Mapping for FX transactions
FX transactions are imported as contracts (mapping script mapping.bbgTradeFeed.fx):
Source field in Online trade feed | Target field in FA | Notes |
|---|---|---|
cr.Strata Trade Type | FxSingle | |
/TradeFeed/Common/TraderAccountName/text() | cr.shortName | If a portfolio that has the ext ID "AIM-ID" with the given TraderAccountName is found, then that portfolio's short name. Otherwise, the parent portfolio short name is assumed to be the TraderAccountName. |
cr.status | OK | |
/TradeFeed/Common/AsOfTradeDate/text() /TradeFeed/Common/TradeDate/text() | cr.Trade Date | AsOfTradeDate, if defined. Otherwise TradeDate. |
/TradeFeed/Common/SettlementDate/text() | cr.Payment Date | |
/TradeFeed/Common/SettlementDate/text() | cr.transactionDate | |
cr.Leg 1 Direction | Receive | |
/TradeFeed/FXFields/ISOCodeOf1stCurrency/text() | cr.Leg 1 Currency | |
/TradeFeed/FXFields/InitialDealAmount/text() | cr.Leg 1 Notional | |
cr.Leg 2 Direction | Pay | |
/TradeFeed/FXFields/ISOCodeOf2ndCurrency/text() | cr.Leg 2 Currency | |
/TradeFeed/Common/RedemptionCcyPrincipal/text() | cr.Leg 2 Notional | |
/TradeFeed/Common/CustomerAccountCounterparty/text() | cr.Counterparty | If a contact that has the ext ID "AIM-ID" with the given CustomerAccountCounterparty is found, then that contact is used. Otherwise, the contact ID is assumed to be the CustomerAccountCounterparty. |
cr.fromAccount | AUTO | |
cr.toAccount | AUTO | |
/TradeFeed/Common/TransactionNumber/text() | cr.Id |