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Bloomberg future security mapping

This mapping is used for Security type Futures (FUTURE).

In FA Back, this mapping is used when you go to Tools → Create security → Bloomberg → Future.

Mapping

Mapping name: mapping.bloomberg.future

Updated fields

  • Name

  • Security code

  • Status

  • Linked security

  • ISIN code

  • Currency

  • Multiplier

  • Type

  • Exchange

  • Multiplier 2

  • Trade Code

  • Holiday calendar

  • Country

  • Sub-type

  • Settl. Date = 1

  • Update code # (enabled field)

  • Maturity date

  • Block size

  • Enable settl. Date

  • Tag Reference data - Bloomberg future

  • Solvency II profile data: Asset listed in, CIC code

  • Key figure Bloomberg Identifier (for SEB custody report)

Mapping table

Row

Source field

Value mapping

FA field

Script

1

CFI_CODE

 

CFI

 

2

BLOOMBERG_CFI_CODE

 

CFI

 

3

 

 

s.type

output = "[CFI]".substring(0,1)

4

 

 

s.subType

output = "[CFI]".substring(0,2)

5

ID_ISIN

 

s.isinCode

 

6

TICKER

 

s.securityCode

 

7

CRNCY

 

s.currency

 

8

ID_BB_GLOBAL

 

s.updateCode

 

9

ID_MIC1

 

USEMIC

 

10

ID_MIC_PRIM_EXCH

 

USEMIC

 

11

 

 

HOLEX

switch("[USEMIC]")
{
case "XSWX":
output = "CHZU"
break
case "XVTX":
output = "CHZU"
break
case "XMAD":
output = "ESMA"
break
case "XNGS":
output ="USNY"
break
case "XNYS":
output ="USNY"
break
case "XNAS":
output ="USNY"
break
case "GLBX":
output ="USNY"
break
case "XCME":
output ="USNY"
break
case "XSES":
output = "SGSI"
break
case "XSTO":
output = "SEST"
break
case "XCSE":
output = "DKCO"
break
case "XETR":
output = "DEFR"
break
case "XEUR":
output = "DEFR"
break
case "FRAB":
output = "DEFR"
break
case "MUNA":
output = "DEFR"
break
case "XBER":
output = "DEFR"
break
case "XHEL":
output = "FIHE"
break
case "FNFI":
output = "FIHE"
break
case "NOTC":
output = "NOOS"
break
case "XOSL":
output = "NOOS"
break
case "XOAM":
output = "NOOS"
break
case "XLDN":
output = "GBLO"
break
case "SETS":
output = "GBLO"
break
case "XPAR":
output = "FRPA"
break
case "XTKS":
output = "JPTO"
break
case "XJPX":
output = "JPTO"
break
case "XTSX":
output = "CATO"
break
case "XTSE":
output = "CATO"
break
case "XASX":
output = "AUSY"
break
case "XNZE":
output = "NZWE"
break
default:
output="-"
break
}
;

12

CDR_EXCH_CODE

 

CAL

 

13

CALENDAR_CODE

 

CAL

 

14

COUNTRY_ISO

 

s.country

if("[COUNTRY_ISO]"!="EU")
{
if("[COUNTRY_ISO]".length()==2)
{
output="[COUNTRY_ISO]"
}
else
{
output=''
}
}
else
{
output=''
}
;

15

 

 

CALCODE

switch("[CAL]")
{
case "A7":
output="AUSY"
break
case "AU":
output="AUSY"
break
case "AX":
output="AUSY"
break
case "BZ":
output="BRBD"
break
case "RI":
output="BRBD"
break
case "ML":
output="CAMO"
break
case "CA":
output="CATO"
break
case "T4":
output="CATO"
break
case "WG":
output="CATO"
break
case "#V":
output="CHZU"
break
case "BS":
output="CHZU"
break
case "CH":
output="CHZU"
break
case "S5":
output="CHZU"
break
case "SZ":
output="CHZU"
break
case "V1":
output="CHZU"
break
case "ZU":
output="CHZU"
break
case "CZ":
output="CZPR"
break
case "P1":
output="CZPR"
break
case "FA":
output="DEFR"
break
case "GE":
output="DEFR"
break
case "CP":
output="DKCO"
break
case "CP":
output="DKCO"
break
case "DE":
output="DKCO"
break
case "TE":
output="EUTA"
break
case "FI":
output="FIHE"
break
case "HE":
output="FIHE"
break
case "FR":
output="FRPA"
break
case "M9":
output="FRPA"
break
case "MT":
output="FRPA"
break
case "PA":
output="FRPA"
break
case "AP":
output="GBLO"
break
case "EN":
output="GBLO"
break
case "GB":
output="GBLO"
break
case "LM":
output="GBLO"
break
case "LS":
output="GBLO"
break
case "B8":
output="HUBU"
break
case "HU":
output="HUBU"
break
case "FX":
output="JPTO"
break
case "JN":
output="JPTO"
break
case "OK":
output="JPTO"
break
case "T2":
output="JPTO"
break
case "T3":
output="JPTO"
break
case "TK":
output="JPTO"
break
case "ME":
output="MXMC"
break
case "MX":
output="MXMC"
break
case "NO":
output="NOOS"
break
case "OS":
output="NOOS"
break
case "FD":
output="NYFD"
break
case "NY":
output="NYSE"
break
case "KD":
output="NZAU"
break
case "ND":
output="NZAU"
break
case "NZ":
output="NZAU"
break
case "WL":
output="NZWE"
break
case "PD":
output="PLWA"
break
case "PL":
output="PLWA"
break
case "O2":
output="SEST"
break
case "ST":
output="SEST"
break
case "SW":
output="SEST"
break
case "CE":
output="USNY"
break
case "M4":
output="USNY"
break
case "US":
output="USNY"
break
case "JH":
output="ZAJO"
break
case "SA":
output="ZAJO"
break
case "X1":
output="ZAJO"
break
case "ZA":
output="ZAJO"
break
default:
output='Sat/Sun'
break
}
;

16

 

 

s.exchange

output="[USEMIC]"
;

17

 

 

s.holidayCalendar

if("[HOLEX]"!='-')
{
output="[HOLEX]"
}
else
{
if("[CALCODE]"!='-')
{
output="[CALCODE]"
}
else
{
output=''
}
}
;

18

 

 

s.status

output="ACTIVE";

19

 

 

s.tradeCode

output="[ID_BB_GLOBAL]"
;

20

SECURITY_NAME

 

s.name

 

21

LAST_TRADEABLE_DT

 

s.maturityDate

output=Date.parse("MM/dd/yyyy", "[LAST_TRADEABLE_DT]").format("yyyy-MM-dd")
;

22

FUTURES_CATEGORY

 

UTYPE

 

23

FUT_CONT_SIZE

 

s.blockSize

 

24

FUT_VAL_PT

 

VALPT

 

25

 

 

s.multiplier

try {
    double size = Double.parseDouble("[VALPT]");
    output = 1/size;
} catch(Exception e) {
    output = 1;
}

26

 

 

s.multiplierView

output="[s.multiplier]"
;

27

UNDL_SPOT_TICKER

 

UNDL

 

28

 

 

s.underlySecurity

def s = services.securityService.loadSecurityBySecurityCode("[UNDL]")
if(s)
{
output="[UNDL]"
}
else
{
output="***"
}
;

29

 

 

s.tags

output="Reference data-Bloomberg future"
;

30

 

 

s.settlementDateOffset

output=1
;

31

 

 

s.enableSettlementDateOffset

output="1"
;

32

 

 

s.profileAttributes

if(!"[CIC]"?.trim())
{
output=""
}
else
{
output = "security.sii.listedIn=" + "[CIC]".substring(0,2) + ":string#security.sii.cic=" + "[CIC]".substring(2) + ":string#"
}
;

33

TICKER

 

s.keyFigures

if("[TICKER]"!='') {output="***BloombergId=2000-01-01=[TICKER]"}else {output="***"}
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