EagleML Release Notes - September 2018

ESP-333: EAGLE ML - ADD NEW ACCOUNTING EXTRACT OBJECT COMPLIANCE2A7PRICINGEXTRACT

An extract was created for the new Compliance2A7PricingReport EagleML object. The Compliance2A7PricingReport object was added to the XSD with an outbound interface created for it. The feed type of the extract is COMPLIANCE2A7PRICINGEXTRACT. This extract calls the eagle/star/reports/pan-ec_2a7report.htm panel, which allows the use of the following filters (panel tags are shown after the EagleML equivalent filter):

Main filters
• entity filters – Entity Id, Entity List, Entity Composite and other common Entity filters - tag 302
• accountingBasis – tag 21
• selectView = 'TotalFund' (default), 'Sector' – tag 937
• reportType = 'Accounting Date' (default), 'Month End Date', 'Settlement Date', 'Post Date', 'Settlement Date' – tag 1257
• reportPeriod = 'Daily Activity' (default), 'Date Range', 'Fiscal Year to Date', 'Life to Date' – tag 990
• todate (enddate, reportdate) – tag 73
• fromdate (startdate) – available if reportPeriod = 'Date Range', tag 71
• 2A7PricingSource – tag 9051
• reportFilters = N (default), Y – tag 989
• advancedReportOptions = N (default), Y – tag 7008
• maxrows – count of records
View filters
• selectSector – available if selectView = 'Sector', = 'All' (default), 'Individual' – tag 7001
• sectorId – available if selectView = 'Sector' and selectSector = 'Individual' – tag 5
• sector – available if selectView = 'Sector' and selectSector = 'Individual' – tag 1164
Security Filters, available if reportFilters = ‘Y’
• filterSecurityBy = 'XREF' (default), 'PRIMARY', 'NAME' – tag 1953
• xrefid – available if filterSecurityBy = 'XREF', tag 1233
• xrefidtype – available if filterSecurityBy = 'XREF', tag 1234
• primaryassetid – available if filterSecurityBy = 'PRIMARY', tag 14
• issuename – available if filterSecurityBy = 'NAME', tag 961
Advanced Report Option фильтры – available if advancedReportOptions = ‘Y’
• summaryMain = Y (default), N – tag 7021
• holdingsByTierLevel = Y (default), N – tag 7022
• holdingsByInvestmentType = Y (default), N – tag 7023
• holdingsByIssuer = Y (default), N – tag 7024
• securityRatings = Y (default), N – tag 7025
All filters are case insensitive and partition logic is supported.
This outbound interface is not supported on MSSQL environments.

Example of run task request:
<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="RunTaskRequest" eaglemlVersion="2-0" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" eaglemlType="RunTaskRequest">
<header>
<messageId>COMPLIANCE2A7PRICINGEXTRACT</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>
<creationTimestamp>2012-08-02T22:13:32.272-05:00</creationTimestamp>
</header>
<taskIdentifier>
<correlationId correlationIdScheme="correlationIdScheme">asCOMPL2A7PRICING_160818_04</correlationId>
<businessTaskId correlationIdScheme="businessTaskIdScheme">COMPLIANCE2A7PRICINGEXTRACT</businessTaskId>
</taskIdentifier>
<taskTypeEnum>NEW</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>COMPLIANCE2A7PRICINGEXTRACT</value>
</taskParameter>
<taskParameter>
<name>entityselectiontype</name>
<dataType>S</dataType>
<value>EntityID</value>
</taskParameter>
<taskParameter>
<name>entityselectionvalue</name>
<dataType>S</dataType>
<value>AMERICA1,AMERICA2,AMERICA3,AMERICA4,AMERICA5,AMERICA6</value>
</taskParameter>
<taskParameter>
<name>SelectView</name>
<dataType>S</dataType>
<value>TotalFund</value>
</taskParameter>
<taskParameter>
<name>reportdate</name>
<dataType>S</dataType>
<value>2016-02-01</value>
</taskParameter>
<taskParameter>
<name>reportFilters</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>
<taskParameter>
<name>filtersecurityby</name>
<dataType>S</dataType>
<value>XREF</value>
</taskParameter>
<taskParameter>
<name>primaryassetid</name>
<dataType>S</dataType>
<value>D1AVENDD2</value>
</taskParameter>
<taskParameter>
<name>advancedReportOptions</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>
</taskParameters>
</EagleML>

Example of extract record:
<EagleML
eaglemlVersion="2-0"
eaglemlType="AccountingTransactionMessage"
eaglemlRevision="312"
xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd"
xsi:type="AccountingTransactionMessage"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
<header>
<messageId>B80IGH53DIBITMFC</messageId>
<sentBy>http://www.eagleinvsys.com/</sentBy>
<creationTimestamp>2018-08-16T16:35:33-04:00</creationTimestamp>
</header>
<taskIdentifier>
<correlationId>asCOMPL2A7PRICING_160818_08</correlationId>
<businessTaskId>COMPLIANCE2A7PRICINGEXTRACT</businessTaskId>
<sequenceNumber>1</sequenceNumber>
</taskIdentifier>
<accountingTransaction>
<header>
<objectType>Compliance2A7PricingReport</objectType>
</header>
<compliance2A7PricingReport>
<objectType>Compliance2A7PricingReport</objectType>
<objectId>Compliance2A7PricingReport</objectId>
<objectDescription>ACCOUNTING</objectDescription>
<entityId>AMERICA1</entityId>
<entityName>AMERICA1</entityName>
<entityType>PORT</entityType>
<accountingBasis>USTAX</accountingBasis>
<baseCurrency>USD</baseCurrency>
<costMethod>I</costMethod>
<primaryAssetId>D1AVENDD2</primaryAssetId>
<primaryAssetType>INTERNAL</primaryAssetType>
<issueName>d1a ven d2</issueName>
<xrefIdentifiers>
<xId>
<xId>D1AVENDD2</xId>
<xIdType>INTERNAL</xIdType>
</xId>
</xrefIdentifiers>
<securityAlias>680832843</securityAlias>
<assetCurrency>USD</assetCurrency>
<investmentType>FI</investmentType>
<processingSecurityType>DBIBFD</processingSecurityType>
<issueCountryCode>US</issueCountryCode>
<priceMultiplier>0.0100</priceMultiplier>
<quantityScale>1.000000000000</quantityScale>
<coupon>2.000000</coupon>
<maturityDate>2026-12-31</maturityDate>
<investmentTypeDescription>Fixed Income</investmentTypeDescription>
<processingSecurityTypeDescription>Interest Bearing Debt Instrument</processingSecurityTypeDescription>
<currencyDescription>US Dollar</currencyDescription>
<countryDescription>United States</countryDescription>
<actualMarketValue>5371600.00000000</actualMarketValue>
<actualValuationPrice>103.30000000</actualValuationPrice>
<amortizedCostBase>5148000.00</amortizedCostBase>
<localPrice>103.300000000000</localPrice>
<longShortIndicator>L</longShortIndicator>
<navAmount>13245850.000000</navAmount>
<navAmountPerShare>1.017346</navAmountPerShare>
<navCurrentShares>13020000.000000</navCurrentShares>
<originalPriceSource>4(1438)</originalPriceSource>
<persentRate>0.774368231047</persentRate>
<quantity>5200000.000000</quantity>
<reportDate>2016-02-01</reportDate>
<tier>2</tier>
<totalLocalMarketValue>5371600.00</totalLocalMarketValue>
<totalUrglBase>223600.00</totalUrglBase>
</compliance2A7PricingReport>
</accountingTransaction>
</EagleML>

Added files:
\dynamic\msgcenter\eagle_ml-2-0_cm\out\tagvalue\extract_acct_compilance_2a7_pricing_report.xml
\dynamic\msgcenter\eagle_ml-2-0_cm\out\tagvalue\extract_acct_compilance_2a7_pricing_report.inc
\dynamic\msgcenter\eagle_ml-2-0_cm\out\xml\t_acct_compilance_2a7_pricing_report_streaming.xml
\dynamic\msgcenter\eagle_ml-2-0_cm\out\xml\t_acct_compilance_2a7_pricing_report_streaming.inc
Changed files:
\dynamic\msgcenter\eagle_ml-2-0_cm\out\tagvalue\extracts.rsf
\dynamic\msgcenter\eagle_ml-2-0_cm\out\xml\t_eagleml-2-0_streaming.rsf
\dynamic\msgcenter\eagle_ml-2-0_cm\w_config.inc

ESP-434 ESP-2058: EagleML - ADD/Change Sector Setup/Change with Accounting Validation Flag = Y

Support for loading MASTER/SECTOR entities was added. The mutualEntityType field now supports both the MASTER and SECTOR values.

Examples of values in the inbound file:

<mutualEntityType>SECTOR</mutualEntityType>

<mutualEntityType>MASTER</mutualEntityType>

Files changed:

csv-entity_columns.inc

entity_aliases.inc

entity_panels.inc

extract_entity.inc

t_entity_streaming.inc

t_entity_streaming_eml.inc

ESP-986: New rowcount, transactioncount and objectcount require additional modifications to display the accurate information

Updated the logic to correct the incorrect row count from appearing by changing the logic for the rowCount field in the extractStats model in the following interfaces:

t_entity_composite_list_streaming
t_entity_list_list_streaming
t_entity_xref_streaming
t_exception_definition_streaming
t_ref_dictionary_streaming
t_user_user_streaming

Streaming support was added for the ENTITYCOMPOSITELISTEXTRACT, ENTITYXREFEXTRACT, and ENTITYLISTLISTEXTRACT feed types.

Files created:
t_entity_list_list_streaming.xml
t_entity_xref_streaming.xml

Changed files:
extract_entity_fields.inc
w_config.inc
extract_entity_composite_list.inc
extract_entity_list_list.inc
extract_entity_list_list.xml
extract_entity_xref.inc
extract_entity_xref.xml
t_eagleml-2-0_streaming.rsf
t_entity_common_ids_fields_streaming.inc
t_entity_composite_list_streaming.inc
t_entity_list_list_streaming.inc
t_entity_xref.xml
t_entity_xref_streaming.inc
t_exception_definition_streaming.inc
t_exception_definition_streaming.xml
t_ref_dictionary_streaming.inc
t_rule_header_streaming.inc
t_user_user_streaming.inc

ESP-1017: Fixed<endDate> disappearing form XREFEXTRACT

Support was added for the endDate field in the XREFEXTRACT. The field was previously not showing up in the extract consistently.

Files changed:
- extract_xref.inc
- t_xref.xml
- t_xref_streaming.inc

ESP1172: EagleML - Enhance the entity process to support tag 989 for PDC

Support was added for loading entities in PDC in history switch mode. This now allows loading new entities to both the history and master tables.

This functionality is only available on environments running Eagle version 17.2 or higher. The older versions will always load the entities in history only mode.

Files changed:
- xml-ent_entitygeneric.xml

ESP-1576: Provide additional filters for the GENCORPACTIONSEXTRACT

The following filters were added to the GENCORPACTIONEXTRACT:
1) MaxEffectiveDate
Parameters:
- maxeffectivedate
- maxeffectivedaterule
2) MaxSweepDate
Parameters:
- maxsweepdate
- maxsweepdaterule
3) UseTransTypeGrouping

The grouping for the generic corporate action extract is performed on the source and security alias. When there are multiple records with the same source and security alias but different effective or sweep dates, these filters will grab the record with the date that is closest to, but not greater than, the one specified in the RTR parameter.

The UseTransTypeGrouping flag may be applied to group by the TransType in the initial max date filtering. In this case, when set with a value of Y with the max date filters applied, the extract may include a record for each TransType. These records will represent the entries with the latest effective or sweep date for each Transtype.

Changed files:
- extract_generic_corporate_actions.inc
- extract_maxeffdate_tables.inc

ESP-1618: Revise the Portfolio Valuation Model for the WRHSPOSITIONEXTRACT and WRHSOPENLOTEXTRACT extracts to resolve the pricesSource from the Portfolio Valuation Table and introduce additional new field elements

The Portfolio Valuation model has been updated and new elements were added:

Price Source - Revised Field - priceSource
Portfolio Valuation Update Timestamp - New Field - portValuationUpdateTimeStamp
Active Price - New Field - priceRuleActivePrice
Active Price Source - New Field - activePriceSource
Active Price Update Timestamp - New Field - priceRuleUpdateTimeStamp
SECURITY_GL_LOCAL - New Field - urglSecurityLocal
SECURITY_GL_BASE - New Field - urglSecurityBase

The XPath Values for the WRHSPOSITIONEXTRACT:
EagleML/WarehouseTransaction/warehousePosition/extendedPortValuationModel/urglSecurityLocal
EagleML/WarehouseTransaction/warehousePosition/extendedPortValuationModel/priceRuleActivePrice
EagleML/WarehouseTransaction/warehousePosition/extendedPortValuationModel/activePriceSource
EagleML/WarehouseTransaction/warehousePosition/extendedPortValuationModel/portValuationUpdateTimeStamp
EagleML/WarehouseTransaction/warehousePosition/extendedPortValuationModel/priceRuleUpdateTimeStamp

The XPath Values for the WRHSOPENLOTEXTRACT:
EagleML/WarehouseTransaction/warehouseOpenLot/extendedPortValuationModel/urglSecurityBase
EagleML/WarehouseTransaction/warehouseOpenLot/extendedPortValuationModel/urglSecurityLocal
EagleML/WarehouseTransaction/warehouseOpenLot/extendedPortValuationModel/priceRuleActivePrice
EagleML/WarehouseTransaction/warehouseOpenLot/extendedPortValuationModel/activePriceSource
EagleML/WarehouseTransaction/warehouseOpenLot/extendedPortValuationModel/portValuationUpdateTimeStamp
EagleML/WarehouseTransaction/warehouseOpenLot/extendedPortValuationModel/priceRuleUpdateTimeStamp

Changed files:
extract_holding_ext_port_valuation_fields.inc
t_holding_portfolio_valuation_fields.inc
t_holding_portfolio_valuation_fields_streaming.inc

ESP-1732: Eagle - ML provide the ability to extract out MDC types from METADATA Center - METADATAEXTRACT

This is a new enhancement that leverages MetaData Center and enables the extract of configurations.
Enables the use of MDC to extract configurations within the system.

The process runs as follows

1. A user or schedule triggers and updates MDC (non-EagleML)
2. Via an EagleML request, run the EagleML MDC process to stage the MDC attributes and types to extract. This will extract a staging file on the server with the latest source of the data.
3. Via an EagleML request, run the EagleML MDC process with any desired filters to extract out the MDC data from the stored file previously requested on the server.

The following MDC types are supported:
Automation Center Schedule - automationCenterSchedule
Accounting Events Manager Event - accountingEventsManagerEvent
Advanced Reporting Engine Event - advancedReportingEngineEvent
Entity Build Event - entityBuildEvent
Message Center Process - messageCenterProcess
Msgcenter Include - msgcenterInclude
Msgcenter Matching Rule - msgcenterMatchingRule
Msgcenter Preprocessing Rule - msgcenterPreprocessingRule
Msgcenter Rule - msgcenterRule
Msgcenter Ruleset - msgcenterRuleset
Msgcenter Schedule Rule - msgcenterScheduleRule
Msgcenter Split Rule - msgcenterSplitRule
Msgcenter Stream - msgcenterStream
Msgcenter Validation Rule - msgcenterValidationRule
OLAP Reports Event - oLAPReportsEvent
Performance Analysis Event - performanceAnalysisEvent
Performance Calculation Event - performanceCalculationEvent
Website Overlay - websiteOverlay

Sample RTR Extract:

<EagleML xsi:SchemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" eaglemlVersion="2-0" eaglemlType="RunTaskRequest" xsi:type="RunTaskRequest" xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<header>
<messageId>YPGLN4ORDT3H1O8JF</messageId>
<sentBy>user</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>METADATA_1732_STEP_2_V_001</correlationId>
<businessTaskId>WH_META_1732_STEP_2</businessTaskId>
</taskIdentifier>
<taskTypeEnum>NEW</taskTypeEnum>
<taskParameters>
<taskParameter>
<name>StreamName</name>
<dataType>S</dataType>
<value>eagle_ml-2-0_default_cm_execwkfl</value>
</taskParameter>
<taskParameter>
<name>ActionType</name>
<dataType>S</dataType>
<value>EXECUTE</value>
</taskParameter>
<taskParameter>
<name>WorkflowName</name>
<dataType>S</dataType>
<value>eagle_wrf_generic_extract</value>
</taskParameter>
<taskParameter>
<name>ExtractSendNotification</name>
<dataType>S</dataType>
<value>ONFAILURE</value>
</taskParameter>
<taskParameter>
<name>maxrows</name>
<dataType>S</dataType>
<value>100</value>
</taskParameter>
<taskParameter>
<name>Compress</name>
<dataType>S</dataType>
<value>N</value>
</taskParameter>
<taskParameter>
<name>FeedType</name>
<dataType>S</dataType>
<value>METADATAEXTRACT</value>
</taskParameter>

</taskParameters>
</EagleML>

Filters:
• ItemType
• ItemName

The XSD has been updated for the new interfaces.
Extract has been added to eagle_wrf_generic_extract workflow.

Created files:
extract_meta_data.xml
extract_meta_data.inc
t_meta_data_streaming.xml
t_meta_data_streaming.inc
t_meta_common_streaming.inc

Changed files:
t_eagleml-2-0_streaming.rsf
extracts.rsf
w_config.inc
eagle_wrf_generic_extract workflow

ESP-1755: Issue with ALLEXTRACTS_ExtractNamePattern

When running extract with “ALLEXTRACTS_” as a value for the EtractNamePattern RTR parameter the output files would not have the “ALLEXTACTS_” string as part of their names.

The get_w_custom_params.inc file was changed to fix this issue.

Files changed:
get_w_custom_params.inc

ESP-1765: Update logic for tag7250 in GenericSmf to pass only for Main Security Resolution

When loading a GenericSMF record, the ability to skip security resolution for the main security or the underlying security was added to the inbound Generic SMF rule.

Case 1: Main Security Resolution logic will be skipped, Underlying Security Resolution logic applied
genericSMF/assetResolutionOption = 'SKIP':
<assetResolutionOption>SKIP</assetResolutionOption>

Case 2: Underlying Security Resolution logic will be skipped, Main Security Resolution logic applied.
genericSMF/UnderlyingModel/assetResolutionOption = 'SKIP':
<UnderlyingModel>
<assetResolutionOption>SKIP</assetResolutionOption>
</UnderlyingModel>

Case 3: Both Main and Underlying Security Resolution logic will be skipped:
genericSMF/assetResolutionOption = 'SKIP' and
genericSMF/UnderlyingModel/assetResolutionOption = 'SKIP':
<assetResolutionOption>SKIP</assetResolutionOption>
…
<UnderlyingModel>
<assetResolutionOption>SKIP</assetResolutionOption>
</UnderlyingModel>

This functionality will only work for updating records. New records will always go through the security resolution.

Changed files:
\dynamic\msgcenter\in\xml\include\security_resolution_generic.inc
\dynamic\msgcenter\in\xml\include\underlying_smf_ins_upd.inc

ESP-1784: Added inbound and outbound support for New EagleML ISSUER_ANALYTICS feed

Inbound and outbound interfaces were created to allow for loading and extracting of the ISSUER_ANALYTICS object. The new extract feed type is ISSUERANALYTICEXTRACT.

Example of extract record:

<EagleML
eaglemlVersion="2-0"
eaglemlType="ReferenceTransactionMessage"
eaglemlRevision="311"
xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd"
xsi:type="ReferenceTransactionMessage"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0">
<header>
<messageId>B80I1D704ELCVLBW</messageId>
<sentBy>http://www.eagleinvsys.com/</sentBy>
<creationTimestamp>2018-08-20T12:57:00-04:00</creationTimestamp>
</header>
<taskIdentifier>
<correlationId>I1D65NSZJEHSW009</correlationId>
<businessTaskId>EXTR162199000#extract_issuer_analytic</businessTaskId>
<sequenceNumber>1</sequenceNumber>
</taskIdentifier>
<referenceTransaction>
<header>
<objectType>IssuerAnalytic</objectType>
</header>
<issuerAnalytic>
<objectType>IssuerAnalytic</objectType>
<objectId>IssuerAnalytic</objectId>
<objectDescription>REFERENCE</objectDescription>
<updateTimestamp>2018-08-20T12:56:03-04:00</updateTimestamp>
<sourceName>TEST</sourceName>
<updateSource>TEST</updateSource>
<issuerId>10376</issuerId>
<issuerAlias>2501858</issuerAlias>
<issuerXrefIdentifiers>
<xId>
<xId>10176</xId>
<xIdType>IDBB</xIdType>
</xId>
</issuerXrefIdentifiers>
<commonShares>140861</commonShares>
<cashFlowFromOper>39151</cashFlowFromOper>
<sharesOutstanding>6139.425</sharesOutstanding>
<corpMeetingLastDate>2018-04-27</corpMeetingLastDate>
<corpMeetingNextDate>2019-06-01</corpMeetingNextDate>
<pretaxIncome>1539</pretaxIncome>
<salesRevTurn>16546</salesRevTurn>
<bsNumberOfTsySh>35.81</bsNumberOfTsySh>
</issuerAnalytic>
</referenceTransaction>
</EagleML>

Files changed:
extracts.rsf
t_eagleml-2-0_streaming.rsf
w_config.inc
xml-ref_objects.rsf
eagle_wrf_generic_load.wrf
eagle_wrf_generic_load_issuer_objects.wrf
eagle_wrf_generic_extract_issuer_objects.wrf

Files created:
extract_issuer_analytic.inc
extract_issuer_analytic.xml
t_issuer_analytic_streaming.inc
t_issuer_analytic_streaming.xml
xml-ref_issueranalytic.xml
eagleml_ref_issueranalytic.xml

ESP-1785: Issue with SCHEDULEEXTRACT

When two or more schedules have the same SMF and effective date, but different schedule sub types, the SCHEDUEEXTRACT extracts was not displaying correctly:

<referenceTransaction>
<header>
<objectType>Schedule</objectType>
</header>
<schedule>
<objectType>Schedule</objectType>
<objectId>Schedule</objectId>
<objectDescription>REFERENCE</objectDescription>
<updateTimestamp>2009-02-13T11:53:49-04:00</updateTimestamp>
<sourceName>EAGLE PACE</sourceName>
<updateSource>MCADMIN</updateSource>
<effectiveDate>1999-12-01</effectiveDate>
<primaryAssetId>4179081</primaryAssetId>
<primaryAssetType>SEDOL</primaryAssetType>
<issueName>PHILIP 0 06/01/08</issueName>
<issueDescription>PHILIP-CALL12/06 VARIABLE COUPON MATURITY 20080601</issueDescription>
<ticker>PHILIP</ticker>
<cusip>TT3135387</cusip>
<isin>XS0038961610</isin>
<sedol>4179081</sedol>
<bloombergId>COTT3135387</bloombergId>
<xrefIdentifiers>
<xId1>
<xId>003896161</xId>
<xIdType>COMMON</xIdType>
</xId1>
</xrefIdentifiers>
<primaryExchangeCode>OTC</primaryExchangeCode>
<securityAlias>876</securityAlias>
<assetCurrency>USD</assetCurrency>
<scheduleSubType>CALL</scheduleSubType>
<scheduleStatus>RD</scheduleStatus>
<rate>100</rate>
<effectiveDate>1999-12-01</effectiveDate>
<primaryAssetId>4179081</primaryAssetId>
<primaryAssetType>SEDOL</primaryAssetType>
<issueName>PHILIP 0 06/01/08</issueName>
<issueDescription>PHILIP-CALL12/06 VARIABLE COUPON MATURITY 20080601</issueDescription>
<ticker>PHILIP</ticker>
<cusip>TT3135387</cusip>
<isin>XS0038961610</isin>
<sedol>4179081</sedol>
<bloombergId>COTT3135387</bloombergId>
<xrefIdentifiers>
<xId1>
<xId>003896161</xId>
<xIdType>COMMON</xIdType>
</xId1>
</xrefIdentifiers>
<primaryExchangeCode>OTC</primaryExchangeCode>
<securityAlias>876</securityAlias>
<assetCurrency>USD</assetCurrency>
<scheduleSubType>SINK</scheduleSubType>
<scheduleStatus>RD</scheduleStatus>
<rate>100</rate>
<scheduleAmount>.05555556</scheduleAmount>
</schedule>
</referenceTransaction>

This issue was tied to incorrect grouping in the t-rules for this extract. The grouping was corrected which produces the extracts to have a separate transaction for each record as expected.

Files changed:

eagle_ml-2-0_cm\out\xml\t_schedule_streaming.inc
eagle_ml-2-0_cm\out\xml\t_schedule.xml

ESP-1846: EAGLEML - WRHSTRADEEXTRACT - Support signage for the identified fields in the TRADE_EXT table

Signage logic was added for the requested fields:

stGainSecLocal
stLossSecLocal
stGainSecBase
stLossSecBase
stGain
stLoss
stGainCurrency
stLossCurrency
ltGainSecLocal
ltLossSecLocal
ltGainSecBase
ltLossSecBase
ltGain
ltLoss
ltGainCurrency
ltLossCurrency
clsAmortLocal
clsAmortBase
clsOidLocal
clsOidBase
clsIlbIncLtdLocal
clsIlbIncLtdBase
gainCurrency988
lossCurrency988

There is currently no identified signage logic for the following fields:

gainLossCurrency988
washsaleDisallowedReversalLocal
washsaleDisallowedReversalBase
impairmentLtdLocalExt
impairmentLtdBaseExt
impairmentFxLtd

Signage logic is applied when the parameter EnableSignageLogic is set to Y. If the value is N or null, the numeric fields are presented as stored in the database. If the value is Y, some numeric fields have their own algorithm for signing the values.

<taskParameter>
<name>EnableSignageLogic</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>

Changed files:

extract_wrhs_trade_signage_logic.inc

ESP-1854: EagleML - Outbound Nuggetizer should allow splitting data on logical lines

Splitting logic has been reviewed and new parameters have been introduced:
MicroBatchKeyRecordCount instead of RecordCountPerNugget.
RecordCountPerNugget is still supported for compatibility, but MicroBatchKeyRecordCount has a higher priority than the old parameter.

W_MICRO_BATCH_KEY_RECORD_COUNT instead of W_RECORD_COUNT_PER_NUGGET.
W_RECORD_COUNT_PER_NUGGET is still supported for compatibility, but W_MICRO_BATCH_KEY_RECORD_COUNT has higher priority than old parameter.

The MicroBatchKeyRecordCount parameter is now used to specify the maximum number of records in each new split file.

Additionally the new MicroBatchSplitKey parameter was also added to allow a user to provide a split key. The key can be complex and include multiple values separated by commas, where each value represents a database column. As a result the user needs to know the exact names of the database columns. If the names are incorrectly provided there will be an error in the eagle_ml-2-0_default_out_q stream.

Changed files:
t_extract_data_splitter_begin.inc
t_extract_data_splitter_end.inc
t_extract_data_splitter.inc

ESP-1958: GenericEntity - cannot update Entity Xrefs. Need logic to update Xref

It was previously impossible to update entity xrefences through the Generic Entity. The logic for updating an entity xreference id was added. This logic will allow updating the id for an existing xreference type.

Changed files:
entity_xref_ins_upd.inc

ESP-1964: EagleML - NLIQUID

The XSD for the Warehouse Position and Warehouse Performance objects was updated to include the POSITION_DETAIL_LIQUIDITY and PSR_LIQUDITY fields.

ESP-1965: Added filters to CASHPROJECTIONSEXTRACT

New RTR parameters were added to the CashProjections Extract:
- CashProjectionReportType
- CashProjectionReportName
- CashProjectionPositionSwitch
- CashProjectionInstanceType
- CashProjectionInstance
- accountingBasis

The filters add conditional logic for extracting from the ESTAR.ESTAR_CASH_PROJECTION table.

Possible parameter values:
- CashProjectionReportType
Filters on the ESTAR.ESTAR_CASH_PROJECTION.REPORT_TYPE field.
Parameter value - DB value:
Fixed Income - FI
Dividends - DIV
Forwards - FW
Others Buys/Sells/Spots - OTH
Unsettled - UT
All - FI;DIV;FW;OTH;UT

This parameter may contain any combination of available values separated by the "|" or "," characters which logically represent OR and AND respectively.

- CashProjectionReportName

Filters on the ESTAR.ESTAR_CASH_PROJECTION.REPORT_NAME field.

- CashProjectionPositionSwitch

Filters on the ESTAR.ESTAR_CASH_PROJECTION.POSITION_SWITCH field.

- accountingBasis

Filters on the ESTAR.ESTAR_CASH_PROJECTION.ACCOUNTING_BASIS field.

Combining the CashProjectionInstanceType and CashProjectionInstance parameters will allow filtering on the ESTAR.ESTAR_CASH_PROJECTION.CP_INSTANCE field.

The values for the CashProjectionIsntanceType filter are Specific and Max or Min. The value of the CashProjectionInstance depends on whether or not the type is specific. If it is, then the value for the instance should be a list of the actual instances. If the value for type is either Min or Max, the instance filter can be left blank as the maximum or minimum instance will be extracted.

Sample RTR:

<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="RunTaskRequest" eaglemlVersion="2-0" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" eaglemlType="RunTaskRequest">
<header>
<messageId>CASHPROJECTIONSEXTRACT</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>
<creationTimestamp>2012-08-02T22:13:32.272-05:00</creationTimestamp>
</header>
<taskIdentifier>
<correlationId>ESP-1965-startDate_endDate_T13_v001</correlationId>
<businessTaskId>CASHPROJECTIONSEXTRACT</businessTaskId>
</taskIdentifier>
<taskTypeEnum>NEW</taskTypeEnum>
<synchronousExecution>no</synchronousExecution>
<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>CASHPROJECTIONSEXTRACT</value>
</taskParameter>
<taskParameter>
<name>startdate</name>
<dataType>S</dataType>
<value>2018-08-09</value>
</taskParameter>
<taskParameter>
<name>enddate</name>
<dataType>S</dataType>
<value>2018-12-31</value>
</taskParameter>
<taskParameter>
<name>IncludeEntityInfo</name>
<dataType>S</dataType>
<value>ALL</value>
</taskParameter>
<taskParameter>
<name>IncludeAllEntXref</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>
<taskParameter>
<name>IncludeExtendedDetails</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>
<taskParameter>
<name>CashProjectionInstanceType</name>
<dataType>S</dataType>
<value>Max</value>
</taskParameter>
<taskParameter>
<name>CashProjectionReportType</name>
<dataType>S</dataType>
<value>FI|DIV</value>
</taskParameter>
<taskParameter>
<name>TraverseHierarchy</name>
<dataType>S</dataType>
<value>N</value>
</taskParameter>
<taskParameter>
<name>entityselectiontype</name>
<dataType>S</dataType>
<value>EntityID</value>
</taskParameter>
<taskParameter>
<name>entityselectionvalue</name>
<dataType>S</dataType>
<value>SMPLENT1</value>
</taskParameter>
</taskParameters>
</EagleML>

Changed files:
- extract_cash_projections.xml
- extract_cash_projections.inc
- extract_filter_sql_with_bind.inc

ESP-1987: Enhancement - EagleML - Delete activity within an entity - Delete Activity / Reset Accounting Dates

The DELETEACTIVITY functionality was added to the GenericEntity inbound interface. This new feature allows the deletion of all entity activity and the update of related accounting data.

The new functionality consists of four steps. The first deletes all entity activity from the accounting tables. The second step deletes any entity activity that was pushed from the accounting tables to the warehouse tables via STAR to PACE. The third step deletes the warehouse activity. The final step resets the Accounting Periods.

To use this enhancement the action of an inbound GenericEntity file should be identified as DELETEACTIVITY. This action type was added to the XSD.

To delete activities send a GenericEntity file in eagle_ml-2-0_default_in_xml_entity stream with <action>DELETEACTIVITY</action>.

Example:
<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="EntityTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="EntityTransactionMessage">
<header>
<messageId messageIdScheme="http://www.eagleinvsys.com/coding-scheme/message-id-2-0">TEST</messageId>
</header>
<entityTransaction>
<header>
<objectType>GenericEntity</objectType>
<action>DELETEACTIVITY</action>
</header>
<genericEntity>
<objectType>GenericEntity</objectType>
<objectId>GenericEntity</objectId>
<objectDescription>ENTITY</objectDescription>
<updateSource>MCADMIN</updateSource>
<accountingValidationFlag>Y</accountingValidationFlag>
<entityId>ES1987E1</entityId>
<entityName>ES1987E1</entityName>
<entityXrefs>
<entityXref>
<xrefAccountId>ES1987E1_XREF01</xrefAccountId>
<xrefAccountIdType>XREF1</xrefAccountIdType>
<xrefClassCode>TF1</xrefClassCode>
</entityXref>
</entityXrefs>
<entityType>PORT</entityType>
</genericEntity>
</entityTransaction>
</EagleML>

An additional enhancement is pending to support the same functionality for Master Funds.

Files changed:
xml-ent_objects.rsf

Changed files:
xml-ent_delete.xml
ent_entityactivity_delete.inc
entity_common_header_aliases.inc
parse_entity_xrefs.inc

ESP-1988: Enhancement - EagleML - Delete activity within an entity - Support the ability to delete activity within an entity based upon no prior activity

Linked to ESP-1987, the DELETEACTIVITY functionality was added to the GenericEntity inbound interface. This new extended feature allows the deletion of all entity activity and the update of related accounting data based upon a check against existing activity.

If there is STAR or PACE entity activity such as trades or positions etc. this process will stop so that the activity can be deleted first. This feature is controlled by a flag in the incoming file or a global variable:

<checkActivity>Y</checkActivity> in the <header> on incoming message.
:W_CHECK_ENTITY_ACTIVITY: = 'Y' in w_config_custom.inc file.

The checkActivity element was added to the transactionHeader complex type in the EagleML XSD.

Example of incoming file:
<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="EntityTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="EntityTransactionMessage">
<header>
<messageId messageIdScheme="http://www.eagleinvsys.com/coding-scheme/message-id-2-0">TEST</messageId>
</header>
<entityTransaction>
<header>
<objectType>GenericEntity</objectType>
<action>DELETE</action>
<checkActivity>Y</checkActivity>
</header>
<genericEntity>
<objectType>GenericEntity</objectType>
<objectId>GenericEntity</objectId>
<objectDescription>ENTITY</objectDescription>
<entityId>ESP19881</entityId>
<entityName>ESP19881_NAME</entityName>
</genericEntity>
</entityTransaction>
</EagleML>

An additional enhancement is pending to support the same functionality for Master Funds.

Files changed:
xml-ent_objects.rsf
xml-ent_delete.xml
entity_common_header_aliases.inc

Files created:
ent_genericentity_delete.inc

ESP-2010: WRHSTRADEEXTRACT, TRADEDCAEXTRACT, SETTLECAEXTRACT - Incorporate Corporate Action fields

The TRADESDBO.TRADE, ESTAR_TRADED_CASH_ACTIVITY and ESTAR_SETTLED_CASH_ACTIVITY tables all have a link to the Corporate Action table on the CORPORATE_ACTION_INST field.

Enabled the capability with an optional parameter to include additional reference data from the corporate action tables in the WRHSTRADEEXTRACT, TRADEDCAEXTRACT and SETTLEDCAEXTRACT extracts.

CORP_ACT_HIST.CP_REASON CA_REASON,
CORP_ACT_HIST.CP_STATUS CA_STATUS,
CORP_ACT_HIST.CP_SWAP_RATIO CA_SWAP_RATIO,
CORP_ACT_HIST.CP_TERM_FLAG CA_TERM_FLAG,
CORP_ACT_HIST.SPLIT_RATIO CA_SPLIT_RATIO,
CORP_ACT_HIST.SWEEP_DATE CA_SWEEP_DATE,
CORP_ACT_HIST.TRANS_TYPE CA_TRANS_TYPE,
CORP_ACT_HIST.CP_DEBT CA_FACTOR

The Xpath values for the SETTLEDCAEXTRACT:

EagleML/accountingTransaction/settledCashActivity/transType
EagleML/accountingTransaction/settledCashActivity/sweepDate
EagleML/accountingTransaction/settledCashActivity/cpStatus
EagleML/accountingTransaction/settledCashActivity/cpReason
EagleML/accountingTransaction/settledCashActivity/cpTermFlag
EagleML/accountingTransaction/settledCashActivity/cpSwapRatio
EagleML/accountingTransaction/settledCashActivity/cpDebt
EagleML/accountingTransaction/settledCashActivity/spitRatio

The Xpath values for the TRADEDCAEXTRACT:

EagleML/accountingTransaction/tradedCashActivity/splitRatio
EagleML/accountingTransaction/tradedCashActivity/cpDebt
EagleML/accountingTransaction/tradedCashActivity/cpSwapRatio
EagleML/accountingTransaction/tradedCashActivity/transType
EagleML/accountingTransaction/tradedCashActivity/sweepDate
EagleML/accountingTransaction/tradedCashActivity/cpStatus
EagleML/accountingTransaction/tradedCashActivity/cpReason
EagleML/accountingTransaction/tradedCashActivity/cpTermFlag

The Xpath values for the WRHSTRADEEXTRACT:
EagleML/warehouseTransaction/warehouseTrade/transType
EagleML/warehouseTransaction/warehouseTrade/sweepDate
EagleML/warehouseTransaction/warehouseTrade/cpStatus
EagleML/warehouseTransaction/warehouseTrade/cpReason
EagleML/warehouseTransaction/warehouseTrade/cpTermFlag
EagleML/warehouseTransaction/warehouseTrade/cpSwapRatio
EagleML/warehouseTransaction/warehouseTrade/cpDebt
EagleML/warehouseTransaction/warehouseTrade/spitRatio

The addition of these fields are applied similar to the extended models for the entity and SMF.

The new fields have been added to the XSD and are controlled by the same parameter as the SMF and entity equivalents: IncludeExtendedDetails. The only change this required was the addition of the new CA value. The current values are now Y, ALL, CA, and N. They can be used together by using comma separated lists as shown below:

<taskParameter>
<name>IncludeExtendedDetails</name>
<dataType>S</dataType>
<value>CA,ALL</value>
</taskParameter>
<taskParameter>
<name>IncludeExtendedDetails</name>
<dataType>S</dataType>
<value>CA</value>
</taskParameter>
<taskParameter>
<name>IncludeExtendedDetails</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>
<taskParameter>
<name>IncludeExtendedDetails</name>
<dataType>S</dataType>
<value>Y,CA</value>
</taskParameter>
<taskParameter>
<name>IncludeExtendedDetails</name>
<dataType>S</dataType>
<value>N</value>
</taskParameter>

Files changed:
eagle/estar/EAGLE_EXTRACTSERVICE.pkg
eagle/estar/EAGLE_ML_2_0.pkg
eagle/estar/eagle_ml-2-0_default_out_extract_service.pkg
eagle/estar/eagle_ml-2-0_default_out_q.pkg
eagle/estar/eagle_ml-2-0_default_out_streaming_t.pkg
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/extract_start.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/tagvalue/extract_acct_settled_cash_activity.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/tagvalue/extract_acct_traded_cash_activity.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/tagvalue/extract_ca_properties_fields.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/tagvalue/extract_warehouse_trade.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_acct_settled_cash_activity_streaming.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_acct_traded_cash_activity_streaming.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_ca_properties_fields_streaming.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_warehouse_trade_streaming.inc
eagle/estar/tpe/dynamic/msgcenter/eagle_ml-2-0_cm/out/xml/t_warehouse_trade_streaming_eml.inc

ESP-2107: Adjust eagle_generic_load_smf_objects to have additional generic_smf before load_generic_smf task

Support for loading files with the _UNDERLYINGENERICSMF_ through the eagle_ml-2-0_deafult_in_xml_smf_generic stream was added.

This enhancement allows for loading underlying SMF records via the eagle_wrf_generic_load workflow. The underlying records will always be loaded before the generic SMF records.

Files changed:
- eagle_wrf_generic_load.wrf
- eagle_wrf_generic_load_smf_objects.wrf

ESP-2324: EntityAccountingPeriod insert/update issue on 2017R2(ORA)

Automatic bind generation was added for the EntityAccountingPeriods object. Metadata was added for the ESTAR.PKG_ESTAR.MODIFY_ACCT_PERIOD and PACE_MASTERDBO.ESTAR_ENTITY_RULES.MODIFY_ACCT_BASIS stored procedures.

Changed files:
eagleml_ent_accountingperiods.xml
eagleml_entity.xml
ins_upd_acct_period.inc
xml-ent_entityaccountingperiods.xml

ESP-2430: WRHSCASHFLOWPROJEXTRACT cannot be triggered in eagle_wrf_generic_extract

Incorporated support for the WRHSCASHFLOWPROJEXTRACT to be triggered as a single extract in the eagle_wrf_generic_extract workflow.

Changed files:
eagle_wrf_generic_extract workflow and all related files

ESP-2437: eagle_ml-2-0_default_in_xml_warehouse_preproc stream causes DB to slow down when the security alias is not in the database and there is more than one request in the batch

Addressed an infinite loop condition when the security alias was not in the database. When a batch failed with the error "Security was not found" and the DBMLrequest had an security_alias field, but did not have identifiers, this failure would occur.

Changed files:
xml-dbdirect_check_sec_alias.inc

ESP-2455: ENTITYSTATUSEXTRACT - Revise extract to return the valid statuses for SECTOR funds

Revised the logic around the population of entities that have the type of SECTOR. When the entity is defined as a SECTOR, the <status> nodes in the block elements are revised to be populated with the MASTER entity instead to align with the normal accounting workflow.

Added file:
\dynamic\msgcenter\eagle_ml-2-0_cm\out\tagvalue\extract_entityacctstatus_inserttotemp.inc
Changed files:
\dynamic\msgcenter\eagle_ml-2-0_cm\out\tagvalue\extract_entity_accounting_status.inc
\dynamic\msgcenter\eagle_ml-2-0_cm\extract_entity_fields.inc

ESP-2479: Need to replace element posDetAnlSwitch in XSD/XSLT

The posDetAnlSwitch field is included as part of the ANALYTIC model in the XSLT used for loading wareshoue position objects. In the XSD, however, this field is outside of the ANALYTIC model which causes validity issues.

The posDetAnlSwitch field was removed from the ANALYTIC model in the XSLT to make it consistent with the XSD. The paths for this field are now the same in both instances.

Files changed:

eagle\estar\tpe\dynamic\msgcenter\eagle_default\in\xml\xslt\ wrh_egl_gen_interface3.xsl

ESP-2483: Version of EML package must be specified in configuration include on w_setup step

The EagleML_release_version parameter was added to allow tracking which EagleML version was installed.

This parameter’s value is ultimately stored in the w_config_version.inc file.

Files created:
get_version.inc

Changed files:
eagle_mc_server_support_get_version.xml
w_setup_eagle_version.xml

2484 Factor revisions (ACORPACTION_REBOOK) are not processing successfully where data files are passed through EagleML stream, with a Correlation ID

Data was not being loaded correctly during the GenericCA update through real time processing.

The issue was tied to an incorrect instance of the GenericCA files being sent to the panel.

The logic for determining which instance to send was edited to correct this problem.

Files changed:
xml-ref_ca.xml

ESP-2497: Add handling for key files of xmldbapi objects in eagle_wrf_generic_load

After loading warehouse position and open lot records in XMLDBAPI format, the corresponding keys file needs to be loaded to allow for the roll up process to complete. When creating a profile loader for these objects, the keys file would not get loaded since the eagle_wrf_generic_load workflow had no task for loading XMLDBAPI keys files.

Added support for loading XMLDBAPI positions lots and their corresponding keys files to the generic load workflow as new separate tasks for each file:

load_warehouse_openlot_xmldbapi_data (for load data file for open lot in XMLDBAPI): *_WAREHOUSEOPENLOTEDB_DATA_*
load_warehouse_openlot_xmldbapi_keys (for load keys file in XMLDBAPI): *_WAREHOUSEOPENLOTEDB_KEYS_*
load_warehouse_position_xmldbapi_data (for load data file for position in XMLDBAPI): *_WAREHOUSEPOSITIONEDB_DATA_*
load_warehouse_position_xmldbapi_keys (for load keys file in XMLDBAPI): *_WAREHOUSEPOSITIONEDB_KEYS_*

Changed files:

estar\tpe\dynamic\msgcenter\eagle_ml-2-0_workflows\eagle_wrf_generic_load.wrf
estar\tpe\dynamic\msgcenter\eagle_ml-2-0_workflows\eagle_wrf_generic_load_warehouse_objects.wrf
estar\tpe\dynamic\msgcenter\eis\ejmwf\eagle_wrf_generic_load_warehouse_objects.ejmwf
estar\tpe\dynamic\msgcenter\eis\ejmwf\eagle_wrf_generic_load.ejmwf

ESP-2553: Revise the Portfolio Valuation Model for the WRHSPOSITIONEXTRACT and WRHSOPENLOTEXTRACT to eliminate the navSequence in the Where Clause

Eliminated the navSequence from the underlying query logic to improve processing throughput. The navSequence field was excluded from the portValModel and Sub Query with this update.

Changed files:
extract_holding_ext_port_valuation_fields.inc

ESP-2560: Incorrect value of extractStats node in TSR message

The extractStats node in the TSR was being populated inconsistently with incorrect values.

The logic for TSR generation was modified to avoid this issue. The extracts stats node is enabled through the IncludeExtractStats parameter.

<taskParameter>
<name>IncludeExtractStats</name>
<dataType>S</dataType>
<value>Y</value>
</taskParameter>

Changed files:

extract_eofw.inc, t_eagle_header_fields.inc, t_rule_header_streaming.inc

ESP-2706: Include Common Transactions Missing from Extracts

In some cases the CommonTransactionsInfo element is missing from extracts. This happened during many processes executing at the same time in parallel because of a lag between stream processing. The process was modified to change the logic to address the workflow contention.

Changed files:
extract2t.inc