In prior releases, Eagle ML/CSV streams were loading override data and submitting the event immediately for each override. This was using up all the rule engines and not using the engines efficiently as each override was using up a rule engine.
The procedure was changed to load all the overrides, capture all the securities/effective dates of those overrides in a table. The system then executes another procedure as an end-of-file process, groups all the securities/effective dates and then submits all the events as an end-of-file process. This allows you to use the engines efficiently as all the securities/effective dates are grouped and are not submitted individually.
There are two file ways in which RDC overrides can be loaded into the system:
EagleML interface – XML based interface allowing the Adding and Ending of RDC Overrides.
CSV Interfaces – XML based interface allowing the Adding and Ending of RDC Overrides.
The following table provides a subset list of the main fields and their usage.
Field | Description | Sample data |
Mode | ADD – Adds a new override END – Ends an override. | ADD |
Source Name | Should be set to EAGLE PACE | EAGLE PACE |
Primary Asset ID | Additional lookups can be used including multiple XREFs – see XML and CSV sections | MCEQCSCSCSV01 |
Primary Asset ID Type |
| INTERNAL |
Begin Date | Start date of the override | 20210320 |
End Date | Optional date to specify the | |
Override Category Name | 1. Security 2. Legal Entity Analytics 3. Analytics 4. Ratings 5. Variable Rates 6. 3rd Party Cash Flows 7. Prepayment Time Series 8. Legal Entity 9. Legal Entity Ratings 10. Legal Entity Relationships 11. Legal Entity Roles 12. Price | 1 |
Override Status |
| 1 |
New Value | New value. For Code value driven fields this should be the short code. | NASDAQ |
Field ID | Optional internal Id for the field attribute. | |
Field Description | Name of the field attribute. If there are multiple fields with the same name then the ID must be provided. | Primary Exchange |
Reason | Short code from the Code Values list: ISECSCRUBCODES | Missing |
Comments | Free form text. Max 255 characters | Test comment |
Field Description | Name of the field attribute. If there are multiple fields with the same name then the ID must be provided. | Primary Exchange |
Reason | Short code from the Code Values list: ISECSCRUBCODES | Missing |
Comments | Free form text. Max 255 characters | Test comment |
CSV Interface
Message Stream: eagle_default_in_csv_all | |
Field | Tag |
Function | F55 |
Mode | F991 |
Source Name | F1102 |
Primary Asset ID | F14 |
Primary Asset ID Type | F1432 |
Begin Date | F71 |
End Date | F73 |
Override Category Name | F11015 |
Override Status | F3623 |
New Value | F1771 |
Field ID | F4870 |
Field Description | F9122 |
Reason | F10497 |
Comments | F10498 |
EagleML
The following is an example of the EML file.
Field EML Reference
<?xml version="1.0" encoding="utf-8"?>
<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0 " xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance " eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage">
<referenceTransaction>
<header>
Mode <action>ADD</action>
<objectType>ReferenceElementOverride</objectType>
Function
Function <referenceElementOverride>
<objectType>ReferenceElementOverride</objectType>
<objectId>ReferenceElementOverride</objectId>
<objectDescription>OBJECT_DESCRIPTION</objectDescription>
<updateTimestamp>2021-03-04T13:16:14</updateTimestamp>
<skipIfExistFlag>Y</skipIfExistFlag>
Mode <elementOverrideChangeType>ADD</elementOverrideChangeType>
Source Name <sourceName>SOURCE_NAME</sourceName>
<updateSource>UPDATE_SOURCE</updateSource>
Primary Asset ID <primaryAssetId>T210A</primaryAssetId>
Primary Asset ID Type <primaryAssetType>FWDXREF</primaryAssetType>
<assetResolutionOption>ASSET_RESOLUTION_OPTION</assetResolutionOption>
<battingOrder>BATTING_ORDER</battingOrder>
<overrideType>1</overrideType>
Field Description <overrideElementName>OVERRIDE_ELEMENT_NAME</overrideElementName>
New Value <overrideValue>OVERRIDE_VALUE</overrideValue>
Begin Date <startDate>2018-07-10</startDate>
End Date <endDate>2018-07-10</endDate>
Reason <reasonCode>REASON_CODE</reasonCode>
Comments <comments>COMMENTS</comments>
<allowHistoricalOverrides>Y</allowHistoricalOverrides>
</referenceElementOverride>
</EagleML>
Message Stream: eagle_ml-2-0_default_in_xml_reference | |
Field | EML Reference |
| <?xml version="1.0" encoding="utf-8"?> |
| <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0 " xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance " eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage"> |
| <referenceTransaction> |
| <header> |
Mode | <action>ADD</action> |
| <objectType>ReferenceElementOverride</objectType> |
| Function |
Function | <referenceElementOverride> |
| <objectType>ReferenceElementOverride</objectType> |
| <objectId>ReferenceElementOverride</objectId> |
| <objectDescription>OBJECT_DESCRIPTION</objectDescription> |
| <updateTimestamp>2021-03-04T13:16:14</updateTimestamp> |
| <skipIfExistFlag>Y</skipIfExistFlag> |
Mode | <elementOverrideChangeType>ADD</elementOverrideChangeType> |
Source Name | <sourceName>SOURCE_NAME</sourceName> |
| <updateSource>UPDATE_SOURCE</updateSource> |
Primary Asset ID | <primaryAssetId>T210A</primaryAssetId> |
Primary Asset ID Type | <primaryAssetType>FWDXREF</primaryAssetType> |
| <assetResolutionOption>ASSET_RESOLUTION_OPTION</assetResolutionOption> |
| <battingOrder>BATTING_ORDER</battingOrder> |
| <overrideType>1</overrideType> |
Field Description | <overrideElementName>OVERRIDE_ELEMENT_NAME</overrideElementName> |
New Value | <overrideValue>OVERRIDE_VALUE</overrideValue> |
Begin Date | <startDate>2018-07-10</startDate> |
End Date | <endDate>2018-07-10</endDate> |
Reason | <reasonCode>REASON_CODE</reasonCode> |
Comments | <comments>COMMENTS</comments> |
| <allowHistoricalOverrides>Y</allowHistoricalOverrides> |
| </referenceElementOverride> |
| </EagleML> |
For information on the Reference Element Override EagleML object see:
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