The Eagle ML/CSV stream procedure enables you to use the engines efficiently as all the securities/effective dates are grouped and not submitted individually. This procedure loads all of the overrides and then captures all the securities/effective dates of the overrides in a table. The system 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.
The end-of-file process to groups all the securities/effective dates and submit together was introduced in 2017 R2.27 via SDP-47038 and SDP 48490. Prior to 2017 R2.27, overrides are automatically processed individually for each override loaded.
There are two file ways in which RDC overrides can be loaded into the system:
EagleML interface – XML based interface allowing adding and ending of RDC Overrides.
CSV Interfaces – XML based interface allowing adding and ending of RDC Overrides.
Interfaces
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 | Security identifier type (CUSIP, ISIN, SEDOL) – Code Value. | INTERNAL |
Begin Date | Start date of the override | 20210320 |
End Date | Optional date to specify the end date of the override | |
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
The following table describes the 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 |
Flag to load Historical Overrides (Default 3 Months) | F9152 |
Star Interface
The following table describes the Star interface.
Message Stream: eagle_default_in_star_all | |
Field | Tag |
Function | 55 |
Mode | 991 |
Source Name | 1102 |
Primary Asset ID | 14 |
Primary Asset ID Type | 1432 |
Begin Date | 71 |
End Date | 73 |
Override Category Name | 11015 |
Override Status | 3623 |
New Value | 1771 |
Field ID | 4870 |
Field Description | 9122 |
Reason | 10497 |
Comments | 10498 |
Flag to load Historical Overrides(Default 3 Months) | 9152 |
For additional details see:
RDC Overrides Generic Interface
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>
For additional details see: Reference Element Override Object
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