Time Series Fields

Time Series Fields

Time Series are custom field types you use to enhance the data which OLAP reports can deliver to the Data Mart. Times Series fields allow data to be calculated and displayed for results over time. In Times Series custom fields, data is calculated and displayed at the security level. For example, a report may be required to show the mean price of a security for the past 3 months from the date of the report effective date. Using Time Series fields, your company can report more meaningful data which previously was difficult to attain. Used with the Data Mart, times series data is calculated and stored in the Data Mart. This data is used by reporting. Reporting displays this data for use by reporting to display this data and calculates statistics based on the time series information. For example, using time series fields, you can report in the standard Deviation of maximum P/E ratios during the last year.

Time Series Fields Underlying Data Types

You can base Times Series fields on Holding and Security data. Security data includes Reference, Price, Ratings, and Analytics. You can also base Times Series fields on detailed calculation, and inference fields if those fields are based on holding and securities.

Times Series Fields, while based on these underlying data types, can be included within other custom fields. These custom fields include:

• Rollup

• Detail Calculation

• Inference

• Rollup Inference

• Rollup Calculation

Although a rollup can be based on a Times Series, Time Series cannot be based on a rollup.

For example, given monthly prices for the holdings of Port A below, the average price can be calculated for each holding during the 3 month period.