EagleML Release Notes - October 2020

Owned by Olga Galis (Deactivated)
Oct 20, 2020
6 min read

Enhancements:

SDP-42297: Warehouse Trade Outbound interface was enhanced to support additional elements

The Warehouse Trade Extract, WRHSTRADEEXTRACT, was enhanced to support new elements. There are no additional parameters required:

XMLPath:
warehouseTransaction/warehouseTrade/recPayAcctSecondary
warehouseTransaction/warehouseTrade/recPayAcct2Secondary
warehouseTransaction/warehouseTrade/nonCreditLedgerDebit
warehouseTransaction/warehouseTrade/nonCreditLedgerCredit
warehouseTransaction/warehouseTrade/ociLedgerDebit
warehouseTransaction/warehouseTrade/ociLedgerCredit
warehouseTransaction/warehouseTrade/fxImpairLedgerDebit
warehouseTransaction/warehouseTrade/fxImpairLedgerCredit
warehouseTransaction/warehouseTrade/breakageAmountLocal
warehouseTransaction/warehouseTrade/breakageAmountBase
warehouseTransaction/warehouseTrade/impairReasonCode

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

SDP-41698: The Pricing Report Extract logic was adjusted to retrieve the marketDate and marketDaysStale values correctly

The ability to retrieve the Market Date from a secondary table and calculate the Market Days Stale via RTR when the UsePriceExchangeMarketDateSource set to Y was improved to adjust the logic. The change supports additional scenarios that include copying over prices from a prior day and manual entries that do not composite the market date on the main pricing table when the key is unchanged.

The following changes were included:

  1. Revised the retrieval of the Market Date:

Revised the Market Date logic to incorporate support and evaluate based upon the PRIOR_BEST_INDICATOR. When the PRIOR_BEST_INDICATOR has a value of Y in the PRICE_RULE_SECURITIES table or when the PRIOR_BEST_INDICATOR is null and the PRICE_EXCHANGE.MARKET_DATE is null, then the PRICE_RULE_SECURITIES.MARKET_DATE value and the Market Days Stale is retrieved from the PRICE_RULE_SECURITIES.MARKET_DAYS_STALE as well. If the PRICE_EXCHANGE.MARKET_DATE is populated, then it is used to reflect the Market Date value and the Market Days Stale is also calculated using the PRICE_EXCHANGE.MARKET_DATE.

Beyond the logical changes above, the formatting and calculation for the Market Days Stale were revised:

  1. Modified the Market Days Stale applying the revised Market Date logic and date calculation and formatting to YYYY-MM-DD.

  2. The calculated Market Days Stale uses the revised Market Date excluding weekend days.

File changed:
eagle_ml-2-0_cm/out/tagvalue/extract_pricing_report.inc

SDP-41423: WRHSPERFORMANCEEXTRACT functionality was corrected for portfolios with partition > 1

The new field STRATEGY_DETAIL_ID was added to the following tables: PERFORMDBO.PERF_SEC_RETURNS and PERFORMDBO.PERFSEC_RETURNS_EXT.

As a result, these fields were automatically added into the Warehouse Performance Extract with the same name, therefore raising the Error: Data query is not executed. ErrorCode: -2. ErrorMessage: ORA-00918: column ambiguously defined.

To resolve this issue, the fields are now part of SQL extract with a different prefixes - PSR_STRATEGY_DETAIL_ID and PSRE_STRATEGY_DETAIL_ID.

Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_warehouse_performance.inc

SDP-41339: Issuer Organization Inbound interface was updated to support the new table SECURITYDBO.ISSUER_SECTOR_DETAIL

The Issuer Organization Inbound interface was updated to support the insert and update into the SECURITYDBO.ISSUER_SECTOR_DETAIL database table.

Both the Accounting and Stored Procedure modes were updated. All fields are supported as part of IssuerSector.model.

XMLPath examples:
EagleML/referenceTransaction/issuerOrganization/russellGlobal
EagleML/referenceTransaction/issuerOrganization/standardSicIndustrySource

Files changed:
metadata/bind/eagleml_ref_issuerorganization.xml
eagle_default/in/xml/xml-ref_issuerorganization.xml

SDP-41279: The editcheck was updated to raise the error instead of warning in case of a currency update of SMF held in a portfolio

If the Accounting Trade was processed and Eagle STAR Accounting Position exists for the Security record, then the fields: Asset Currency/tag85, Processing Security Type/tag3931, Quantity Type/tag12, Price Multiplier/tag18 and Quantity Scale/tag19 will not be updated for this Security.
The error will be returned indicating that the fields are locked due to an existing Star Position. The update process and error handling was improved to produce a hard edit and failure.

File changed:
eagle_default/in/xml/include/generic_smf_validations.inc

SDP-41099: Warehouse Position and Open Lot outbound interfaces were enhanced to support a new field Settled Original Face

The WRHSPOSITIONEXTRACT and WRHSOPENLOTEXTRACT were enhanced to support an additional element settledOriginalFace. This element will be populated as part of the Eagle Accounting to Eagle Warehouse S2P push as part of a corresponding, core enhancement.

XMLPath:
warehouseTransaction/warehousePosition/settledOriginalFace
warehouseTransaction/warehouseOpenLot/settledOriginalFace

Files changed:
eagle_ml-2-0_cm/out/xml/t_warehouse_position_streaming.inc
eagle_ml-2-0_cm/out/xml/t_warehouse_openlot_streaming.inc

SDP-41008: Warehouse Trade Inbound and Outbound Interfaces were enhanced to support new field TRADESDBO.TRADE_DETAIL.PREPAY_SPEED_CONTRACT_SIZE

The EagleML Warehouse Trade Interface was updated to support an additional element prepaySpeedContractSize. There are no additional parameters required to retrieve the data.

XMLPath: EagleML/warehouseTransaction/warehouseTrade/prepaySpeedContractSize

Files changed:
eagle_defailt/in/xml/xslt/wrh_egl_gen_interface3.xsl
eagle_ml-2-0_cm/out/xml/t_warehouse_trade_streaming.inc

SDP-40978: EJM PACE Event was enhanced to wait for all triggered child events to complete before assigning the final status

The core default behavior related to the execution of Eagle Warehouse PACE events was improved to wait for all triggered child events to complete before assigning the final status to the root event. Previously, the same was applicable only to Pricing Center child events and Eagle Accounting STAR child events. Now the same functionality is supported for all PACE Jobs like DataMart Load or OLAP Reports.
The eagle_ml-2-0_default_cm_exec_pace_event stream will wait for all triggered PACE child events to complete before updating the Status of the root event. This change enables the ability to generate TSR message for root event only when all sub events are completed.

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

SDP-40972: The Issuer Role Inbound interface was updated to support mapping for sourceName element

Previously the IssuerRole records were updated with default a sourceName of EAGLE PACE in the SECURITYDBO.ISSUER_ROLE_DETAILS_HIST database table, while the SourceName from the incoming file was ignored. The issue was corrected by adding the mapping for sourceName/tag1102 as part of the Change Issuer Role lookup. This change enables the ability to update records in the database with the sourceName from the incoming file.

Files changed:
eagle_default/in/xml/include/xml-ref_issuerrole_common.inc

SDP-40749: Warehouse Trade interface was enhanced with support for TRADE_DETAIL_EXT table

The core stored procedure, TRD_EGL_GEN_INTERFACE, now supports the load into the TRADE_DETAIL_EXT table. The Eagle ML Warehouse Trade interface was adjusted as well to support new fields, both for the load and the extract.

Also, the strategy and strategyId elements for Trade and Open Lot feeds were adjusted to reflect the database field, either STRATEGY or STRATEGY_ID. The XSD Schema was updated.

Files changed:
eagle_default/in/xml/xslt/wrh_egl_gen_interface3.xsl
eagle_ml-2-0_cm/out/xml/t_warehouse_openlot_streaming.inc
eagle_ml-2-0_cm/out/xml/t_warehouse_trade_streaming.inc

SDP-40615: Mandatory CA Exclusion load process for positionID was corrected

The Mandatory Corporate Action Exclusion panel was not resolving the correct position id/tag830 during the EagleML data load. The panel condition was changed to allow users to load mandatory exclusions and resolve the correct position id for that security/account id combination. The MandatoryCAExclusion interface was updated to support the panel change.

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

SDP-41510|SDP-40406: Generic SMF Inbound and Outbound Interfaces were updated to support new tables SECURITYDBO. SECURITY_MIFID and SECURITYDBO.SECURITY_MIFID_HIST to support new regulatory MIFID reporting

The GenericSMF and SMFEXTRACT interfaces were updated to support new regulatory MIFID reporting and new Security Master fields. The changes were added to the SECURITYDBO.SECURITY_MIFID database table on both the load and the extract. All fields are supported as part of the mifidModel.model.

XMLPath examples:

EagleML/referenceTransaction/genericSMF/mifidModel/bloombergGeneratedCFICode
EagleML/referenceTransaction/genericSMF/mifidModel/mifidAdmittedToTradingIndicator
EagleML/referenceTransaction/genericSMF/mifidModel/mifiUKAdmittedToTradingIndicator
EagleML/referenceTransaction/genericSMF/mifidModel/mifidAdmittedToTradingTerminationDate
EagleML/referenceTransaction/genericSMF/mifidModel/mifiUKAdmittedToTradingTerminationDate
EagleML/referenceTransaction/genericSMF/mifidModel/mifiUKIsTradedOnTradingVenue
EagleML/referenceTransaction/genericSMF/mifidModel/mifiUKIsTradedOnUKTradingVenue
EagleML/referenceTransaction/genericSMF/mifidModel/notionalCurrency

Files changed:

eagle_ml-2-0_cm/out/tagvalue/extract_smf.inc
eagle_default/in/xml/xslt/smf_egl_gen_interface_template.xsl
eagle_default/in/xml/xslt/smf_egl_gen_interface_template_msscl.xsl
eagle_ml-2-0_cm/out/tagvalue/t_smf_streaming.inc
eagle_ml-2-0_cm/out/tagvalue/t_smf-streaming_eml.inc

SDP-39879: Production Parallel logic was excluded from core EJM interface - eagle_ml-2-0_default_cm_monitoring stream

Production Parallel logic was excluded from the core EJM interface, eagle_ml-2-0_default_cm_monitoring stream, and moved to the Production Parallel interface - eagle_dkm_monitoring stream. This change was required to address conflicts of continuous schedule execution during specific time frame and decouple ProdParallel Alerts from the eagle_ml-2-0_default_cm_monitoring stream.

File changed:
eagle_ml-2-0_cm/out/xml/monitoring.xml

SDP-39369: Schedule MI Interface was enhanced to support new processing option for delete from SECURITYDBO.SCHEDULE and TRADESDBO.CORP_ACT_HIST

By default, Schedule records are deleted by the key SRC_INTFC_INST + SECURITY_ALIAS via scripts DELETE_SCH_BATCH and DELETE_CPA_BATCH.

This may lead to the removal of existing records if different scheduleTypes are loaded from separate files.
A new processing option, BATCH_BY_SCHEDULE_TYPE, was introduced as part of the Schedule MI interface. This includes the scheduleType element into the key for the delete process from two tables: SECURITYDBO.SCHEDULE and TRADESDBO.CORP_ACT_HIST. It also maintains previously loaded records with different scheduleType types in the database.

The additional Key supported for delete is SRC_INTFC_INST + SECURITY_ALIAS + scheduleType

Example of usage:
<header>
<processingOptions>BATCH_BY_SCHEDULE_TYPE</processingOptions>
</header>

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

Production Bugs:

SDP-41501: The load by entity via the positionDefault Inbound Interface was corrected in case the entityId was less than 8 characters

The positionDefault Inbound Interface could not resolve the entity when the entityId was less than 8 characters.
The database field entityId has a CHAR type. The issue was resolved by appending the required number of space symbols to the entityId to meet the required number of 8 characters.

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

SDP-41247: Updated Message Status from a Success to an Error if the To Security is changed in Released Corporate Action record in Accounting CA inbound interface

If the To Security field was changed for a Corporate Action in Released status, then the Rebook process was ignored and the record was assigned a Success status. The incorrect behavior was fixed. If the To Security is updated for a Released Corporate Action record, the following error is raised on load: To Security on File Does Not Match Database for Released Corporate Action.

The condition to check the To Security in the Rebook logic was removed because the Corporate Action record may not be rebooked with a different To Security field.

Files changed:
eagle_default/in/xml/xml-ref_ca.xml
eagle_default/in/xml/include/ca_true_rebook.inc

SDP-37786: Star Scheduler EJM Event was updated to support UTC Time Zone

EJM was passing the current local time as the scheduled start time for a STAR schedule. STAR Scheduler expects the times to be in the UTC time zone. If the local time was ahead of UTC, then the schedule would wait. The issue was fixed by supporting UTC time on the EJM side.

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

SDP-28308: Corrected issue where the wrong Status was assigned to the EJM StarEvent

The EJM StarEvent was incorrectly returning a Success Status when the STAREventName was passed incorrectly or a corresponding Schedule did not exists. The code was updated to correct the issue.

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