DBFBFB | DBFBIO | DBFBPO | DBFBAL | DBFBCC |
EQCSCS | EQCSPF | EQCSPK | EQEQMF | EQRTXX |
EQWRXX | DBMFDD | FTXXXX | DBFLTP | DBIBFD |
DBIBPK | DBIBMU | DBIBMA | DBIBST | DBIVIV |
DBDCST | DBTATA | DBSTST | DBIBSB | DBAMTL |
FTXXXX | OPIRCA | OPIRFL | OPOPCR | OPOPSW |
OPOPDB | OPOPEQ | OPOPFB | OPOPCM | OPOPIX |
SWCDCO | SWLOCK | SWCOIR | SWCOIF | SWCOTR |
SWCOCR | SWLEAC | SWLEDB | SWLEIF | SWLXEQ |
For processing security types OPOPCR, OPOPSW, OPOPDB, OPOPEQ, OPOPFB, OPOPCM, and OPOPIX, use the BUY or WRITE event types (tag 55) for Opens.
For processing security type SWCDCO, use the CDSOPEN or BUY event type (tag 55) to open a Credit Default Swap lot.
For Total Return, Interest Rate, Currency Swaps, or Locks, use the OPENSWAP or BUY transaction type to open a new lot.
All trade transactions (excluding conversions) are loaded using the following streams:
- eagle_default_in_csv_trades
- eagle_default_in_star_trades
Sample STAR Data Record for Buy Trades
1163:ENTIYID:1432:CUSIP:14:55264TAC5:35:20040107:37:20040107:40:175000.000:41:175000.000:45:107.5625:88:BROKERCODE:15:L:11:FI:49:614.93:1897:1/7/2004:47:0.00:50:188849.31:91:1:165:188234.38:478:188849.31:761:2004632124:87:1:55:BUY:1898::1899::1900::1144:ISSUER_ID:1173:ISSUER_NAME:3715::2712::2819::965:~
Sample CSV Data Record for Buy Trades
F1163 | F1432 | F14 | F35 | F37 | F40 | F41 | F45 | F88 | F15 | F11 | F49 |
|---|---|---|---|---|---|---|---|---|---|---|---|
83F31F01 | CUSIP | 60374AWX3 | 20040105 | 20040108 | 10000 | 10000 | 111.237 | MIHA | L | FI | 93.06 |
83F31F02 | CUSIP | 60374AUW7 | 20040105 | 20040108 | 10000 | 10000 | 111.237 | MIHA | L | FI | 93.06 |
83F31F03 | CUSIP | 60374AWX3 | 20040105 | 20040108 | 10000 | 10000 | 111.237 | MIHA | L | FI | 93.06 |
F1897 | F1898 | F1899 | F1900 | F47 | F50 | F165 | F478 | F761 | F87 | F55 |
|---|---|---|---|---|---|---|---|---|---|---|
38108 | 0 | 0 | 0 | 0 | 11216.76 | 11123.7 | 11216.76 | 2004628477 | 1 | BUY |
38108 | 0 | 0 | 0 | 0 | 11216.76 | 11123.7 | 11216.76 | 2004628477 | 1 | BUY |
38108 | 0 | 0 | 0 | 0 | 11216.76 | 11123.7 | 11216.76 | 2004628477 | 1 | BUY |
F1184 | F1144 | F1173 | F3715 | F2712 | F2819 | F965 |
|---|---|---|---|---|---|---|
ISSUER_ID | ISSUER_NAME | |||||
ISSUER_ID | ISSUER_NAME | |||||
ISSUER_ID | ISSUER_NAME |
Data Table for Buy Trades
The following table describes the required and optional data fields for Buy Trades.
Tag # – Tag Name | Required/ Optional | Data Type | Value/Description of Field |
|---|---|---|---|
55 – Event Type | Required | CHAR | Defaults on panel. Used by message stream for identification of the event. Used for STAR processing. |
11 – Investment Type | Optional – defaults at panel level | CHAR (4) | FI or EQ. |
13 –Ticker | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (100) | Security ticker. |
14 – Primary Asset ID | Required | CHAR (100) | Security identifier. |
15 – Long/Short Indicator | Required | CHAR | L or S value. |
17 – Exchange | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (8) | Exchange on which security is listed |
25 – Event ID | Optional – for setting the Event ID | VARCHAR2(55) | Must be unique or is rejected. |
35 – Trade Date | Required | DATE | Date the trade executes. |
37 – Settle Date | Required | DATE | Date the trade is to settle, earnings to begin. |
38 – Maturity Date | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | DATE | Date on which security matures |
40 – Quantity/Current Face | Required | NUMBER(38,12) | Traded quantity. |
41 – Original Face | Required – on all MBS, TIPS, and SINK trades | NUMBER(38,12) | The ORIGINAL face of an asset-backed security trade. |
45 – Price | Required | DEC | Trade price. |
47 – Commission | Optional | MONEYL | Commission on trade. |
49 – Interest Traded | Required – Fixed Income trades only | MONEYL | PTD interest up to Settle Date minus one. |
50 – Net Amount Local | Required for all trades except Futures (PST = FTXXXX) | MONEYL | Principle + commission + interest traded. |
58 – Auto Settle Indicator | Optional | VARCHAR2 (2) | Valid values are Y – Yes and N – No. |
63 – Settlement Currency | Optional – defaults by security lookup. Can be overridden | CHAR (3) | Must be a valid currency code. |
64 – Settlement Net Amount | Conditionally Required – if setting Settlement Currency or the SMF setup has a different Settlement Currency, a value is required. | MONEYS | Settlement Amount = (Local Net Amount / Settlement FX Rates (local to settlement)) |
70 – Coupon | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | NUMBER (28,12) | Coupon |
82 – Security Type | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (15) | Used for Reporting |
85 – Asset Currency | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (30) | 3 Character Currency Code |
87 – FX Rates | Required | DEC | Divisor exchange rate. |
88 – Broker Code | Required | CHAR (20) | Executing broker code. |
91 – Factor | Required – on all MBS and SINK trades | NUMBER (28,12) | Current or trade factor. |
165 – Principle Amount | Required | MONEYL | Shares (current) x price x price multiplier. |
316 – Paying Leg Initial Cash Amount | Conditionally Required for Currency Swap legs when tag 3931 = SWLEAC and tag 4590 = P or R and tag 8554 from the SMF = Y | NUMBER (28,12) | Set both value for both legs equal to the value in tag 40 for the Pay leg. |
366 – Receiving Leg Initial Cash Amount | Conditionally Required for Currency Swap legs when tag 3931 = SWLEAC and tag 4590 = P or R and tag 8554 from the SMF = Y | DEC | Set both value for both legs equal to the value in tag 40 for the Receive leg. |
478 – Net Amount Base | Required | MONEYB | Net Amount Local / FX Rates. |
761 – Trade Ticket # | Conditionally Required – required for processing message stream cancels | VARCHAR2 (55) | Unique trade identifier. Must be the same for all legs of Swap open. |
844 – Term Loan Fee Income | Optional | MONEYL | Income associated with a term loan transaction |
846 – Term Loan Fee Expense | Optional | MONEYL | Expense associated with a term loan transaction |
1144 – Issuer ID | Optional | CHAR (20) | The issuer id. |
1163 – Entity ID | Required – either tag 1163 or tag 1164 must be sent | CHAR (8) | The entity identification code. |
1164 – Entity Name | Required – either tag 1163 or tag 1164 must be sent | CHAR (30) | The name of the portfolio/composite. |
1237 – Clearing Broker Code | Optional | VARCHAR2 (12) | The code assigned to the clearing broker. |
1432 – Primary Asset ID Type | Required | CHAR (30) | Security identifier type (CUSIP, ISIN, SEDOL) – Code Value. |
2862 – Event Sub Priority | Optional | INTEGER | A user-generated number used to determine the event sub-priority (after event sequence and corporate action sequence have been accounted for). |
1887 – User Char1 | Optional | VARCHAR2(255) | Maps to user_char1 field in Trades Trade. |
1888 – User Char2 | Optional | VARCHAR2(255) | Maps to user_char2 field in Trades Trade. |
1889 – User Char3 | Optional | VARCHAR2(255) | Maps to user_char3 field in Trades Trade. |
1890 – User Float1 | Optional | NUMBER(28,12) | Maps to user_float1 field in Trades Trade. |
1891 – User Float2 | Optional | NUMBER(28,12) | Maps to user_float2 field in Trades Trade. |
1892 – User Float3 | Optional | NUMBER(28,12) | Maps to user_float3 field in Trades Trade. |
1897 – Settlement Instructions 1 | Optional | CHAR | Settlement notes. |
1898 – Settlement Instructions 2 | Optional | CHAR | Settlement notes. |
1899 – Settlement Instructions 3 | Optional | CHAR | Settlement notes. |
1900 – Settlement Instructions 4 | Optional | CHAR | Settlement notes. |
3728 – FAS 115 Code | Optional | CHAR | Trade Category. Valid values: |
4483 – TIPS Index Ratio | Required – on all TIPS trades | DEC | Trade index ratio (daily value). |
10705 – Future Expense/Capitalize Flag | Required for futures without Variation Margin processing | VARCHAR2 (4) | Valid values: |
8078 – Federal Tax Withholding | Optional | MONEYB | Federal Tax Withholding tax amount local. |
8079 – State Tax Withholding | Optional | MONEYB | State Tax Withholding tax amount local. |
8317 – Paying Leg Forward Units | Conditionally Required for Currency Swap – tag 3931 = SWLEAC or tag 3931 = SWCOCR | DEC | Forward units associated with pay leg of a currency swap. Must be included on all three rows associated with a single currency swap transaction. |
8318 – Receiving Leg Forward Units | Conditionally Required for Currency Swap – tag 3931 = SWLEAC or tag 3931 = SWCOCR | DEC | Forward units associated with receive leg of a currency swap. Must be included on all three rows associated with a single currency swap transaction. |
2294 – Swap leg number | Optional | CHAR | The leg number of a multi leg swap, defaults to 1 if null. Used in Swap ID resolution. |
10485 – Pay/Receive Flag/Entry Method | Conditionally Required – tag 3931 = SWCOTR, SWCOIR, or SWCDCO | VARCHAR2 (4) | For processing security type SWCOTR, this is used to flag, whether or not the contract pays or receives the swap fee. Valid values: |
7510 – Swap Fee Local | Conditionally Required – tag 3931 = SWCOTR and tag 10485 = P or R | MONEYS | Must be included on contract level only (tag 4590 = C). For processing security type SWCOTR, this is the Swap Fee Local. |
4404 – Total Settlement Amount Local | Conditionally Required – tag 3931 = SWCDCO, SWCDCX, or SWCOIR and tag 10485 = S | MONEYS | The total settlement amount of the trade, including interest. |
1360 – TRR First Period Coupon Rate | Optional | NUMBER (28,12) | Override First Period Coupon Rate |
4411– TRR Swap Lot Level Dated Date | Optional | DATE | Override Dated Date |
3779 – Notional Amount | Conditional Required – tag 3931 = DBIBSB | DEC (8) | Linked to trade detail notional amount. |
1594 – Clean Price | Conditional Required – tag 3931 = DBIBSB | DEC (8) | Clean price for 1st leg sell buyback buy sellback. |
1595 – Underlying Accrued Interest | Conditional Required – tag 3931 = DBIBSB | MONEYL (2) | Collateral accrued interest local for sell buyback buy sellback. |
1579 – Haircut Percentage | Conditional Required – tag 3931 = DBIBSB | DEC (6) | Percentage to be applied to clean for sell buyback buy sellback. |
1580 – Haircut Flag | Conditional Required – tag 3931 = DBIBSB | CHAR | Multiply or divide clean price by haircut pct for sell buyback buy sellback. |
114 – Interest at Maturity | Conditional Required – tag 3931 = DBIBSB | MONEYL (2) | A temporary variable used in event processing. |
1600 – Forward Clean Price | Conditional Required – tag 3931 = DBIBSB | DEC (8) | Clean price for 2nd leg for sell buyback buy sellback. |
1601 – Underlying Accrued Interest At Maturity | Conditional Required – tag 3931 = DBIBSB | MONEYL (2) | Collateral accrued interest local at maturity for sell buyback buy sellback. |
1603 – Settle Amount At Maturity | Conditional Required – tag 3931 = DBIBSB | MONEYS (2) | Net settlement amount at maturity for sell buyback buy sellback. |
471 – Day Count Basis | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (20) | STAR day count basis for security processing |
668 – Issue Tax Type | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | VARCHAR2 (30) | Used for tax processing. |
961 – Issue Name | Available and conditionally required for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | VARCHAR2 (255) | Security name. |
962 – Issue Description | Available and conditionally required for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | VARCHAR2 (255) | Security description. |
1186 – Income Currency | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (3) | 3 Character Currency Code |
1348 – Underlying CUSIP | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (100) | Underlying identifier. |
1413 – Issuer ID | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (20) | ID of Issuer |
1418 – Issue Country | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (30) | Country Code |
1480 – Business Calendar Name | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | VARCHAR2 (10) | Business Calendar name to use for Business Day Convention processing. |
1523 – Interest Payment Timing | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (4) | Used to specify day of month for interest payment. Valid values: |
1536 – Business Day Convention | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (10) | Business Day Payment Convention. Valid values: |
1551 – Default Indicator | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR (2) | Y or N value indicates if security is in default |
1604 – Accrual Convention Offset Override | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR | Valid values: |
10536 – Country of Risk | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | VARCHAR2 (4) | ISO Country Code of Country of Risk |
10551 – Coupon Day of Month | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | VARCHAR2 (4) | Numerical Day of Month for Coupon |
11043 – Inactive Flag | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | VARCHAR2 (255) | Valid values are Y = Yes or N = No |
12008 – Amort Rule Type | Available for Buy Sellback/Sell Buyback trades only (tag 3931 = DBIBSB) | CHAR | Used as additional matching criteria for selecting amortization/accretion rule. |
11018 – Retro Indicator | Optional | CHAR | Indicator that a lot should run retro. |
9153 – Panel MC_MODE Option | Optional | CHAR | Defaults to MC_MODE. In MC mode, several tag validation/lookups are suppressed in the panel to improve processing throughput. You must view the rule to locate each case MC mode is used to bypass lookups and validations. |
5013 – MC_MODE override1 | Optional – applies only when Tag 9153 is set to MC_MODE | CHAR | Allows you to re-enable validations for certain tags when MC_MODE has been set and no validation/lookup would otherwise occur. |
5014 – MC_MODE override2 | Optional – applies only when Tag 9153 is set to MC_MODE | CHAR | Allows you to re-enable validations for certain tags when MC_MODE has been set and no validation/lookup would otherwise occur. |
4533 – Variation Margin | Optional - used for cleared swaps | VARCHAR2 (3) | Valid values: |
4350 – Variation Margin Rule | Optional - used for cleared swaps | INTEGER | Variation margin rule |
5027 – Cleared Security | Optional - used for cleared swaps | VARCHAR2 (1) | Cleared security |
| 12392 – Performance Effective Date | DATE | Performance effective date of cash flows. | |
| 5291 – Control Center Sub Message Type | CHAR | Control Center tag. | |
| 12872 – Delayed Settlement Date | DATE | Delayed settlement date of a transaction. | |
| 12871 – Trade Consolidation | CHAR | In-bound indicator for TBA trade consolidation. | |
| 26 – Target Event ID | Conditionally Required for asset-level ECL events | VARCHAR2 (55) | Event ID of the targeted transaction. |
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