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The Security Price default message stream is used to load security prices to the PACE data warehouse.

Prices are loaded using the following streams:

  • eagle_default_in_csv_price
  • eagle_default_in_star_price

Sample records, required data fields, as well as panels, binds, and stored procedures for the Security Price stream are described in the following pages.

To review the results of processing in the database, use the List Issue Prices query under the Reference category in Eagle Accounting.

Resolve Security Alias for Security Price Stream

This section describes guidelines for resolving the security alias (tag 10) using the XREFERENCE table, for records processed by the Security Price default message stream.

To resolve security alias when using the Security Price default message stream:

  1. Use the tag series 7052 to 7080 to specify an ordered list of xreference ID and types to use for security resolution using the XREFERENCE table. The XREFERENCE table is not updated by the actions of this step. Security resolution is handled by a LOOKUP statement in the rule.

  2. Repeat the security lookup, if necessary, specifying several secondary fields that, when available, must also match to the XREFERENCE table information for successful security resolution, based on:
    - Asset Currency (tag 85)
    - Xref Exchange (tag 1981)
    - Inactive Flag (tag 11043)
    - Maturity Date (tag 38)

  3. If unresolved, use the Primary Asset ID (tag 14) to resolve the security.

For multi-leg swaps, you can use either of the following tag combinations for security resolution. Also, use tag 4590 (Swap Type) to indicate whether the price applies to the contract, pay leg, or receive leg. 

  • Tag 14 (Primary Asset ID) and tag 1432 (Primary Asset ID Type)
  • Tag 1233 (Xreference ID) and tag 1234 (Xreference ID Type)
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