The following sample records and data tables are described for Trades:
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Panels, binds, and stored procedures for the Trades stream are described in the following pages.
For more information about conversions, refer to the Conversion Trades section.
To review the results of processing trades in the database, you can use the Position Viewer application to submit a query to view the holdings and transactions for each entity processed. To access this tool from the Accounting Center window, click Reporting in the left navigation, and then double click Position Viewer.
About the Ruleset File
The Ruleset file for the stream routes incoming messages to the appropriate rule based on the value of the Event Type (tag 55) field.
The following table shows the event types and processing rules used by the ruleset file to route each type of trade to the proper processing rule.
Ruleset Filename | Event Type | Trade Type | Processing Rule |
|---|---|---|---|
csv /or/ star- | BUY CDSOPEN OPENSWAP SHORTSELL WRITE | Buy trade | csv /or/ star-buy.xml |
SELL CLOSESWAP BUYCVR | Sell trade | csv /or/ star-sell.xml | |
SPOT | Spot trade | csv /or/ star-fxspot.xml | |
TRADEFWD | Forward trade | csv /or/ star-fxfwd.xml | |
CANCEL CXL_ADJ_ECL_GROUP CXL_ADJ_ECL_ASSET CXL_ADJ_ECL_TRANSITION | Cancel trade | csv /or/ star-cancel.xml | |
CANCELCASH | Cancel cash trade | csv /or/ star-cancelcash.xml | |
MISCINC MISCEXP CONTRIBUTION WITHDRAWAL | Cash trade NOTE: for fields used for these events, refer to the Cash Default Message Stream and the data fields for miscellaneous cash transactions. | csv /or/ star-cash.xml | |
DEL | Deliver trade | csv /or/ star-deliver.xml | |
REC | Receive trade | csv /or/ star-receive.xml | |
EMAADJUST ECCONV EMAOPEN EMACLOSE | Equity Method of Accounting trade | csv /or/ star-equity.xml | |
CALLEXRST EXERCISE | Straight Through Options trade | csv /or/ str_options.xml | |
ADD_ECL_GROUP ADJ_ECL_ASSET ADJ_ECL_TRANSITION | Expected Credit Loss (ECL) trade | csv /or/ star-exp_cr_los.xml | |
LPCOMMIT LPCAP LPCLOSE LPOPEN LPCALL LPCASH | Capital Based Fund Investments trade | csv /or/ star-capfundinvestments.xml |
Entity ID Resolution (Using Tags 7233 and 7234)
This section describes guidelines for resolving the entity ID (tag 1163) when the entity ID is not available on the incoming message. You can resolve the entity using the Entity Xreference table or the Entity Bank Relationship table.
To resolve the entity using the Entity Xref table:
- Set tag 1081 = XREFERENCE.
- Set the Entity Xref ID (tag 7233) value to the entity xreference and Entity Xref ID Type (tag 7234) to the to the entity xreference type.
Control Validations (Using Tags 5013 and 5014)
You can control the validations and lookups for several types of trade messages by using the MC_MODE override1 (tag 5013) and MC_MODE override2 (tag 5014) switches. The fields are used by the Trades rules to override the default MC_MODE processing option when that option is enabled. When the Panel Option field (tag 9153) is set to MC_MODE, panel processing bypasses unnecessary lookups. MC_MODE option is enabled by default in the Trade streams, to reduce panel overhead and improve panel processing throughput.
The following trade messages use tags 5013 and 5014 to re-enable validations otherwise suppressed when the stream operates with MC_MODE enabled:Conversion trades, Buy Trades, Sell Trades, Receive Trades, and Deliver Trades.
MC_MODE override1 (tag 5013)
The following fields are re-enabled for validation when tag 5013 is set to Y:tags 4404, 165, 50, 4483, 41, 64, 40, 3747, 4597, 91,1603,11509, and 11508.
If tag 5013 is set to Y, ensure that you do not send in these related re-enabled tags used as part of panel calculation with a value of 0 (zero). Sending in those tags with a value of zero can cause downstream issues, such that these calculations do not trigger correctly. If you do not want to provide a value for those re-enabled tags, you can send in a null value or leave the tags off the data file.
MC_MODE override2 (tag 5014)
The following fields are re-enabled for validation when tag 5014 is set to Y:tags 87, 478, 963, 3746, 11572, 475, 5549, 971, 11516, 854, and 851.
If tag 5014 is set to Y, ensure that you do not send in these related re-enabled tags used as part of panel calculation with a value of 0 (zero). Sending in those tags with a value of zero can cause downstream issues, such that these calculations do not trigger correctly. If you do not want to provide a value for those re-enabled tags, you can send in a null value or leave the tags off the data file.
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