Bloomberg option security mapping

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

CRNCY

s.currency

7

ID_BB_GLOBAL

s.updateCode

8

OPT_UNDL_TICKER

UNDL

9

s.tradeCode

output = "[ID_BB_GLOBAL]";

10

TICKER

s.securityCode

11

s.status

output="ACTIVE";

12

COUNTRY_ISO

s.country

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

13

USEMIC

output="-"
;

14

ID_MIC1

USEMIC

15

ID_MIC_PRIM_EXCH

USEMIC

16

s.exchange

if("[USEMIC]"=='-')
{
output=''
}
else
{
output="[USEMIC]"
}
;

17

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
}
;

18

CDR_EXCH_CODE

CAL

19

CALENDAR_CODE

CAL

20

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 "#A":
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
}
;

21

s.holidayCalendar

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

22

DAYS_TO_SETTLE

s.settlementDateOffset

23

s.enableSettlementDateOffset

if("[DAYS_TO_SETTLE]" != null && !"[DAYS_TO_SETTLE]".isEmpty() && !"[DAYS_TO_SETTLE]".trim().isEmpty())
{
output='1'
}
else
{
output="0"
}
;

24

OPT_STRIKE_PX

s.maturityPrice

double dnum = Double.parseDouble("[OPT_STRIKE_PX]");
output=dnum.round(2);

25

OPT_EXPIRE_DT

s.maturityDate

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

26

OPT_CONT_SIZE

s.blockSize

27

s.multiplier

double dnum = Double.parseDouble("[OPT_CONT_SIZE]");
output=1/dnum;

28

s.multiplierView

output="[s.multiplier]"        
;

29

OPT_PUT_CALL

PC

30

NAME

s.name

output="[OPT_UNDL_TICKER]"+ " " + "[OPT_PUT_CALL]" +" "+ "[s.maturityPrice]" +" "+"[s.maturityDate]"

31

s.tags

output="Reference data-Bloomberg option"
;

32

s.underlySecurity

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

33

s.profileAttributes

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

34

ID_BB_UNIQUE

s.keyFigures

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