Underlying Batch Reinsert Mode

In this page:

Overview

You can reinsert underlying records in batch mode (delete all the previously existing records before load with the following key: sec alias + underlying type)

On this page

1 Overview
2 Behavior
3 Required Structure of Data for Load

Behavior

A) Reinsert Mode

If the incoming record contains a batch key:

Underlying records with sec_alias and underlying type related to the corresponding batchKey will be deleted
Underlying records from the incoming transaction will be loaded one by one (same order as they are positioned in the file)

In this case key for deletion is MAIN SEC ALIAS + UNDELYING TYPE
Second SMF alias is not used in the process of deletion.

B) Upsert Mode

Deletion will NOT be performed in this mode by default. The process will still try to follow usual underlying load steps meaning it will take into consideration already existing time periods for underlyings.

To use this mode make sure the record contains batch key and processingOptions element is set to UNDERLYING_UPSERT_MODE:

Underlying records from the incoming transaction will be loaded one by one (same order as they are positioned in the file)

Required Structure of Data for Load

It is expected that the data is grouped and sorted in a special way:

Records should be grouped by Security alias + underlying type. Such grouping is required to fulfill requested logic suggesting that only one underlying can exist for a certain security with certain underlying type.
Based on this it is expected that each grouped record should have following structure:

<referenceTransaction>
     <header>
          <batchKey>PRIMARY_ASSET_ID^PRIMARY_ASSET_ID_TYPE^UNDERLYING_TYPE</batchKey>
          <objectType>UnderlyingSMF</objectType>
     </header>
     <underlyingSMF>
          …
          <beginDate>2018-07-10</beginDate>
          <endDate>2018-07-12</endDate>
     </underlyingSMF>
     <underlyingSMF>
          …
          <beginDate>2019-07-11</beginDate>
          <endDate>2019-07-13</endDate>
     </underlyingSMF>
<referenceTransaction>

Underlying SMF records inside each referenceTransaction should be sorted by the timeline, first going with the earliest begindate/enddate, last - with the latest begindate/enddate. Date logic will remain the same as in usual underlying upload and will not allow time periods overlapping.

Batch key can be set as XREF_ID^XREF_TYPE^UNDERLYING_TYPE , where XREF_ID and XREF_TYPE are identifiers that should be used for resolution

Batch key identifiers will be used to define records for DELETE during batch underlying reinsert mode.