of RDC Overrides.

  • CSV Interfaces  – XML based interface allowing the Adding and Ending of RDC Overrides.

 The following table provides a subset list of the main fields and their usage.

Field

Description

Sample data

Mode

 ADD – Adds a new override

END – Ends an override.
If no end date is provide then the current (load) date is used.

ADD

Source Name

Should be set to EAGLE PACE

EAGLE PACE

Primary Asset ID

Additional lookups can be used including multiple XREFs – see XML and CSV sections

MCEQCSCSCSV01

Primary Asset ID Type

 

INTERNAL

Begin Date

Start date of the override

20210320

End Date

Optional date to specify the

Override Category Name

1. Security

2. Legal Entity Analytics

3. Analytics

4. Ratings

5. Variable Rates

6. 3rd Party Cash Flows

7. Prepayment Time Series

8. Legal Entity

9. Legal Entity Ratings

10. Legal Entity Relationships

11. Legal Entity Roles

12. Price

1

Override Status

  1. Overlay (Overwrite)

  2. Underlay (Default)

  3. Auto Expiring Overlay (Overwrite)

1

New Value

New value.

For Code value driven fields this should be the short code.

NASDAQ

Field ID

Optional internal Id for the field attribute.

Field Description

Name of the field attribute. If there are multiple fields with the same name then the ID must be provided.

Primary Exchange

Reason

Short code from the Code Values list: ISECSCRUBCODES

Missing

Comments

Free form text. Max 255 characters

Test comment

Field Description

Name of the field attribute. If there are multiple fields with the same name then the ID must be provided.

Primary Exchange

Reason

Short code from the Code Values list: ISECSCRUBCODES

Missing

Comments

Free form text. Max 255 characters

Test comment

CSV Interface

Message Stream: eagle_default_in_csv_all

Field

Tag

Function

F55

Mode

F991

Source Name

F1102

Primary Asset ID

F14

Primary Asset ID Type

F1432

Begin Date

F71

End Date

F73

Override Category Name

F11015

Override Status

F3623

New Value

F1771

Field ID

F4870

Field Description

F9122

Reason

F10497

Comments

F10498

EagleML

 

The following is an example of the EML file.

Field      EML Reference

              <?xml version="1.0" encoding="utf-8"?>

              <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0 " xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance " eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage">

                <referenceTransaction>

                  <header>

Mode          <action>ADD</action>

                    <objectType>ReferenceElementOverride</objectType>

              Function

Function                 <referenceElementOverride>

                    <objectType>ReferenceElementOverride</objectType>

                    <objectId>ReferenceElementOverride</objectId>

                    <objectDescription>OBJECT_DESCRIPTION</objectDescription>

                    <updateTimestamp>2021-03-04T13:16:14</updateTimestamp>

                    <skipIfExistFlag>Y</skipIfExistFlag>

Mode          <elementOverrideChangeType>ADD</elementOverrideChangeType>

Source Name           <sourceName>SOURCE_NAME</sourceName>

                    <updateSource>UPDATE_SOURCE</updateSource>

Primary Asset ID                    <primaryAssetId>T210A</primaryAssetId>

Primary Asset ID Type          <primaryAssetType>FWDXREF</primaryAssetType>

                    <assetResolutionOption>ASSET_RESOLUTION_OPTION</assetResolutionOption>

                    <battingOrder>BATTING_ORDER</battingOrder>

                    <overrideType>1</overrideType>

Field Description                   <overrideElementName>OVERRIDE_ELEMENT_NAME</overrideElementName>

New Value               <overrideValue>OVERRIDE_VALUE</overrideValue>

Begin Date               <startDate>2018-07-10</startDate>

End Date                  <endDate>2018-07-10</endDate>

Reason       <reasonCode>REASON_CODE</reasonCode>

Comments               <comments>COMMENTS</comments>

                    <allowHistoricalOverrides>Y</allowHistoricalOverrides>

                  </referenceElementOverride>

              </EagleML>

 

 

 

 

 

 

 

Message Stream: eagle_ml-2-0_default_in_xml_reference

Field

EML Reference

 

<?xml version="1.0" encoding="utf-8"?>

 

<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0 " xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance " eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage">

 

  <referenceTransaction>

 

    <header>

Mode

      <action>ADD</action>

 

      <objectType>ReferenceElementOverride</objectType>

 

Function

Function

    <referenceElementOverride>

 

      <objectType>ReferenceElementOverride</objectType>

 

      <objectId>ReferenceElementOverride</objectId>

 

      <objectDescription>OBJECT_DESCRIPTION</objectDescription>

 

      <updateTimestamp>2021-03-04T13:16:14</updateTimestamp>

 

      <skipIfExistFlag>Y</skipIfExistFlag>

Mode

      <elementOverrideChangeType>ADD</elementOverrideChangeType>

Source Name

      <sourceName>SOURCE_NAME</sourceName>

 

      <updateSource>UPDATE_SOURCE</updateSource>

Primary Asset ID

      <primaryAssetId>T210A</primaryAssetId>

Primary Asset ID Type

      <primaryAssetType>FWDXREF</primaryAssetType>

 

      <assetResolutionOption>ASSET_RESOLUTION_OPTION</assetResolutionOption>

 

      <battingOrder>BATTING_ORDER</battingOrder>

 

      <overrideType>1</overrideType>

Field Description

      <overrideElementName>OVERRIDE_ELEMENT_NAME</overrideElementName>

New Value

      <overrideValue>OVERRIDE_VALUE</overrideValue>

Begin Date

      <startDate>2018-07-10</startDate>

End Date

      <endDate>2018-07-10</endDate>

Reason

      <reasonCode>REASON_CODE</reasonCode>

Comments

      <comments>COMMENTS</comments>

 

      <allowHistoricalOverrides>Y</allowHistoricalOverrides>

 

    </referenceElementOverride>

 

</EagleML>

For information on the Reference Element Override EagleML object see:

 Reference Element Override Object

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