Stream Logic

Panels, Binds, and Stored Procedures for SMF

The following table lists the panel, bind, and stored procedure used for multilingual implementations to set up security master files in a foreign language.

CSV/STAR Rule	Panel	Bind	Procedure

CSV/STAR Rule	Panel	Bind	Procedure
csv /or/ star-smf-ml.xml	eagle/star/pan-secml.htm	INSERT_UPDATE_SEC_DETAIL_ML	INSERT_UPDATE_SEC_DETAIL_ML

The following table lists the Processing Security Type (PST), panel, and bind for each security type processed by the SMF default message stream.

On this page

1 Stream Logic
2 NG Logic
- 2.1 Example of Use

SMF Type	PST	Panel	Bind

SMF Type	PST	Panel	Bind
SMF Long Term Debt	DBFLTP DBIBFD DBIBMU DBIBPK DBIVIV DBMFDD DBAMTL DBIBTL	eagle/star/reference/pan-addsecmasterlongtermfixed.htm	ADDSECMASTER
SMF Short Term Debt	DBDCST DBIBMA DBIBRP DBIBST DBSTST DBIBRR	eagle/star/reference/pan-addsecmastershortterminterest.htm	ADDSECMASTER
SMF Buy Sellback/ Sell Buyback	DBIBSB	eagle/star/reference/pan-addsecmasterbssb.htm	ADDSECMASTER
SMF Mortgage Backed Security	DBFBFB DBFBIO DBFBPO DBTATA DBFBAL DBFBCC	eagle/star/reference/pan-addsecmastermbs.htm	ADDSECMASTER
SMF Equity	EQCSCS EQCSPF EQCSPK EQEQMF	eagle/star/reference/pan-addsecmasterequity.htm	ADDSECMASTER
SMF Right and Warrant	EQRTXX EQWRXX	eagle/star/reference/pan-addsecmasterrightwarrant.htm	ADDSECMASTER
Future	FTXXXX	eagle/star/reference/pan-addsecmasterfuture.htm	ADDSECMASTER
SMF Option	OPOPCR OPOPSW OPOPEQ OPOPFB OPOPCM OPOPIX	eagle/star/reference/pan-addsecmasteroption.htm	ADDSECMASTER
SMF Credit Default Swap and Lock	SWCDCO SWLOCK	eagle/star/reference/pan-swcdaddsecmaster.htm	ADDSECMASTER
SMF Multileg Swaps	SWxxxx (excl. SWCDCOSWLOCK)	eagle/star/reference/pan-addsecmastermultilegswap.htm	ADDSECMASTER
SMF Forward Contract	FWXXXX	eagle/star/reference/pan-addsecmasterfwd.htm	ADDSECMASTER
Index	INXXXX	eagle/star/reference/pan-addsecmasterindex.htm	ADDSECMASTER
Synthetic	SYNTHETIC	eagle/star/reference/pan-addsecmastersynthetic.htm	ADDSECMASTER

Xref Identifiers Enhancement for Generic SMF

This logic is applicable as of the EagleML November monthend 2015 release.
NOTE: This enhancement is available only for the Generic SMF. Neither the MultiLeg SMF nor Underlying shell records are affected.

The Generic SMF allows you to load as many xref identifiers as you want with your Generic SMF record along with 15 industry-standard identifiers (such as cusip, ticker, isin, etc)
These identifiers are loaded via the ADDSECMASTER stored procedure by a separate dynamic sql.
You can set them either as 15 standard Ids + 10 xref Ids (xId1..xId10) such as:

<xId1>
    <xId>TSTXREFID2_1</xId>
    <xIdType>TSTXID1</xIdType>
</xId1>

or as 15 standard Ids + unlimited xref Ids such as:

<xId>
    <xId>TSTXREFID1_1</xId>
    <xIdType>TSTXID1</xIdType>
</xId>

<EagleML xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="LoadReference" eaglemlVersion="2-0" actualBuild="1" xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
    <referenceTransaction xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
        <header>
            <objectType>GenericSMF</objectType>
        </header>
        <genericSMF>
            <sourceName>EAGLE PACE</sourceName>
            <updateSource>MCADMIN</updateSource>
            <effectiveDate>2014-09-30</effectiveDate>
            <primaryAssetId>CUSIP_ID1</primaryAssetId>
            <primaryAssetType>CUSIP</primaryAssetType>
            <altAssetIdAndType>
                <instrumentId>CINS_ID1</instrumentId>
                <instrumentIdType>CINS</instrumentIdType>
            </altAssetIdAndType>
            <issueName>TST 2010 1</issueName>
            <ticker>TICKER_ID1</ticker>
            <cusip>CUSIP_ID1</cusip>
            <cusipPay>CUSIP_PAY_ID1</cusipPay>
            <cusipReceive>CUSIP_RECEIVE_ID1</cusipReceive>
            <isin>ISIN_ID1</isin>
            <sedol>SEDOL_ID1</sedol>
            <reuters>REUTERS_ID1</reuters>
            <bloombergId>BBID_ID1</bloombergId>
            <sicovmId>SICOVM_ID1</sicovmId>
            <valorenId>VALOREN_ID1</valorenId>
            <cedel>CEDEL_ID1</cedel>
            <internalId>INTERNAL_ID1</internalId>
            <cinsId>CINS_ID1</cinsId>
            <uniqueProductId>UPI_ID1</uniqueProductId>
            <uniqueSwapId>USI_ID1</uniqueSwapId>
            <xrefIdentifiers>
                <xId>
                    <xId>TSTXREFID1_1</xId>
                    <xIdType>TSTXID1</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_2</xId>
                    <xIdType>TSTXID2</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_3</xId>
                    <xIdType>TSTXID3</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_4</xId>
                    <xIdType>TSTXID4</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_5</xId>
                    <xIdType>TSTXID5</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_6</xId>
                    <xIdType>TSTXID6</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_7</xId>
                    <xIdType>TSTXID7</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_8</xId>
                    <xIdType>TSTXID8</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_9</xId>
                    <xIdType>TSTXID9</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_10</xId>
                    <xIdType>TSTXI10</xIdType>
                </xId>
                                <xId>
                    <xId>TSTXREFID1_11</xId>
                    <xIdType>TSTXID11</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_12</xId>
                    <xIdType>TSTXID12</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_13</xId>
                    <xIdType>TSTXID13</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_14</xId>
                    <xIdType>TSTXID14</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_15</xId>
                    <xIdType>TSTXID15</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_16</xId>
                    <xIdType>TSTXID16</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_17</xId>
                    <xIdType>TSTXID17</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_18</xId>
                    <xIdType>TSTXID18</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_19</xId>
                    <xIdType>TSTXID19</xIdType>
                </xId>
                <xId>
                    <xId>TSTXREFID1_20</xId>
                    <xIdType>TSTXID20</xIdType>
                </xId>
            </xrefIdentifiers>
            <primaryExchangeCode>ALL</primaryExchangeCode>
            <assetCurrency>USD</assetCurrency>
            <investmentType>FI</investmentType>
            <processingSecurityType>DBFBFB</processingSecurityType>
        </genericSMF>
    </referenceTransaction>
</EagleML>

select * from securitydbo.xreference
where security_alias in 
(select security_alias from securitydbo.security_master
where primary_asset_id ='CUSIP_IDT1')

You can switch to old logic by setting W_USEDYNAMIC_FOR_XREF= 'N' in the eagle_ml-2-0_cm_custom/w_config_custom.inc configuration file or by adding the EagleML/referenceTransaction/genericSMF/loadXrefOptions element to your incoming file (which has higher priority that global setting W_USEDYNAMIC_FOR_XREF) with 'LOAD_FIRST_10' value.

The old logic involves the stored procedure in the load process, thus limiting your choice to only 10 xref identifiers. These are the first 10 non-empty identifiers as they are in the incoming message starting from industry standard identifiers such as cusip, ticker, isin, etc and then identifiers from xId1, xId2. If you are using October monthend 2015 EagleML release or earlier, please remember that this limitation is applied.

See an example of Generic SMF designed to use old logic (15 standard Ids + 10 xref Ids (xId1..xId10)

<EagleML xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="LoadReference" eaglemlVersion="2-0" actualBuild="1" xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
    <referenceTransaction xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
        <header>
            <objectType>GenericSMF</objectType>
        </header>
        <genericSMF>
            <sourceName>EAGLE PACE</sourceName>
            <updateSource>MCADMIN</updateSource>
            <effectiveDate>2014-09-30</effectiveDate>
            <primaryAssetId>CUSIP_ID2</primaryAssetId>
            <primaryAssetType>CUSIP</primaryAssetType>
            <altAssetIdAndType>
                <instrumentId>CINS_ID2</instrumentId>
                <instrumentIdType>CINS</instrumentIdType>
            </altAssetIdAndType>
            <issueName>TST 2010 1</issueName>
            <ticker>TICKER_ID2</ticker>
            <cusip>CUSIP_ID2</cusip>
            <cusipPay>CUSIP_PAY_ID2</cusipPay>
            <cusipReceive>CUSIP_RECEIVE_ID2</cusipReceive>
            <isin>ISIN_ID2</isin>
            <sedol>SEDOL_ID2</sedol>
            <reuters>REUTERS_ID2</reuters>
            <bloombergId>BBID_ID2</bloombergId>
            <sicovmId>SICOVM_ID2</sicovmId>
            <valorenId>VALOREN_ID2</valorenId>
            <cedel>CEDEL_ID2</cedel>
            <internalId>INTERNAL_ID2</internalId>
            <cinsId>CINS_ID2</cinsId>
            <uniqueProductId>UPI_ID2</uniqueProductId>
            <uniqueSwapId>USI_ID2</uniqueSwapId>
            <xrefIdentifiers>
                <xId1>
                    <xId>TSTXREFID2_1</xId>
                    <xIdType>TSTXID1</xIdType>
                </xId1>
                <xId2>
                    <xId>TSTXREFID2_2</xId>
                    <xIdType>TSTXID2</xIdType>
                </xId2>
                <xId3>
                    <xId>TSTXREFID2_3</xId>
                    <xIdType>TSTXID3</xIdType>
                </xId3>
                <xId4>
                    <xId>TSTXREFID2_4</xId>
                    <xIdType>TSTXID4</xIdType>
                </xId4>
                <xId5>
                    <xId>TSTXREFID2_5</xId>
                    <xIdType>TSTXID5</xIdType>
                </xId5>
                <xId6>
                    <xId>TSTXREFID2_6</xId>
                    <xIdType>TSTXID6</xIdType>
                </xId6>
                <xId7>
                    <xId>TSTXREFID2_7</xId>
                    <xIdType>TSTXID7</xIdType>
                </xId7>
                <xId8>
                    <xId>TSTXREFID2_8</xId>
                    <xIdType>TSTXID8</xIdType>
                </xId8>
                <xId9>
                    <xId>TSTXREFID2_9</xId>
                    <xIdType>TSTXID9</xIdType>
                </xId9>
                <xId10>
                    <xId>TSTXREFID2_10</xId>
                    <xIdType>TSTXI10</xIdType>
                </xId10>
            </xrefIdentifiers>
            <primaryExchangeCode>ALL</primaryExchangeCode>
            <assetCurrency>USD</assetCurrency>
            <investmentType>FI</investmentType>
            <processingSecurityType>DBFBFB</processingSecurityType>
        </genericSMF>
    </referenceTransaction>
</EagleML>

issueTaxType Processing

In case issueTaxType (SECURITYDBO.SECURITY_MASTER_DETAIL.ISSUE_TAX_TYPE) is not passed in incoming SMF message or passed value is not resolved in DB for SMF where securityProcressingType is one of: DBIBMU, DBFBIO, DBFBAL , DBFBCC , DBFBFB
– issueTaxType is set to ‘T’.

tag2301 Processing

If Processing Type (tag11) = OP then Synthetic Security Type (tag2301) is set to SYNCASHOPT.
For other values of Processing Type (tag11) Synthetic Security Type (tag2301) is set to SYNCASHFUT.

NG Logic

To enable NG logic for SMF, either add GENECRICSMF to the list of w_ng_enabled in w_config_custom.inc or set procedureSwitch node to 'NG' in the incoming message.
SMF NG logic is currently available only for generic SMF objects (doesn't support Multileg and FX Forward security).
Since SMF Generic is loaded via DBML request (it uses XSLT like Warehouse objects). If not or an empty profile file is created NG_SP_name.map CORE XSLT would be used for DBML request creation – it may be a valid choice if NG SP have same parameter list with current core version.

However if a profile is created and it is not empty (it should contain any symbol – this condition is used like a trigger) custom created XSLT would be used - ./../../customer/in/xml/xslt/smf_egl_gen_interface_ng.xsl
Custom NG SP name option is available – in order to rename the SP that should be called as NG it is necessary to create the following variables in w_config_custom.inc:

W_'+Upper(:varObjectType:)+'_NG_SCHEMA_NAME – for schema name
W_'+Upper(:varObjectType:)+'_NG_PACKAGE_NAME – for package name
W_'+Upper(:varObjectType:)+'_NG_SP_NAME – for NG SP name

For each of them in the case the variable does not exist default value would be used:

Core schema name for schema name
Core package name + _NG – for package name
Core SP name + _NG – for NG SP name

Example of Use

<COL TAG="W_GENERICSMF_NG_SCHEMA_NAME" EXPRESSION="'PACE_MASTERDBO'"/>
<COL TAG="W_GENERICSMF_NG_PACKAGE_NAME" EXPRESSION="'ESTAR_SEC_NG'"/>
<COL TAG="W_GENERICSMF_NG_SP_NAME" EXPRESSION="'INSERT_UPDATE_SMF_MI_NG'"/>

EagleML and EJM

Generic SMF Inbound Interface