Generic Entity Interface

The Index Toolkit requires each index to be set up as an entity with a unique ENTITY_ID. An index must be available as an entity before positions or performance can be loaded.

Most indexes must be set up with an ENTITY_TYPE of INDX.

When you load entities, be aware that the Toolkit assumes you are providing only gross total returns for securities in an index, and the Toolkit reports are designed to report on gross total returns for indexes in which you provide security level information.

You can, however, provide 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, without customizing the index feed, 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. Or you can provide a price return for one index entity and a Total return as a second index entity.

Interface Details

The standard Entity interface is a generic stream available in Message Center in the CSV or STAR formats:

• Eagle_Default_In_Csv_Entity
• Eagle_Default_In_Star_Entity

See the Supported Generic Interfaces V17 Wiki for more details.

Columns Used

The following table shows columns used by the Index Toolkit.