Security Resolution - Warehouse Objects

Owned by Dmitry Donosiyan (Unlicensed)
Last updated: Oct 23, 2024 by Kinga Huszno
1 min read

Security resolution logic for warehouse objects is carried out within the stored procedure PACE_MASTERDBO.ESTAR_STD_INTERFACES.RETURN_XREF_SECALIAS_GEN 
The resolution of security is controlled by Batting Order. Batting Order works for Warehouse objects exactly in the same way as it does for for Reference objects.

Asset Resolution Options

Resolve Primary by Security Alias for Warehouse Trade Interface

  1. RESOLVE_PRIMARY is used to resolve primaryAssetId; this can be useful to validate securityAlias

<assetResolutionOption>RESOLVE_PRIMARY</assetResolutionOption>

  1. SKIP is used to use securityAlias passed from incoming data without resolution

<assetResolutionOption>SKIP</assetResolutionOption>

Both options allow to load trades via warehouseTrade object using only securityAlias.