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EagleML Release Notes - March 2025

EagleML Release Notes - March 2025

Owned by Marieke Herrero
Mar 06, 2025
5 min read

Enhancements

SDP-84094 Added support for loading and extract for GenericIssueAnalytic elements

GenericIssueAnalytic now supports following elements for load - GenericIssueAnalytic and extract - GENISSUEANALYTICEXTRACT:

EagleML/referenceTransaction/genericIssueAnalytic/dv01Bid SECURITYDBO.SECURITY_ANALYTICS_FI.DV01_BID
EagleML/referenceTransaction/genericIssueAnalytic/dv01Ask SECURITYDBO.SECURITY_ANALYTICS_FI.DV01_ASK
EagleML/referenceTransaction/genericIssueAnalytic/dv01Mid SECURITYDBO.SECURITY_ANALYTICS_FI.DV01_MID
EagleML/referenceTransaction/genericIssueAnalytic/sdv01Bid SECURITYDBO.SECURITY_ANALYTICS_FI.SDV01_BID
EagleML/referenceTransaction/genericIssueAnalytic/sdv01Ask SECURITYDBO.SECURITY_ANALYTICS_FI.SDV01_ASK
EagleML/referenceTransaction/genericIssueAnalytic/sdv01Mid SECURITYDBO.SECURITY_ANALYTICS_FI.SDV01_MID
EagleML/referenceTransaction/genericIssueAnalytic/dv100Bid SECURITYDBO.SECURITY_ANALYTICS.FI.DV100_BID
EagleML/referenceTransaction/genericIssueAnalytic/dv100Ask SECURITYDBO.SECURITY_ANALYTICS_FI.DV100_ASK
EagleML/referenceTransaction/genericIssueAnalytic/dv100Mid SECURITYDBO.SECURITY_ANALYTICS_FI.DV100_MID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/timeValue SECURITYDBO.SECURITY_ANALYTICS_DERV.TIME_VALUE
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/deltaMid SECURITYDBO.SECURITY_ANALYTICS_DERV.DELTA_MID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/deltaBid SECURITYDBO.SECURITY_ANALYTICS_DERV.DELTA_BID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/deltaAsk SECURITYDBO.SECURITY_ANALYTICS_DERV.DELTA_ASK
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/deltaLast SECURITYDBO.SECURITY_ANALYTICS_DERV.DELTA_LAST
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/impliedVolatility SECURITYDBO.SECURITY_ANALYTICS_DERV.IMPLIED_VOLATILITY
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/impliedVolatilityMid SECURITYDBO.SECURITY_ANALYTICS_DERV.IMPLIED_VOLATILITY_MID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/impliedVolatilityLast SECURITYDBO.SECURITY_ANALYTICS_DERV.IMPLIED_VOLATILITY_LAST
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/impliedVolatilityBid SECURITYDBO.SECURITY_ANALYTICS_DERV.IMPLIED_VOLATILITY_BID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/impliedVolatilityAsk SECURITYDBO.SECURITY_ANALYTICS_DERV.IMPLIED_VOLATILITY_ASK
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/gammaBid SECURITYDBO.SECURITY_ANALYTICS_DERV.GAMMA_BID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/gammaAsk SECURITYDBO.SECURITY_ANALYTICS_DERV.GAMMA_ASK
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/gammaMid SECURITYDBO.SECURITY_ANALYTICS_DERV.GAMMA_MID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/gammaLast SECURITYDBO.SECURITY_ANALYTICS_DERV.GAMMA_LAST
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/intrinsicValue SECURITYDBO.SECURITY_ANALYTICS_DERV.INTRINSIC_VALUE
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/tradeMatchVolatilityPrice SECURITYDBO.SECURITY_ANALYTICS_DERV.TRADE_MATCH_VOL_PRICE
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/theoreticalValue SECURITYDBO.SECURITY_ANALYTICS_DERV.THEORETICAL_VALUE
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/optionUndNotionallRisk SECURITYDBO.SECURITY_ANALYTICS_DERV.OPTION_UNDL_NOTL_RISK
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/optionBeyRisk SECURITYDBO.SECURITY_ANALYTICS_DERV.OPTION_BEY_RISK
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/optionPointValue SECURITYDBO.SECURITY_ANALYTICS_DERV.OPTION_POINT_VALUE
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/daysToExpiration SECURITYDBO.SECURITY_ANALYTICS_DERV.DAYS_TO_EXPIRATION
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/ctdBeyRisk SECURITYDBO.SECURITY_ANALYTICS_DERV.CTD_BEY_RISK
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/financeRate SECURITYDBO.SECURITY_ANALYTICS_DERV.FINANCE_RATE
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/financeRateCurrency SECURITYDBO.SECURITY_ANALYTICS_DERV.FINANCE_RATE_CURRENCY
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/vegaBid SECURITYDBO.SECURITY_ANALYTICS_DERV.VEGA_BID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/vegaMid SECURITYDBO.SECURITY_ANALYTICS_DERV.VEGA_MID
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/vegaAsk SECURITYDBO.SECURITY_ANALYTICS_DERV.VEGA_ASK
EagleML/referenceTransaction/genericIssueAnalytic/analyticDervModel/vegaLast SECURITYDBO.SECURITY_ANALYTICS_DERV.VEGA_LAST

Files changed:
metadata/bind/eagleml_ref_genericissueanalytic.xml
eagle_default/in/xml/xml-ref_genericissueanalytic.xml
eagle_ml-2-0_cm/out/tagvalue/extract_generic_issue_analytic.inc
eagle_ml-2-0_cm/out/xml/t_generic_issue_analytic.xml
eagle_ml-2-0_cm/out/xml/t_generic_issue_analytic_streaming.inc

SDP-87957 EagleML update to support Conversion events for Single-Event Swaps on Inflation Linked and Interest Rate Swap Contracts

Conversion stream now supports conversion messages for a single event swap with 55 = CONVERSION
and <processingOptions>SINGLE_LEG_PANEL</processingOptions> (tag 17940 ) for MultipleLegAccountingTrade interface.

Files changed:
eagle_default/in/xml/include/multiplelegtrade_common_columns.inc
eagle_default/in/xml/xml-accttrade_singleleg.xml

SDP-90209 Accounting Trade processing for Caps & Floors Enhanced

The Accounting Trade inbound interface was updated to address an issue with security details lookup for OPIRCA (cap) and OPIRFL (floor) types. The change resolves missing tags required for the panel and engine processing are passed correctly.

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

SDP-90656 The rowCheckSum element removed from ontology files

The logic was improved to generate a rowCheckSum element in processing rules instead of using a hardcoded element in the ontology files.
The rowCheckSum element and the related mapping were removed from the {resource_name}-models.json files

Files changed:
src/eagleinvsys/rdf_metadata/rdf_meta_provider_utils.py
src/eagleinvsys/rdf_metadata/rdf_meta_utils.py
src/eagleinvsys/rdf_metadata/rdf_outflow.py
src/eagleinvsys/rdf_metadata/rdf_vocab.py
metadata/core/ontology/eagle-interfaces.json
metadata/core/ontology/eagle-vocab-base.json
metadata/core/ontology/eagledb-inventory.json

SDP-92135 EJM Process enhancement for "Underlying event failed" status

A code of Task Reported is enhanced and now sends 'UNDERLYING_FAILED' sub_status if main or child process was failed.

New logic works only if version of Eagle Core is 2.52 or higher.

Files changed:
eagle_ml-2-0_cm/out/xml/task_reporter.xml

SDP-92166 EagleML enhanced with new outbound interface LedgerAsOfMinAccountingDate

LedgerAsOfMinAccountingDate extract shows the earliest ledger entry changed for an Entity. 

Feed type: LEDGERASOFMINACCTDATEEXTRACT
The extract is available in MC and MC2.
Generic Extract workflow supports the extract.
Swagger supports the extract.
Supported filters: postdate, Entity filter limited to process center filter.
If postdate parameter is not passed, Process Center date is pulled. If empty - current date is used.
Entity filter should be used with entityselectiontype = ProcessCenter
Partitioning is supported.

RTR example:
<EagleML xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="RunTaskRequestSync" eaglemlType="RunTaskRequest" eaglemlVersion="2.0">
<header>
<messageId>CC59ADD40E1E069</messageId>
<sentBy><http://www.client.com</sentBy>>
<sendTo><http://www.eagleinvsys.com/eagle\_ml-2-0\_default\_cm\_control\_message</sendTo>>
<replyTo>http://www.client.com/Eagle Control Messages</replyTo>
</header>
<taskIdentifier>
<correlationId>LEDGERASOFMINACCTDATEEXTRACT\_\{GUID\}</correlationId>
<businessTaskId>LEDGERASOFMINACCTDATEEXTRACT</businessTaskId>
</taskIdentifier>
<taskTypeEnum>LOAD</taskTypeEnum>
<taskParameters>
<taskParameter>
<name>ActionType</name>
<dataType>S</dataType>
<value>EXTRACT</value>
</taskParameter>
<taskParameter>
<name>StreamName</name>
<dataType>S</dataType>
<value>eagle\_ml-2-0\_default\_out\_q</value>
</taskParameter>
<taskParameter>
<name>FeedType</name>
<dataType>S</dataType>
<value>LEDGERASOFMINACCTDATEEXTRACT</value>
</taskParameter>
<taskParameter>
<name>entityselectiontype</name>
<dataType>S</dataType>
<value>ProcessCenter</value>
</taskParameter>
<taskParameter>
<name>entityselectionvalue</name>
<dataType>S</dataType>
<value>ST</value>
</taskParameter>
<taskParameter>
<name>postdate</name>
<dataType>S</dataType>
<value>2024-12-23</value>
</taskParameter>
</taskParameters>
</EagleML>

Files added:
eagle_ml-2-0_cm/out/tagvalue/extract_acct_ledger_asof_min_acct_date.inc
eagle_ml-2-0_cm/out/tagvalue/extract_acct_ledger_asof_min_acct_date.xml
eagle_ml-2-0_cm/out/xml/t_acct_ledger_asof_min_acct_date_streaming.inc
eagle_ml-2-0_cm/out/xml/t_acct_ledger_asof_min_acct_date_streaming.xml
eagle_ml-2-0_cm/out/xml/extract_service_acct_ledger_asof_min_acct_date.xml

Files changed:
eagle_ml-2-0_cm/out/tagvalue/extracts.rsf
eagle_ml-2-0_cm/out/xml/extract_service.rsf
eagle_ml-2-0_cm/out/xml/extract_service_start.inc
eagle_ml-2-0_cm/out/xml/t_eagleml-2-0_out_extract_service.rsf
eagle_ml-2-0_cm/out/xml/t_eagleml-2-0_streaming.rsf
eagle_ml-2-0_cm/w_config.inc
dynamic/eagleml/swagger/swagger-extracts.json
eagle_ml-2-0_workflows/eagle_wrf_generic_extract.wrf
eagle_ml-2-0_workflows/eagle_wrf_generic_extract_accounting_objects.wrf

SDP-92226 Data Rules inMarket: asiscopy extract with distribution

On asiscopy extracts with distribution profile - file will be created on local filesystem with UUID prefix
Path: data/mc2/cmw/

This file will be distributed to Azure.

SDP-93148 Additional Extension Fields for DAC

  1. SETTLEMENT_TYPE field was supported for PRICE_EXCHANGE_ARCH table

  2. UPDATE_SOURCE column was added to SECURITYDBO.SECTOR_DETAIL (genericsmf)

  3. UPDATE_SOURCE column was added to SECURITYDBO.SECTOR_DETAIL_HIST (genericsmf)

  4. cancelInd element was added to the ontology of the genericsmf and corresponding column CANCEL_IND was added to SECURITYDBO.SECTOR_HIST

SDP-93269 EagleML EntityToComposite Inbound Interface Modified to support custom Entity Subtype

The EagleML entityToComposite object was modified to address records that were incorrectly rejected with this error. “More than one record exist in RULESDBO.ENTITY_DETAIL table with such key as entity_id, entity_detail_id.”

File changed:
eagle_default/in/xml/xml-ent_entitytocomposite.xml

SDP-93370 Data Rules genericsmf resource was updated to support new fields

Genericsmf resource was updated to support the load and the extract for additional composite and history fields.

Database Field Canonical Element
SECURITYDBO.MBS.ORIG_CREDIT_SUPPORT originationOvercollateralPercentage
SECURITYDBO.MBS.IO_FULL_ORIG originationBalloonPaymentPercentage
SECURITYDBO.MBS.MTG_CURR_DEAL_OVER_COLLAT currentOvercollateralPercentage
SECURITYDBO.MUNI.MUNI_ISSUE_TYP muniIssueType
SECURITYDBO.DERIVATIVES_EXT.FUT_DLV_DT_LAST futuresLastDeliveryDate

Files Changed:
eagle-vocab-sec-shared.json
eagle-vocab-definition-sec-shared.json
genericsmf-models.json

SDP-93373 The warehouseposition and warehouseopenlot resources were updated to support a few missing fields

The warehouseposition and warehouseopenlot resources has been enhanced to support additional fields for both database providers for load and extract. The mapping was implemented for missing canonical elements.

warehouseposition :

Database Field Canonical Element

HOLDINGDBO.POSITION_COST_DETAIL.LP_INCOME_LOCAL lpIncomeLocal
HOLDINGDBO.POSITION_COST_DETAIL.LP_INCOME_BASE lpIncomeBase
HOLDINGDBO.POSITION_COST_DETAIL.LP_EXPENSE_LOCAL lpExpenseLocal
HOLDINGDBO.POSITION_COST_DETAIL.LP_EXPENSE_BASE lpExpenseBase

warehouseopenlot :

Database Field Canonical Element

HOLDINGDBO.POSITION_COST_LOT.LP_INCOME_LOCAL lpIncomeLocal
HOLDINGDBO.POSITION_COST_LOT.LP_INCOME_BASE lpIncomeBase
HOLDINGDBO.POSITION_COST_LOT.LP_EXPENSE_LOCAL lpExpenseLocal
HOLDINGDBO.POSITION_COST_LOT.LP_EXPENSE_BASE lpExpenseBase

Files Changed:
warehouseposition-models.json
warehouseopenlot-models.json

SDP-93423 Data Rules settledcashactivity resource was enhanced

Added mapping for the following field:
ESTAR.ESTAR_SETTLED_CASH_ACTIVITY.TD_SD_FX_GAIN_LOSS_ACCOUNT - tradeDtSettledDtFXGainLossAccount

Files changed:
metadata/core/ontology/accounting/settledcashactivity-models.json
metadata/core/ontology/definition/eagle-vocab-definition-acc-shared.json
metadata/core/ontology/eagle-vocab-acc-shared.json

SDP-94102 Fields were removed from the ontology

The following fields have been removed from the ontology to ensure it is in sync with the Oracle Database:

genericsmf:
SECURITYDBO.FIXED_INCOME_HIST.ACCR_ROUNDING_DIRECTION
SECURITYDBO.FIXED_INCOME_HIST.ACCR_ROUNDING_PRECISION
SECURITYDBO.SECMASTER_DETAIL_EXT.FUND_STRATEGY
SECURITYDBO.SECMASTER_DETAIL_EXT_HIST.FUND_STRATEGY

genericca:
TRADESDBO.CORP_ACT_ANNOUNCEMENT_HIST.BYPASS_SINK_CHECK,
TRADESDBO.CORP_ACT_ANNOUNCEMENT_HIST.MAKE_WHOLE_CALLED
TRADESDBO.CORP_ACT_ANNOUNCEMENT_HIST.PAYDOWN_TRADE_FLAT
TRADESDBO.CORP_ACT_ANNOUNCEMENT_HIST.CP_STOCK_OPTION
TRADESDBO.CORP_ACT_HIST.CP_STOCK_OPTION

warehouseperformance:
PERFORMDBO.PERF_SEC_RETURNS.ISS_NAME

warehousetrade:
TRADESDBO.TRADE.TARGET_ORIG_EVENT_ID

warehouseopenlot:
HOLDINGDBO.LOT_LEVEL_POSITION.BOOK_VALUE_BASE

genericentity:
RULESDBO.ENTITY_EXTENSION_DETAIL.UPD_USER
RULESDBO.ENTITY_EXTENSION_DETAIL.UPD_DATE
RULESDBO.ENTITY_EXTENSION_DETAIL_HIST.UPD_USER
RULESDBO.ENTITY_EXTENSION_DETAIL_HIST.UPD_DATE
RULESDBO.ENTITY_EXTENSION_DETAIL_HIST.MF_PARENT_ID
RULESDBO.ENTITY_STAR_PROCESSING.ENTITY_RECOUP_ELECT
RULESDBO.ENTITY_STAR_PROCESSING.EXPENSE_REIMBURSE_RECOUPMENT
RULESDBO.ENTITY_STAR_PROCESSING.RECOUPMENT_RANGE
RULESDBO.ENTITY_STAR_PROCESSING.RECOUPMENT_YEARS
RULESDBO.ENTITY_STAR_PROCESSING_HIST.ENTITY_RECOUP_ELECT
RULESDBO.ENTITY_STAR_PROCESSING_HIST.EXPENSE_REIMBURSE_RECOUPMENT
RULESDBO.ENTITY_STAR_PROCESSING_HIST.RECOUPMENT_RANGE
RULESDBO.ENTITY_STAR_PROCESSING_HIST.RECOUPMENT_YEARS

warehouseposition:
HOLDINGDBO.POSITION_DETAIL_ANL.MARKET_PRICE

issuerorganization:
SECURITYDBO.ISSUER_ORGANIZATION.GICS_INDUSTRY_GROUP_NAME
SECURITYDBO.ISSUER_ORGANIZATION.GICS_INDUSTRY_NAME
SECURITYDBO.ISSUER_ORGANIZATION.GICS_SECTOR_NAME
SECURITYDBO.ISSUER_ORGANIZATION.GICS_SUB_INUDSTRY_NAME
SECURITYDBO.ISSUER_ORGANIZATION\_HIST.GICS_INDUSTRY_GROUP_NAME
SECURITYDBO.ISSUER_ORGANIZATION\_HIST.GICS_INDUSTRY_NAME
SECURITYDBO.ISSUER_ORGANIZATION\_HIST.GICS_SECTOR_NAME
SECURITYDBO.ISSUER_ORGANIZATION\_HIST.GICS_SUB_INUDSTRY_NAME

entityliquidity:
RULESDBO.ENTITY_LIQUIDITY.HIGHLY_LIQ_INV_MIN

Files changed:

metadata/core/ontology/entity/entityliquidity-models.json
metadata/core/ontology/entity/genericentity-models.json
metadata/core/ontology/reference/genericca-models.json
metadata/core/ontology/reference/genericcadetail-models.json
metadata/core/ontology/reference/genericcaextension-models.json
metadata/core/ontology/reference/genericsmf-models.json
metadata/core/ontology/reference/issuerorganization-models.json
metadata/core/ontology/reference/multilegca-models.json
metadata/core/ontology/warehouse/warehouseopenlot-models.json
metadata/core/ontology/warehouse/warehouseperformance-models.json
metadata/core/ontology/warehouse/warehouseposition-models.json
metadata/core/ontology/warehouse/warehousetrade-models.json
metadata/core/ontology/definition/eagle-vocab-definition-ca-shared.json
metadata/core/ontology/definition/eagle-vocab-definition-entity-shared.json
metadata/core/ontology/definition/eagle-vocab-definition-sec-shared.json
metadata/core/ontology/eagle-vocab-ca-shared.json
metadata/core/ontology/eagle-vocab-entity-shared.json
metadata/core/ontology/eagle-vocab-sec-shared.json

SDP-94920 Data Rules sources resource was updated to support new field

Database Field Canonical Element
PACE\_MASTERDBO.INTERFACES.SOURCE\_CATEGORIZATION sourceCategorization

The sourceCategorization field is not processed by the PACE_MASTER.ESTAR_PACE.INSERT_UPDATE_SOURCE_INFO procedure in Oracle, meaning it is not inserted, validated, or stored in the database. As a result, its length does not trigger any errors, and the field remains NULL. This behavior suggests that the field is irrelevant for Oracle unless it is intended to be handled by the procedure.

Files Changed:
eagle-vocab-ref.json
eagle-vocab-definition-ref.json
sources-models.json

Production Bugs

SDP-90719 EagleML Composite Entity inbound interface updated not to populate Entity Process Center

Entity Process Center was populated along with CC Process Center. The issue is resolved. This fix is dependent on a change in Eagle core version 2017 R2.52 and higher versions.

If it’s required to apply the fix on earlier versions, local fix package is prepared and attached to the Jira Item: LocalFix_SDP-90719.zip
It can be installed via IWS or MCE.

Files changed:
dynamic/msgcenter/eagle_default/in/xml/xml-ent_entitycomposite.xml
dynamic/dat/eagle/star/account/lb_pan-chgentity-c.htm

SDP-91495 Fixed empty value for insecure argument in FTP/SFTP commands

Resolved an issue with downloading files from the Eagle Access SFTP using EJM.

SDP-91674 MultilegSMF fixed to load Issue name in noLoadValidationMode

Issue name for contract leg now can be loaded in noLoadValidationMode. Also, xreferences uniqueSwapId and uniqueProductId was refactored so they can be used in security resolution.

Files changed:
eagle_default/in/xml/xml-smf_multileg_swap.xml
eagle_default/in/xml/include/contract_leg_alliases.inc

SDP-91920 Wait For Loopbacks tag 11710 supported

Accounting Future (FTXXXX) Trades enhanced to pass tag 11710 with a value of 'WAITFORCHILDREN' to following panels:

eagle/star/trade/pan-futureopen.htm,
eagle/star/trade/pan-futureclose.htm,
eagle/star/trade/pan-cxltrade.htm,
eagle/star/trade/pan-qbatchcancelquery.htm,
eagle/star/trade/pan-futurewvariationmargin.htm.

Files changed:
eagle_default/in/include/csv-buy_columns.inc
eagle_default/in/include/csv-buy_panels.inc
eagle_default/in/include/csv-cancel_columns.inc
eagle_default/in/include/csv-cancel_panels.inc
eagle_default/in/include/csv-sell_columns.inc
eagle_default/in/include/csv-sell_panels.inc

SDP-92670 Extended Length of the Entity xreference is Updated to 50

Query for entity resolution was corrected. The length of the parameter for the entity id is now set to 50, which is the max allowed length of field RULESDBO.ENTITY_XREFERENCE.XREF_ACCOUNT_ID

Files changed:
eagle_ml-2-0_cm/extract_filter_entity_resolution_v2.inc

SDP-93643 Fixed Execution of Stored Procedures used in Custom Extracts

Processing of REF CURSOR parameter was enhanced to fix the error 'procedure has no REF CURSOR parameter'.

Files changed:
dbdescriptor.py