This release uses XSD Revision 205.

Enhancements

EagleML

Added Multi Leg Swaps Support to EagleML

Support for multileg swaps has been added to EagleML. New inbound rules have been created for the MultiLegAccountingTrade load. Both the new multileg accounting trade and the multileg SMF support only accounting mode.

This issue was tracked as Item #120508.

Added User Fields to Position Analytics Interface

A large number of new fields were added to the XSD of the position analytics interface. These fields include

• userPdaChar1 – userPdaChar25
• userPdaDate1 – userPdaDate25
• userPdaFloat1 – userPdaFloat70

This issue was tracked as Item #130180.

Added Capability to Send Alerts if File Stuck in Incoming or Processing Folder

When files are loaded to any given stream, they can occasionally get stuck in the incoming or processing folder of that stream. A function has been added that allows the eas_dist stream to send out an alert to Eagle's ServiceNow system if there has been a file stuck in the incoming or processing folder of any stream for longer than 2 hours.

Note: The EagleML/EJM ServiceNow alerting is currently in a testing stage. Also, in order to leverage this feature, you must be an Eagle ACCESS client and have at least the June 2015 EagleML package.

This issue was tracked as Item #130444.

EagleML version of the eagle_default_in_csv_costbasis_adj Stream to Load Tax Adjustment Data 

A costBasisAdjustment EagleML object and corresponding inbound rules were created to allow the load of tax adjustment data. This is the EagleML version of the CSV stream eagle_default_in_csv_costbasis_adj.

This issue was tracked as Item #130566.

Support for CLP Performance Uploader

Support has been added for the CLP performance uploader. The streams eagle_default_in_csv_warehouse_t and eagle_default_in_pipe_performanceCLP_t have been created to allow for this support.

This issue was tracked as Item #130938.

Updated Outbound Rule to Support Dynamic Entity Lists

EagleML interfaces supported static entity lists, but were unable to support dynamic entity lists. Recent updates to message center outbound rules corresponding to entity lists have made it possible for EagleML to now handle dynamic entity lists for extracts.

This issue was tracked as Item #130950.

Performance Improvements to Loading Open Lots and Positions

The warehouse outbound rule was optimized for performance. The focus was on the loading of open lots and positions. A lookup cache and new condition statement were added and the request logic for transforming CSV files into XMLDBAPI was altered to increase performance. In addition, in a 13.1.2 environment the file would not reach the extract folder unless the stream had the all information setting on. Therefore, all information was made the default setting for the warehouse stream to avoid any issues.

This issue was tracked as Item #131373.

EJM

EJM - Add the ability for header authentication for HTTP POST

Basic authentication was added to the header of the web services call back function through the use of standard SOAP methods.

This issue was tracked as Item #130558.

Add LoadAccounting in Web Services to Handle Account Trade Messages

The new element LoadAccounting was added to the wsdl file of Web Service. In addition, the elements taskIdentifier and synchronousExecution were added in the AccountingTransactionMessage. The stream eagle_ml-2-0 default_cm_control message was modified to include handling of Accounting Trade messages.

This issue was tracked as Item #130973.

Improved Webservices calls

The XSD schema and rules were changed to support the webservice calls on EagleML through the use of SOAP technologies. The proper task status response message is now generated when sending extract messages to the control message stream.

This issue was tracked as Item #131314.

Added Support for Direct Load of Reference Objects into EJM

The Eagle Job Manager now supports the load of generic SMFs, CAs and accounting trade messages through the SOAP UI.

This issue was tracked as Item #131495.

Software Fixes

EagleML

Support for Special Characters in Reference Inbound Interfaces

The Reference inbound interfaces now support XML special characters, including:

All rules connected to the reference interface have been updated to support these special character.
Note: If you are not using IWS, you must ensure that these special characters are properly encoded.

This issue was tracked as Item #128633.

Fixed Improper Mapping of Issue Name

The issue name element IssueName, which is represented by tag 961, was not properly mapped by the lookup responsible for it and returned the error 'Issue name value required'. The rule was updated with the addition of an include file that allows the tag 961 to be mapped through tag 14, the primary asset Id and tag 1432 the primary asset Id type. As a result of these changes, the proper value is now assigned to the issue name.

This issue was tracked as Item #130177.

Correlation Id Added in all Extract Messages

The extract file that was generated as a result of using a run task request would not include the correlation Id of the control message which was used as the run task request. The code was updated so that the extracted file's header automatically includes the corresponding correlation Id taken from the control message.

This issue was tracked as Item #130266.

Resolved Parallel Processing of Records with Identical Client Ids by Adding Split Rule to the Reference Stream

When loading client data via the reference stream, an error would sometimes occur. The issue would be reported as multiple records being found in the JOURNAL_MASTER table. This problem occurred as a result of records with the same client Id being processed in parallel. The code was updated to resolve this issue. A split rule has been added to the reference stream. The rule uses a tag to keep track of the client id for the loading of client data and is left blank in all other cases.

This issue was tracked as Item #130463.

Fixed Incorrect Mapping in Generic Issue Analytic Rule

There was incorrect mapping in the /eagle_default/in/xml/xml-ref_genericissueanalytic.xml rule which was caused by an incorrectly named field. The field name and mapping was corrected. Also, a new parameter was added to the R2 environment. These fixes facilitate the insertion and updating of data in the database tables:

• SECURITYDBO.SECURITY_PRICE_EARN_EQUITY
• SECURITYDBO.SECURITY_EPS_EQUITY

This issue was tracked as Item #130468.

Added Mapping to the Schedule Type Field in the SMF Scheduling Rule

The schedule type field was not being transferred by the SMF scheduling rule. An error returned by the stream processor listed the schedule type as null even though it actually had value in the file being sent. This problem occurred due to the lack of mapping to this field. The rule has been adjusted and the schedule type is now mapped correctly.

This issue was tracked as Item #130498.

Fixed Mapping of Custodian Bank Code and Custody Bank in the Accounting Trade Interface

When a trade with values for tags 1240 and 1660 was loaded, Custodian Bank Code and Custody Bank Account were not mapped as expected. The code was updated to resolve this issue. The mapping in the rule has been fixed so that it is now possible to load trades with those corresponding tags into the database.

This issue was tracked as Item #130550.

Corrected Primary asset type in the Sec_notes Rule

Tag 1432 used to be mapped to the element Primary asset Id Type, but had been switched to being called Primary asset type. The sec_notes rule incorrectly still included the old element name. The code was updated to map tag 1432 to Primary asset type.

This issue was tracked as Item #130655. 

Fixed Improper Mapping in the SMF Underlying Rule

There was an issue with the smf_underling.xml rule where the primary asset Id would not be correctly mapped if more than one record with the same swap Id was returned. The rule has updated to ensure the correct mapping of the primary asset Id to the corresponding security among the records with identical swap Id's. This was accomplished by searching securities through their security alias (tag10) which is unique for every part of the swap trade.

This issue was tracked as Item #130705.

Reason Element of the Task Acknowledgement Type Updated to Optional in the XSD

The <reason> element of the task acknowledgement type was incorrectly defined as required in the XSD. The change has been made to define the element as optional.

This issue was tracked as Item #130772.

Fixed the Match All Asset Resolution Option in Acct_trades

The eagle_ml-2-0_default_in_xml_acct_trades did not support the match all mode for asset resolution options. Despite the Match All mode being set, the first match resolution logic was actually being used. The rule containing the asset resolution options has been modified to allow full functionality of the match all mode in this stream.  
Note: This change was for Acct Trades only. For warehouse objects, securities are resolved only using 1st match mode. Match All is not applicable. Refer to Security Resolution for Warehouse objects.

This issue was tracked as Item #130804.

Fixed False Success Message When No Security With Specified Primary Asset Id Found

When sending a reference message with a primary asset Id that did not exist, a success status would be returned despite the number of located records being zero. The reference rule has been adjusted and the error 'Security not found' is returned when a security with that Id does not exist in the database.

This issue was tracked as Item #130894.

Fixed Mapping in SWAP SMF Rule and Added New Fields

Tag 16407 with an element name of fixingDtBusinessCenter was not mapped in the SWAP SMF Rule. The code was updated to include this tag. In addition,

• dualCurrencyIndicator
• dualCurConvFactor
• principalCurrencyDc
• settlementRateOption
• fxRateType
• fxFixingPeriod
• fxFixingPeriodMultiplier
• fxFixingPeriodDateType
• fxFixingBusDayConvention
• fxFixingBusinessCenter
• fxFixingDtRelativeTo
• delayDaysType
• resetLookBackDaysType

were added to the XSD model.

This issue was tracked as Item #131372. 

Fixed Quantity type field containing improper value

The quantityType field was always set to PAR when loading via the Generic SMF interface. This issue was because the quantityType field was incorrectly commented out in one of the include files. The include file was uncommented and it is now possible to set the field to other values.

This issue was tracked as Item #131540. 

Fixed Security Resolution Logic to Be Uniform Across All

The code was updated so that security resolution logic is now uniform across all rules.

This issue was tracked as Item #131797.

EJM

Optimization During IWS Workflow Runs

While an IWS workflow runs, the tasks in Eagle Job Manager (EJM) are processed sequentially instead or parallel. This significantly decreases the performance efficiency. The IWS rule set was modified to allow concurrent processing of EJM tasks in order to capitalize on the ability to increase performance.

This issue was tracked as Item #129771.

Issue With File Compression in EJM

When the control message included the parameter Compress = Y, the extract would not be delivered to the extract folder as a zip file. The code was updated so the extract is now delivered to the appropriate folder as a zip file.

This issue was tracked as Item #130037.

Fixed Duplicate Loading to Warehouse Stream

When sending a control message to load a file to the warehouse stream, the file would be loaded to that steam twice. The original file as well as a duplicate would show up in the Eagle Job Manager Task list. The code was updated to resolve this issue and the file is now loaded only once.

This issue was tracked as Item #131023.

Fixed EJM Outbound Rule that Sends Zip Files to FTP

The eagle_extractor was unable to copy zip files into the FTP as a result of a mistake in the outbound rule. The code was updated to resolve this issue and zip files can be copied as expected.

This issue was tracked as Item #131420.