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File format for importing TWR

You can import pre-calculated TWR values to use in Analytics+ – this helps you speed up the usage of Analytics+. FA Back calculates TWR dynamically based on position information, which might take considerable resources and slow down the process. To avoid increased loading times, you can use pre-calculated TWR for the history data.

Note

The imported TWR is shown in Analytics+ up to the date specified in Preferences: see Performance calculation

The CSV file delimiter is a semicolon by default, but it can be changed to another character: see Preference - Importing for details.

To import TWR, prepare the import file (CSV and XLSX) and upload it in FA Back via the Import menu.

Download the CSV and XLSX file templates here:

FAFormat_TWR.csv

FAFormat_TWR.xlsx

Updating TWR data

You can update existing TWR data by importing a new file with corrected numbers. The system identifies the data entry to update by the end date (pd.endDate), currency (pd.currency), portfolio ID (pd.identifier), scope (pd.scope), grouping code (groupingCode) and grouping (pd.grouping), so these fields must be filled in.

Three-star syntax isn't supported for updates – all values in the row must be filled in.

FA Format for importing TWR

TWR is imported in FA in a CSV or XLSX file, with the file columns described below. Define the column headers in the first row – you can specify them in any order. After the first row, each row in the file should contain TWR data. You can also skip the header row if the columns in your file are put in the same order as in the template file and in the table.

#

Code

Required

Name

Description

1

pd.endDate

Yes

End date

The end date of the period for which the TWR values are valid. The format is YYYY-MM-dd.

2

pd.twr

Yes

TWR

TWR over the period. Use a dot as a decimal separator, for example: 0.00995.

3

pd.twrFx

No

TWR (fx)

TWR (fx) over the period. Use a dot as a decimal separator, for example: 0.00995. The default value is 0.

4

pd.twrGross

No

TWR Gross

TWR Gross over the period. Use a dot as a decimal separator, for example: 0.00995. The default value is 0.

5

pd.marketValueEnd

Yes

Market value

Market value. Use a dot as a decimal separator, for example: 0.00995.

6

pd.cashflow

No

Net cashflow

Net cashflow over the period. Use a dot as a decimal separator, for example: 0.00995. The default value is 0.

7

pd.currency

No

Currency

The return currency. Enter the currency code. By default, portfolio currency is used.

8

pd.identifier

Yes

Porfolio ID

Portfolio ID of the portfolio analysed (see the description of the pd.scope field).

9

pd.scope

No

Scope

The scope of analysis. Currently, only one option is available:

  • PORTFOLIO – import TWR values for a certain portfolio.

The default value is "portfolio".

10

pd.groupingCode

Yes

Code

Identifier of the item used for grouping the data (the grouping is defined in the pd.grouping field). For a portfolio, specify portfolio ID. For a security or security type, specify the code.

11

pd.grouping

Yes

Grouping

Grouping used for the analysis. For example, you can upload the data grouped by portfolio, security, or security type. For the full list of grouping options, see Analytics+ grouping options in FA Developer guide.