Enhancements

SDP-73682 Cloud Workflow was updated to support additional resources in History Mode

The default Cloud Workflow eagle_wrf_cloud_extract was updated to support History Mode for the following resources:

• issueresg

• entitycharacteristic

• client

Files changed:
eagle_ml-2-0_workflows/eagle_wrf_cloud_extract.wrf
eis/ejmwf/eagle_wrf_cloud_extract.ejmwf

SDP-73457 EDS exchangeprice resource was enhanced to support specific flags for loading into Oracle

The EDS exchangeprice resource was enhanced to pass the following flags to the Stored Procedures:
excludePriceDemandFlag - in_process_switch
archiveFlag - in_arch
newsIndicator - in_news_indicator
commentsOverrideFlag - in_comments_override_flag
originalVendorSource - in_orig_vendor_source
extendedUpdate - in_extended_update

EDS exchangeprice resource was updated to allow the load of the additional element into the RULESDBO.PRICE_STATUS table:
referenceTransaction/exchangePrice/fairValueFactor

Files changed:
metadata/core/ontology/reference/exchangeprice-models.json
metadata/core/ontology/templates/eagle_ref_exchangeprice_insertupdate.txt

SDP-73312 Enabled case insensitivity for the historyOnlyFlag parameter

The Data Rules were updated to support the historyOnlyFlag parameter as case insensitive. Both low and upper cases are now supported:

Usage:

<taskParameter>
<name>historyOnlyFlag</name>
<value>y</value>
</taskParameter>

Files changed:

entityaccountingbasis-models.json
entitycharacteristic-models.json
codevalue-models.json
entitydetail-models.json
exchangeprice-models.json
genericca-models.json
genericentity-models.json
genericsmf-models.json
issueresg-models.json
issuerorganization-models.json
issuerregulatory-models.json
issuerrole-models.json
client-models.json

SDP-73148 Exchange Price load interface enhancement

The Exchange Price load interface now supports 8 more fields for the price status update:
CALCULATED_MEAN - Tag 11847 - EagleML/referenceTransaction/exchangePrice/calculatedMean
NAIC_PRICE - Tag 5591 - EagleML/referenceTransaction/exchangePrice/naicPrice
ASK_SCORE - Tag 18348 - EagleML/referenceTransaction/exchangePrice/bloombergAskPriceScore
BID_SCORE - Tag 18349 - EagleML/referenceTransaction/exchangePrice/bloombergBidPriceScore
MID_SCORE - Tag 18350 - EagleML/referenceTransaction/exchangePrice/bloombergMidPriceScore
PX_YEST - Tag 7728 - EagleML/referenceTransaction/exchangePrice/pxYest
PX_SETTLE - Tag 18443 - EagleML/referenceTransaction/exchangePrice/pxSettle
EXPENSE_RATIO - Tag 5583 - EagleML/referenceTransaction/exchangePrice/expenseRatio

Files changed:
eagle_default/in/xml/xml-ref_exchangeprice.xml

SDP-73059 The Mashup Logic was turned off for EDS Extracts in ASISCOPY mode

The Mashup Logic was turned off for 95 EDS Extracts in ASISCOPY mode. The ASISCOPY flag is set by default for EDS Extracts executed using the Cloud workflow and Conversion workflow as part of Eagle Vault pipeline.

Files changed:
eagleinvsys/etl/conversion_main.py
eagleinvsys/rdf_metadata/rdf_mashup.py

SDP-72534 EagleML Inbound - Added Support for the Securities Valuation Office - SVO Codes load interface

Added inbound support within EagleML for the Securities Valuation Office Codes defined as SVOCodes. The below elements can be sent in order to add or update NAIC SVO codes for smf.
<objectType>SVOCodes</objectType>

The interface has security resolution logic to find a security alias. The accountingValidationFlag to use the panels is not supported as codes are loaded directly.

All fields from SECURITYDBO.NAIC table are supported:
NAIC.NAIC_DATE - Tag 5890 - EagleML/referenceTransaction/svoCodes/naicDate
NAIC.NAIC_SYMBOL - Tag 5891 - EagleML/referenceTransaction/svoCodes/naicSymbol
NAIC.NAIC_SYMBOL2 - Tag 5892 - EagleML/referenceTransaction/svoCodes/naicSymbol2
NAIC.NAIC_SYMBOL3 - Tag 5893 - EagleML/referenceTransaction/svoCodes/naicSymbol3
NAIC.NAIC_MARKET_CODE - Tag 5856 - EagleML/referenceTransaction/svoCodes/naicMarketCode
NAIC.NAIC_RATE - Tag 5894 - EagleML/referenceTransaction/svoCodes/naicRate
NAIC.GROUP_CODE - Tag 5858 - EagleML/referenceTransaction/svoCodes/groupCode
NAIC.NAIC_CAP_STRUCTURE_CODE - Tag 16565 - EagleML/referenceTransaction/svoCodes/naicCapStructureCode

File added:
metadata/bind/eagleml_ref_svocodes.xml
eagle_default/in/xml/xml-ref_svocodes.xml

Files changed:
metadata/bind/eagleml_reference.xml
eagle_default/in/xml/xml-ref_objects.rsf

SDP-71928 Added forwardSecurityExists element

The EagleML Element forwardSecurityExists - Tag 675 is now included as part of the FXFWD Trade load within the eagle_ml-2-0_default_in_xml_acct_trades stream.
Files changed:
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/include/csv-fxfwd_columns.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/include/trade_aliases.inc

SDP-71182 Added support for the editsecmastermultilegswap panel in the SMF object

The edit panel multi leg swap panel (eagle/star/reference/pan-editsecmastermultilegswap.htm) was added to the multilegSMF processing. Previously, the pan-addsecmastermultilegswap.htm was being used replaced by the edit panel upon editing a swap smf.

Files changed:
eagle_default/in/xml/xml-smf_multileg_swap.xml

SDP-69235 Private Equity Panels Support has been added to the eagleml streams

Support has been added for the below panels which route to the eagle_ml-2-0_default_in_xml_acct_trades stream.

Additional values supported using the buySellIndicator (tag 55)
55 = LPOPEN → eagle/star/trade/pan-initialfunding.htm
55 = LPCOMMIT → eagle/star/trade/pan-capitalcall.htm
55 = LPCALL or LPCASH → eagle/star/trade/pan-callcashmulti.htm
55 = LPCAP or LPCLOSE → eagle/star/trade/pan-capitalization.htm

Elements added for loading:
EagleML/warehouseTransaction/warehouseTrade/recallableCapitalLocal - Tag 18390
EagleML/warehouseTransaction/warehouseTrade/recallableCapitalBase - Tag 18391
The rule file sets Tag 9153 to MC_MODE if F55 = LPCALL or LPCASH to interact with the eagle/star/trade/pan-callcashmulti.htm panel.

Elements added to the WRHSPENDINGTRADESEXTRACT, WRHSPOSITIONEXTRACT, WRHSOPENLOTEXTRACT and WRHSTRADEEXTRACT extracts:

Files changed:
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/include/csv-capfundinvestments_columns.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/include/csv-capfundinvestments_panels.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/include/trade_aliases.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_warehouse_openlot_streaming.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_warehouse_pending_trades_streaming.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_warehouse_position_streaming.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_warehouse_trade_streaming.inc

SDP-72927 The Record Count as part of EDS Extract filename

Now extract files for conversion workflow and for cloud extract workflow will have following structure:

@CORRID_ASISCOPY_@ExtractMode_@RECORDCOUNT_@FeedType_@DateStamp.@EXT

@CORRID_ASISCOPY_CONVERSION_

{from_effective_date or "START"}

{to_effective_date or "END"}

@RECORDCOUNT@FeedType_@DateStamp.@EXT

In addition JSON TSR from EDS service have attribute which represents number of records from source file name: ("control_record_count": 100)

{
"summary": {
"source":

{ "input_records": 100, "input_batches": 30, "control_record_count": 100 }

}
}

Production Bugs

SDP-73506 EDS processcenter resource was updated to support date filters

Additional filters, fromdate and todate, were added to the processcenter resource to support the data conversion process. These filters are required for the Conversion Workflow.

File changed:
metadata/core/ontology/reference/processcenter.json

SDP-72683 Batch Cancel Trades Lookup

The Cancel trades process was modified to correctly lookup up the batch identifier enabling trades being canceled to be use the Batch Identifier.

Files changed:
eagle_default/in/include/csv-cancel_columns.inc

SDP-68625 The EDS genericsmf resource was updated to support additional fields for load and extract

The metadata for genericsmf resource was enhanced for both database providers. Mapping was added or corrected for 228 fields.

Mapping for SOURCE_NAME and SOURCE_DATE was added for all tables in Snowflake.

The below 6 fields are now currently supported:

SECURITY_MASTER.ORIGINAL_STATUS - CHAR(1) - EagleML/referenceTransaction/genericSMF/originalStatus
EQUITY.TOTAL_CAP_ISSUE_DATE - DATE - EagleML/referenceTransaction/genericSMF/EquityModel/totalCapIssueDate
FIXED_INCOME.ACCR_ROUNDING_PRECISION - NUMBER(38,0) - EagleML/referenceTransaction/genericSMF/FixedIncomeModel/accrualRoundingPrecision
FIXED_INCOME.ACCR_ROUNDING_DIRECTION - VARCHAR2(8) - EagleML/referenceTransaction/genericSMF/FixedIncomeModel/accrualRoundingDirection
FIXED_INCOME.VARIABLE_RATE_FLAG - VARCHAR2(1) - EagleML/referenceTransaction/genericSMF/FixedIncomeModel/floatingPriceInstrumentIndicator
FIXED_INCOME.VARIABLE_RATE_SOURCE - CHAR(15) - EagleML/referenceTransaction/genericSMF/FixedIncomeModel/floatingPriceSource

Files changed:
metadata/core/ontology/reference/genericsmf.json
metadata/core/ontology/reference/genericsmf-models.json