This release uses XSD Revision 244.

Enhancements

EagleML

Added Special Character Escaping in Traded and Settled Cash Interfaces

Similar logic was added to the Traded and Settled Cash interfaces that already existed in the Generic SMF object as well as others. This logic allows for characters to be escaped so that they are properly translated, and also to keep maximum performance levels. The SQL statement was changed to allow escaping the special characters.

This issue was tracked as Item #129884.

Added new interface for Fair Value Comparison type

A new object was added to the EagleML library. The Fair Value Comparison type was created to allow extracts of this feed type. The XSD was edited to contain the object and the following outbound rules were created to support extracts:

• t_acct_fair_value_comparison.xml
• t_acct_fair_value_comparison_streaming.xml

This issue was tracked as Item #141890.

Additional Data Now Available in TSR for RDC Composites Failures

When the RDC Composites load fails, the TSR now contains security level detail. The estar\tpe\dynamic\msgcenter\eagle_ml-2-0_cm\get_sub_job_status.inc and estar\tpe\dynamic\msgcenter\eagle_ml-2-0_cm\ get_source_rule_from_ds_gc_cnfg.xsl rules were edited to allow access to database tables which contained the pertinent information required in the TSRs.

This issue was tracked as Item #142717.

Expanded Common Entity Model

These new fields were added to the common entity model:

• COUNTRY_OF_TAX
• PRICE_METHOD
• USER_DATE4
• VAR_RATE_SOURCE
• COA_NAME
• PRICE_SOURCE
• REGULATORY_CATEGORY
• TAX_EXEMPT_FLAG
• DISTRIBUTION_METHOD
• PYDN_GL_ACCNT
• STAR_ACCT_FIELD_29
• TAX_WTHLD_ACCNT_METHOD

The fields were frequently extracted with custom select statements for the EMLBB process. The EntityProperties.model XSD file was edited to add the new elements. Additionally a new parameter was created to control this functionality from control messages. The IncludeExtendedDetails parameter will include the new elements if it is set to "ALL".

This issue was tracked as Item #147844.

Expanded Common SMF Model

The following elements were added to the SMF model:

• SECURITYDBO.DERIVATIVES.OFFSET
• SECURITYDBO.DERIVATIVES.OPTIONDESCR
• SECURITYDBO.DERIVATIVES.PREMIUM_TYPE
• SECURITYDBO.EQUITY.DRD_FLAG
• SECURITYDBO.EQUITY.EQUITY_CHAR1
• SECURITYDBO.EQUITY.QDI_ELIGIBLE_FLAG
• SECURITYDBO.FIXED_INCOME.ACCRUAL_METHOD
• SECURITYDBO.FIXED_INCOME.DATED_DATE
• SECURITYDBO.FIXED_INCOME.FEDERAL_TAX_INDICATOR
• SECURITYDBO.FIXED_INCOME.INTEREST_METHOD_CODE
• SECURITYDBO.FIXED_INCOME.MINIMUM_PIECE
• SECURITYDBO.FIXED_INCOME.SINK_FUND
• SECURITYDBO.FIXED_INCOME.STATE_CODE
• SECURITYDBO.FIXED_INCOME.VAR_RATE_FREQ_CODE
• SECURITYDBO.FIXED_INCOME_DETAIL_EXT.MARKET_ISSUE
• SECURITYDBO.SECMASTER_DETAIL_EXT.MARKET_SECTOR_DESCRIPTION
• SECURITYDBO.SECURITY_MASTER.COUPON_FREQ_CODE
• SECURITYDBO.SECURITY_MASTER.DAY_CNT
• SECURITYDBO.SECURITY_MASTER.LIQUID_FLAG
• SECURITYDBO.SECURITY_MASTER.MAT_DATE
• SECURITYDBO.SECURITY_MASTER.OID_BOND
• SECURITYDBO.SECURITY_MASTER.POOL_NUMBER
• SECURITYDBO.SECURITY_MASTER.QUANTITY_TYPE
• SECURITYDBO.SECURITY_MASTER.SEC_144A_FLAG
• SECURITYDBO.SECURITY_MASTER.SECURITY_MINOR_TYPE
• SECURITYDBO.SECURITY_MASTER.DEFAULT_FLAG
• SECURITYDBO.SECURITY_MASTER_DETAIL.BUSINESSDAY
• SECURITYDBO.SECURITY_MASTER_DETAIL.COUNTRY_OF_RISK
• SECURITYDBO.SECURITY_MASTER_DETAIL.REGION
• SECURITYDBO.SECURITY_MASTER_DETAIL.RISK_CLASSIFICATION_TYPE
• SECURITYDBO.SWAPS.NOTIONAL_RESET_TYPE
• SECURITYDBO.SWAPS.PAY_RECEIVE_IND

The elements were added in the XSD to the SMF model. Additionally, the IncludeExtendedDetails parameter was added to allow control from a control message. To include all the elements this parameter's value should be set to "ALL".

This issue was tracked as Item #147846.

Added new elements to the warehouse NAV daily extract

Nine new elements were added to the Estar distribution log by using the distribution amount field. The elements were as follows:

• fixedAmount
• periodicIAmount
• periodicLTAmount
• periodicSPAmount
• periodicSTAmount
• periodicaAJIAmount
• periodicaAJLTAmount
• periodicaAJSPAmount
• periodicaAJSTAmount

The distribution log was added as part of the NAV Daily extract. The following rules received code changes:

• extract_nav_multi_details_tables.inc
• extract_nav_multi_details_fields.inc
• t_warehouse_nav_multi_streaming.inc

This issue was tracked as Item #147847.

New elements added to the NAV Daily extract

The warehouse NAV Daily extract received additional fields. Two existing fields were edited. The extract_warehouse_nav_multi.xml rule was edited to add the following elements:

• PRIOR_SHARES_OUTSTANDING
• PRIOR_MILL_RATE
• PRIOR_MILL_RATE_DAILY_YIELD

These elements were edited:

• PRIOR_RAW_NAV
• PRIOR_NET_ASSETS_NAV

This issue was tracked as Item #148258.

Replaced Panel Calls with Stored Procedures for Accounting Interfaces

The Consolidated earned income, Cash Journal, Realized gain loss interfaces all used the reporting panel in their extracts. The outbound rules for the interfaces mentioned above were changed to replace the panel calls with calls to the proper stored procedures.

This issue was tracked as Item #148758.

Added Date Filtering in Unsettled Extract

The logic in the unsettled extract returned all open payable/receivable records for a certain specified date. The desired outcome would be to return all the open records up to that date. The logic was changed to allow for such functionality. This logic is available on Oracle platforms only.

This issue was tracked as Item #148778.

Expand entity model to include baseCurrency

The entity model was expanded to include the BASE_CURRENCY element. The EntityProperties.model in the XSD received the new baseCurrency element. This element can be included in the extract by using the IncludeExtendedDetails parameter in a control message.

This issue was tracked as Item #149397.

EJM

Added Ability to Process Dynamic Datamask

EJM was enhanced to allow for the processing of datamasks that contain the current or previous dates. This allows using only specific profiles from the spf alert from the eagle_ml-2-0_cm_profiles rather than including all of them. The eagle_ml-2-0_cm/match_mask.inc and eagle_ml-2-0_cm/out/xml/read_profiles.inc had code changes to introduce the new logic.

This issue was tracked as Item #143477.

Software Fixes

EagleML

Corrected Issue with Special Characters in XReference Resolution (Loads)

The xref resolution within GenericSMF and MulitLeg loading had issues when the xref identifiers contained special characters. The following rules were fixed in order to allow for handling of the special characters in the xref resolution:

• get_xrefs_list.inc
• ins_upd_smf_req.inc
• ins_upd_xrefs.inc
• get_smf_all_xrefs_list.xsl

This issue was tracked as Item #149043.

Mismatches Between Load and Extract in Reference Exchange Price Interface

There were mismatches between the data loaded and extracted using the Reference Exchange Price interface. The t_issueprice_exchange.xml rules were changed to correct mismatches for the following nodes:

• priceExchangeCode
• priceFlag
• priceCurrency
• sourceSrcIntfcInst

This issue was tracked as Item #138543.

Fixed Interest and Reclaim Conversion Process

The Interest and Reclaim conversion process was failing. This was due to a missed mapping in for tag 325, which is grossIncomeLocal. The xml-acct_cash_asset.xml rule was edited to correct the mapping for tag 325.

This issue was tracked as Item #140823.

Fixed Incorrect Arguments Between Stored Procedure and EagleML in v2017

There were issues with mismatches of the expected and actual values passed to the stored procedures of several object types. These mismatches caused errors that would halt processing.

These problems only occurred in v2017. The actual data being passed was reviewed and EagleML and the stored procedures were aligned to work in tandem.

This issue was tracked as Item #141599.

autoFlag Tag in FxPcRates Interface

The autoFlag element tag was missing from the FxPcRates extracts. The xml-ref_fxpcrate.xml rule was fixed to add the mapping for the autoFlag. The element was also missing in the panel so it was also added to the panel as part of the fix.

This issue was tracked as Item #141931.

Fixed "can't open" Error in Extracts

There was an error in moving the file from the cmw/staging_folder to the cmw/extracts folder. This actually only occurred in non streaming extracts. The logic controlling the loop was incorrect. To resolve the issue, the condition for the loop responsible for moving files was changed in the reporter_dist.inc rule.

This issue was tracked as Item #142048.

Added Support to underlying_date elements

The underlyingDate elements were not showing up on extracts. These elements should be present in the UnderlyingBase.model, and extracted from the SECURITYDBO.UNDERLYING_SECURITY table.

To resolve this issue, UnderlyingDate1, underlyingDate2 and underlyingDate3 were all added to the UnderlyingBase.model in the EagleML XSD.

This issue was tracked as Item #146235.

Issue with Issuer Organization Parameters

Parameters were added to the UPDATE_ISSUER_ORGANIZATION (in_history_switch and in_event_name) and INSERT_ISSUER_ORG (in_history_switch) stored procedures but were not functional. This was due to the lack of support for these parameters in the inbound issuer organization rule.

The code was updated to resolve this issue. The /eagle_default/in/xml/xml-ref_issuerorganization.xml rule was edited to recognize these parameters.

This issue was tracked as Item #146775.

xrefClassCode was not Included in Entity Extract

The xrefClassCode was not showing up in the entity extract. The \estar\dynamic\msgcenter\eagle_ml-2-0_cm\out\xml\t_client.xml rule had code changes to correct the mapping to this element which allowed it to be present in extracts.

This issue was tracked as Item #148033.

Removed Extraneous Warning on Issuer Role Load

When an issuer role object was sent for update, meaning that it was already in the database, a manual processing warning would be returned from the engine. In this scope, the warning message was unnecessary.

The /eagle_default/in/xml/xml-ref_issuerrole.xml and /eagle_default/in/xml/xml-ref_issuerrole_main.xml rules were edited to eliminate the warning in this case.

This issue was tracked as Item #148392.

Elements Added to Generic and Accounting SMF

Two new fields, pointSize and lastTradeDate, were added to the generic and accounting SMF interfaces. The pointSize and lastTradeDate were added mapped in the following rules:

• smf_aliases.inc
• generic_smf_base_model.inc
• smf_egl_gen_interface_template.xsl

This issue was tracked as Item #148538.

Delays in Processing in Purge Stream

Some clients could experience delays in the purge stream which was running on a scheduler over the weekend. The delay was occurring between the file arriving and the stream launching. The preprocessor output size was actually crashing Message Center which would naturally cause delays in the execution of the stream.

The code was fixed to allow the preprocessor to send to a file rather than to standard output. This allowed Message Center not to crash.

This issue was tracked as Item #148733.

Extract Byte Limit Could Effect Extract Content

Extracts could have less records than expected. This was caused by a size limit on the outgoing file. To resolve this issue, the following file in /eagle_ml-2-0_cm were updated:

• extract2t.inc
• extract_eofw.inc

This issue was tracked as Item #148845.

Fixed Auto Installer Stream to Not Override Certain Streams

During the installation of EagleML packages through the auto installer stream, there were some streams which get overwritten when they should not. The following streams are meant to remain constant:

• app_id
• stream_status
• stream_parameters
• stream_category_1
• stream_category_2
• stream_category_3

To resolve this issue, changes were made to the auto installer that would maintain some streams and not allow them to be overridden.

This issue was tracked as Item #148860.

Fixed Duplicate Element in Cash Projections Extract

The cash projections extract would return two instances of the couponTypeCode element in the case that the IncludeExtendedDetails='Y' parameter was included in the RTR. This was occurring as a result of logic that was actually grabbing the value from two different database tables.

The couponTypeCode element was removed from the XSD in the AssetProperties.model group which allowed it to be grabbed from only one table regardless of the value of the IncludeExtendedDetails parameter.

This issue was tracked as Item #149087.

EJM

Fixed File Assignment for Load During Message Center Restarts

For large volume data files there were occasionally memory overflows which required Message Center to restart. In the case of parallel execution the files would then have to be reassigned to the proper processors, which did not always happen properly.

To resolve this issue, the eagle_ml-2-0_cm/out/tagvalue/acquire_data_files.xml rule was fixed to avoid such potential mix ups and safe guard the processing in case of a Message Center restart.

This issue was tracked as Item #148542.

I2I

Added new streaming XMLDBAPI Position Extract

A new XMLDBAPI position extract was added. The old out_t rule left room for improvement in the case of large volumes of extracts. The t_warehouse_position_xmldbapi_streaming.xml rule was added to allow for streaming capabilities in the XMLDBAPI position extract.

This issue was tracked as Item #148371.

Fixed I2I Trade Delta Extract

There was a problem that caused the Spoke to delete more records than it needed to. As a result, during delta extracts data would be lost. This issue was caused by incorrectly coded date filter.

To resolve this issue, new logic was added to the outbound rule which created a custom date filter.

This issue was tracked as Item #148502.

Fixed data inconsistencies between Eagle EA and Eagle Local instances for positions in I2I

There was a problem with security level performance records not being deleted in the Eagle Local instance after they are deleted in the Eagle EA instance. This scenario is triggered by selling out of a position which in turn affects performance. The extract_warehouse_performance.xml rule received new logic to keep the instances identical.

This issue was tracked as Item #148507.

Fixed Duplicate Load Error for Position Objects in I2I

When Message Center is restarted during a position load, the records would not load properly. The logic was set up to only delete a position from the position_detail table if the POS_FLAG carries a value of "N".

To resolve this issue, the xml-dbdirect_wrhs_delete_statement.inc rule was changed to allow for deleting of duplicate records regardless of the value in the flag.

This issue was tracked as Item #148529.