EagleML Release Notes - March 2022

Owned by Jeffrey Santora (Deactivated)
Last updated: Apr 07, 2022 by Olga Galis (Deactivated)
5 min read

Enhancements

SDP-58245 Generic SMF Inbound interface was updated to support new elements

The Generic SMF interface was updated to support inserting new securities into the SECURITYDBO.SECURITY_REGULATORY database table as well as several new fields from other data models.

Xpath:
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/callAnnounceDate
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/firstCouponPeriodType
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/isStillCallableIndicator
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/seriesAmountOutstanding
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/stripType
EagleML/referenceTransaction/genericSMF/FixedIncomeModel/surplusNoteIndicator
EagleML/referenceTransaction/genericSMF/MBSExtension/wamNextResetTerm
EagleML/referenceTransaction/genericSMF/MBSExtension/prepayPenaltyTerm
EagleML/referenceTransaction/genericSMF/MBSExtension/prepayPenaltyType
EagleML/referenceTransaction/genericSMF/SMExtension/privateFundIndicator
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/sanctionedIndicator
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/confidenceLevel
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/sanctionReferenceCapital
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/sanctionActualCapital
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/europeanSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/unitedStatesSDNSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/unitedStatesNonSDNSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/unitedNationsSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/hongKongSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/unitedKindomSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/chinaSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/canadaSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/australiaSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/singaporeSanctionDirective
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/sanctionTargetCountry
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/instrumentStatus
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/sanctionChangeReasonMemo
EagleML/referenceTransaction/genericSMF/securityRegulatoryModel/sanctionRationaleMemo

File changed:
eagle_default/in/xml/xslt/smf_egl_gen_interface_template.xsl

SDP-59233 Error reporting logic was enhanced for TSR messages

Error reporting logic was enhanced for TSR messages to send error description information to MC. This will support debugging for cases where entity filer is returning an error.

Files changed:
eagle_ml-2-0_cm/extract_filter_entity_resolution_v1.inc
eagle_ml-2-0_cm/extract_filter_entity_resolution_v2.inc

SDP-59389 Extended Issuer Regulatory Object Type with new fields and added history mode

A new Stored Procedure was created called ESTAR.INS_UPD_ISSUER_REGULATORY in the generate_sp_on_fly.inc file to manage inbound processes.

Inbound and Outbound rules were extended to support historyOnlyFlag setup.

Inbound and Outbound rules mapping were also extended to support the following new fields:

SECURITYDBO.ISSUER_REGULATORY[_HIST].SCOPE_SANC (tag 18369)
SECURITYDBO.ISSUER_REGULATORY[_HIST].CONFID_LVL (tag 18352)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SANCTIONED (tag 18351)
SECURITYDBO.ISSUER_REGULATORY[_HIST].IS_ISSUING (tag 18370)
SECURITYDBO.ISSUER_REGULATORY[_HIST].EU_SANC (tag 18355)
SECURITYDBO.ISSUER_REGULATORY[_HIST].US_SDN_SANC (tag 18356)
SECURITYDBO.ISSUER_REGULATORY[_HIST].US_NON_SDN_SANC (tag 18357)
SECURITYDBO.ISSUER_REGULATORY[_HIST].UN_SANC (tag 18358)
SECURITYDBO.ISSUER_REGULATORY[_HIST].HK_SANC (tag 18359)
SECURITYDBO.ISSUER_REGULATORY[_HIST].UK_SANC (tag 18360)
SECURITYDBO.ISSUER_REGULATORY[_HIST].CH_SANC (tag 18361)
SECURITYDBO.ISSUER_REGULATORY[_HIST].CA_SANC (tag 18362)
SECURITYDBO.ISSUER_REGULATORY[_HIST].AU_SANC (tag 18363)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SG_SANC (tag 18364)
SECURITYDBO.ISSUER_REGULATORY[_HIST].TARGET_SANC (tag 18365)

Xpath:

EagleML/referenceTransaction/issuerRegulatory/sanctionScope
EagleML/referenceTransaction/issuerRegulatory/confidenceLevel
EagleML/referenceTransaction/issuerRegulatory/sanctionedIndicator
EagleML/referenceTransaction/issuerRegulatory/isIssuingIndicator
EagleML/referenceTransaction/issuerRegulatory/europeanSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/unitedStatesSDNSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/unitedStatesNonSDNSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/unitedNationsSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/hongKongSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/unitedKindomSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/chinaSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/canadaSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/australiaSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/singaporeSanctionDirective
EagleML/referenceTransaction/issuerRegulatory/sanctionTargetCountry

Files changed:
eagle_ml-2-0_cm/generate_sp_on_fly.inc
metadata/bind/eagleml_ref_issuerregulatory.xml
eagle_default/in/xml/xml-ref_issuerregulatory.xml
eagle_ml-2-0_cm/out/tagvalue/extract_issuer_regulatory.inc
eagle_ml-2-0_cm/out/xml/t_issuer_regulatory_streaming.inc
eagle_ml-2-0_cm/out/xml/t_rule_start_trx_header_streaming.inc

SDP-59433 return_net element has been removed from EagleML

The returnNet element has been removed from EagleML inbound/outbound interfaces, XSD and documentation. This is due to the element not being part of the of core entity_analytics table and therefore does not need to be supported.

XSD files changed:
EagleMl/schema/eagleml-entity-shared-2-0.xsd

Files changed:
metadata/bind/eagleml_entityanalytic_ng_example.xml
metadata/bind/eagleml_ent_entityanalytic.xml
eagleml/examples/msg_entity_entityAnalytic.xml
eagle_default/in/xml/xml-ent_entity_analytics.xml
eagle_ml-2-0_cm/out/xml/t_entity_analytics.xml
eagle_ml-2-0_cm/out/xml/t_entity_analytics_streaming.inc

SDP-58705 http_calls enhanced to support dynamic timeout

http_calls.inc code has been redesigned to support a dynamic timeout feature. New variables have been introduced.

  • httpCallTimeout – can be set before including http_calls.inc and will have higher priority in the setting timeout

  • W_HTTP_CALL_TIMEOUT – can be set in custom configuration w_config_custom.inc and will have priority lower than httpCallTimeout.

Usage:

<COL TAG=”W_HTTP_CALL_TIMEOUT“ EXPRESSION=”'123456'“/>

Please note that the timeout needs to be greater than 3000 seconds.

In order to not change the previous logic if bigTimeout = ‘Y’ then the timeout will be 3000 or 300 otherwise only if the new two variables are not set.
Priority of variables from highest to lowest would be: httpCallTimeout, W_HTTP_CALL_TIMEOUT, 3000 if bigTimeout = ‘Y’, 300 otherwise.

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

SDP-59359 Signage Revision

February local changes for the extract_wrhs_trade_signage_logic rule have been merged to the March release.

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

SDP-59083 Accounting Trade Interface was enhanced to support Private Equity panels and process changes

The Accounting Trade Inbound Interface has been enhanced to support additional tags in the Initial Funding and Additional Funding panels due to Private Equity enhancements.

New tags and Xpath:
tag 128 - EagleML/accountingTransaction/accountingTrade/currentCostLocal
tag 129 - EagleML/accountingTransaction/accountingTrade/currentCostBase

Files changed:
eagle_default/in/include/csv-capfundinvestments_columns.inc
eagle_default/in/include/csv-capfundinvestments_panels.inc
eagle_default/in/include/trade_aliases.inc

SDP-58423 Extended Issuer Organization Object Type with fields from Issuer Regulatory Model

Extended both the Inbound and Outbound Issuer Organization rules mappings to support the fields listed below from the Issuer Regulatory Model.

SECURITYDBO.ISSUER_REGULATORY[_HIST].BOOKS_AND_RECORDS_DESC (tag 17255)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SUB_CUSTODIAN (tag 17256)
SECURITYDBO.ISSUER_REGULATORY[_HIST].BANK_CUSTODIAN (tag 17257)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SELF_CUSTODIAN (tag 17259)
SECURITYDBO.ISSUER_REGULATORY[_HIST].FOREIGN_CUSTODIAN (tag 17261)
SECURITYDBO.ISSUER_REGULATORY[_HIST].OTHER_CUSTODIAN_TYPE (tag 17265)
SECURITYDBO.ISSUER_REGULATORY[_HIST].NATIONAL_SEC_EXCH_MBR (tag 17258)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SECURITIES_DEPOSITORY (tag 17260)
SECURITYDBO.ISSUER_REGULATORY[_HIST].FUTURES_COMMODITY (tag 17262)
SECURITYDBO.ISSUER_REGULATORY[_HIST].FOREIGN_SEC_DEPOSITORY (tag 17263)
SECURITYDBO.ISSUER_REGULATORY[_HIST].INSURANCE_CO_SPONSOR (tag 17264)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SECURITIES_ACT_ISSUER (tag 17266)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SCOPE_SANC (tag 18369)
SECURITYDBO.ISSUER_REGULATORY[_HIST].CONFID_LVL (tag 18352)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SANCTIONED (tag 18351)
SECURITYDBO.ISSUER_REGULATORY[_HIST].IS_ISSUING (tag 18370)
SECURITYDBO.ISSUER_REGULATORY[_HIST].EU_SANC (tag 18355)
SECURITYDBO.ISSUER_REGULATORY[_HIST].US_SDN_SANC (tag 18356)
SECURITYDBO.ISSUER_REGULATORY[_HIST].US_NON_SDN_SANC (tag 18357)
SECURITYDBO.ISSUER_REGULATORY[_HIST].UN_SANC (tag 18358)
SECURITYDBO.ISSUER_REGULATORY[_HIST].HK_SANC (tag 18359)
SECURITYDBO.ISSUER_REGULATORY[_HIST].UK_SANC (tag 18360)
SECURITYDBO.ISSUER_REGULATORY[_HIST].CH_SANC (tag 18361)
SECURITYDBO.ISSUER_REGULATORY[_HIST].CA_SANC (tag 18362)
SECURITYDBO.ISSUER_REGULATORY[_HIST].AU_SANC (tag 18363)
SECURITYDBO.ISSUER_REGULATORY[_HIST].SG_SANC (tag 18364)
SECURITYDBO.ISSUER_REGULATORY[_HIST].TARGET_SANC (tag 18365)

Xpath:

EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/booksAndRecordsDescription
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/subCustodian
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/bankCustodian
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/selfCustodian
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/foreignCustodian
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/otherCustodianType
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/nationalSecuritiesExchangeMember
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/securitiesDepository
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/futuresCommodity
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/foreignSecuritiesDepository
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/insuranceCompanySponsor
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/securitiesActIssuer
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/sanctionScope
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/confidenceLevel
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/sanctionedIndicator
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/isIssuingIndicator
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/europeanSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/unitedStatesSDNSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/unitedStatesNonSDNSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/unitedNationsSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/hongKongSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/unitedKindomSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/chinaSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/canadaSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/australiaSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/singaporeSanctionDirective
EagleML/referenceTransaction/issuerOrganization/IssuerRegulatoryModel/sanctionTargetCountry

Files changed:

dynamic/metadata/bind/eagleml_ref_issuerorganization.xml
eagle_default/in/xml/xml-ref_issuerorganization.xml
eagle_default/in/xml/xslt/eagleml_issuer_org.xsl
eagle_ml-2-0_cm/out/tagvalue/extract_issuer_org.inc
eagle_ml-2-0_cm/out/xml/t_issuer_org_streaming.inc
eagle_ml-2-0_cm/out/xml/t_issuer_org.xml

SDP-59858 Added support for all LP event types

Added support for three missing LP event types in the accounting trades rule. The missing event types are LPCALL, LPCAP and LPCLOSE.

Files changed:

eagle_default/in/include/csv-capfundinvestments_panels.inc
eagle_default/in/xml/xml-acct_trades.rsf

SDP-59798 Resolved an issue with the multilegsmf object and parameter generateSwapResetScheduleSwitch to allow coupon schedules to reset for a source other than Eagle PACE

There was an issue with the multilegsmf object type when using the generateSwapResetScheduleSwitch in combination with a source other than Eagle PACE. The panel could not correctly resolve the source name from tag 1102. This was causing coupon schedules to not reset as expected. The source resolution was therefore added to the rule, so that the resolved tag 1168 could be passed to the panel to find the proper source number attributed to the proper source name being used.

Files changed:

eagle_default/in/xml/xml-smf_multleg_swap.xml

SDP-59520 IssuerXref inbound interface was enhanced to support extended Issuer Resolution Logic

The IssuerXref inbound interface was enhanced to support full Issuer Resolution logic including resolution by identifiers. Prior to the enhancement, IssuerID was only able to load one identifier at a time in each reference transaction, whereas now it allows for up to 10 identifiers per reference transaction. For this enhancement to be leveraged, the assetResolutionOption field needs to be specified. An example of the usage is listed below.

Example of usage:
<issuerResolutionOption>USE_XREF_ONLY</issuerResolutionOption>

File changed:
eagle_default/in/xml/xml-ref_issuer_xref.xml

SDP-57647 Signage Changes for additional fields

Changes were made to the follow fields for updated Signage Keys and Conditions

COST_BASE
COST_LOCAL
TRADESDBO.DISPOSAL_LOTS.OPEN_COST_BASE
ORIGINAL_FACE_VALUE
ORIG_ACQ_COST_BASE
ORIG_ACQ_COST_LOCAL
PAR_OR_SHARES
NET_CASH
DIRTY_PRINCIPAL_BASE
DIRTY_PRINCIPAL
TRADE_BASE_AMOUNT
PRINCIPAL
PRINCIPAL_BASE
SETTLEMENT_AMOUNT
SETTLE_AMOUNT_BASE

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

SDP-59946 WHRSTRADEEXTRACT updates for Signage Keys and Conditions

Changes were made to the follow fields for updated Signage Keys and Conditions where transaction codes are OPENFUTURE, OPENFUTURECANCEL, CLOSEFUTURE and CLOSEFUTURECANCEL. CASH_TYPE expanded logic to flip from RECPT to DISB and vice versa.

SETTLEMENT_AMOUNT
SETTLEMENT_AMOUNT_BASE
CASH_TYPE

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

SDP-59739 EDS codecategory resource was updated

The mapping for database field PACE_MASTERDBO.CODES.TYPE was corrected. The field mapping is now in sync with EagleML.

Files changed:

metadata/core/ontology/reference/codecategory-models.json
metadata/core/ontology/reference/codecategory_in.json

SDP-59645 EDS sources extract was updated to support sourcename filter

The sourcename filter was not returning data due to coding issues which have now been resolved.

Files changed:
ontology/reference/sources.json

SDP-59637 EDS genericsmf resource was updated to correct realEstateModel

Data uploads to Oracle database via the EDS genericsmf resource was raising the following error. ORA-06502: PL/SQL: numeric or value error: character to number conversion error. This occured when the numberOfUnits and unitOfMeasure were populated as part of realEstateModel.

Ontology for EDS genericsmf resource was therfore updated to correct the wrong input parameter names for database fields: UNITS and UNIT_OF_MEASURE.

 Files changed:

metadata/core/ontology/reference/genericsmf-models.json

SDP-59456 EDS genericentity resource was updated to support load to Oracle database

Load to Oracle database was implemented via the stored procedure PACE_MASTER.ESTAR_ENTITY_RULES.INSERT_UPDATE_ENTITY_INFO

Files changed:
ontology/entity/genericentity-models.json
ontology/entity/genericentity_in.json
ontology/templates/eagle_ent_genericentity_insertupdate.txt

SDP-59388 EDS pacecalendar extract was updated to support fromdate and todate filters

EDS pacecalendar extract now has the ability to support fromdata and todate filters.

Files changed:
ontology/reference/pacecalendar.json

SDP-59240 Ontology was updated to correct mapping and support additional database fields for EDS warehouseposition

Ontology is up to date for the EDS warehouseposition resource and also in sync with the following database tables.
HOLDINGDBO.POSITION
HOLDINGDBO.POSITION_DETAIL
HOLDINGDBO.POSITION_COST_DETAIL.

Inconsistences on load between Oracle and Snowflake were corrected along with the issue for NULL values.

SDP-59020 Added support for Heldonly filter for EDS extracts - smfidentifiers and smfidentifiershist

EDS smfidentifiers and smfidentifiershist ontology based extracts were enhanced to support heldonly filters.
Heldonly filter has the following parameters.

entityselectiontype
entityselectionvalue
heldcashactivitysources
heldeffectivedate
heldincludecorpact
heldincludeunderlying
heldpositionsources
includecurrencyassets
includezerobalances
onlyheld
usergroups

Files changed:
metadata/core/ontology/reference/smfidentifiers.json
metadata/core/ontology/reference/smfidentifiershist.json

metadata/core/ontology/eagle-vocab-sec-shared.json
metadata/core/ontology/eagle-vocab-shared.json
metadata/core/ontology/reference/genericsmf-models.json

SDP-58424 EDS issuerregulatory resource to support sanctions data as part of Issuer Organization

The list of fields supported by EagleML Issuer Regulatory Model is also supported via ontology and EDS issuerregulatory and issuerorganization resources. Please see SDP-58423 regarding the list of additionally supported fields.

Files changed:
metadata/core/ontology/definition/eagle-vocab-definition-issuer.json
metadata/core/ontology/eagle-vocab-issuer.json
metadata/core/ontology/eagledb-vocab-common.json
metadata/core/ontology/reference/issuerorganization-models.json
metadata/core/ontology/reference/issuerorganization.json
metadata/core/ontology/reference/issuerorganization_in.json
metadata/core/ontology/reference/issuerregulatory-models.json
metadata/core/ontology/reference/issuerregulatory.json
metadata/core/ontology/reference/issuerregulatory_in.json
metadata/core/ontology/templates/eagle_ref_issuerorganization_insertupdate.txt
metadata/core/ontology/templates/eagle_ref_issuerregulatory_insertupdate.txt

SDP-54016 EDS resources issuevariablerate, timeseries, vendorcashflow and factor were enhanced

The following EDS resources were enhanced to allow both load and extract to and from both Oracle and Snowflake:

  • factor

  • issuevariablerate

  • timeseries

  • vendorcashflow

Files changed:
reference/factor.json
reference/factor-models.json
reference/factor_in.json
reference/issuevariable.json
reference/issuevariable-models.json
reference/issuevariable_in.json
reference/timeseries.json
reference/timeseries-models.json
reference/timeseries_in.json
reference/vendorcashflow.json
reference/vendorcashflow-models.json
reference/vendorcashflow_in.json

SDP-37924 EDS extract perfsecrollup was updated

The DeltaBased EDS Extract perfsecrollup behaved incorrectly because it used the filters todate and fromdate which were linked to EFFECTIVE_DATE. The extract was updated to use UPDATE_DATE instead to correct this issue.

Files changed:

metadata/core/ontology/warehouse/perfsecrollup.json

Production Bugs

SDP-59016 Element Reduction functionality was fixed to behave consistently for all elements in the Open Lot extract

Fields in the xPanel Element Reduction profile are separated by a comma sign except for the very last field. This caused inconsistency due to a number of elements that are being checked in EagleML rules that end with a comma. This issue was resolved by adding a comma sign to the end of the last row in the extract profile in the event its not empty in EagleML rules.

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

SDP-59883 EDS genericsmf and codecategory extracts were updated

EDS genericsmf extract was updated to support the DateElement format for createDate.
EDS codecategory extract was updated to support the DateElement format for effectiveDate.

Files changed:
metadata/core/ontology/reference/codecategory-models.json
metadata/core/ontology/reference/genericsmf-models.json