Mapping for term deposits
Securities
Mapping script mapping.bbgTradeFeed.depSec
Source field in Online Trade Feed | Target field in FA | Notes |
|---|---|---|
/TradeFeed/Common/BloombergGlobalIdentifier/text() | s.securityCode | |
s.type | D | |
s.status | ACTIVE | |
/TradeFeed/Common/Ticker/text() /TradeFeed/Common/MaturityDateExpirationDate/text() /TradeFeed/Common/CouponStrikePrice/text() | s.name | [Ticker]_[MaturityDateExpirationDate]_[CouponStrikePrice] |
/TradeFeed/Common/SecurityCurrencyISOCode/text() | s.currency | |
/TradeFeed/Common/SecurityIdentifier/text() | s.isinCode | |
s.multiplier | 100 | |
s.multiplierView | 100 | |
s.blockSize | 0 | |
/TradeFeed/Common/MaturityDateExpirationDate/text() | s.maturityDate | |
/TradeFeed/Common/IssueDate/text() | s.issueDate | |
/TradeFeed/Common/Price/text() | s.issuePrice | |
/TradeFeed/Common/WorkoutPrice/text() | s.maturityPrice | |
s.couponFrequency | TERM | |
s.accrualCalendar | Act/365 Actual | |
/TradeFeed/Common/CouponStrikePrice/text() | s.coupon | |
/TradeFeed/Common/IssueDate/text() | s.firstCouponDate | |
s.businessDayConvention | NoAdjust |
Transactions
Mapping script mapping.bbgTradeFeed.depTrs
Source field in Online Trade Feed | Target field in FA | Notes |
|---|---|---|
/TradeFeed/Common/TraderAccountName/text() | tr.parentPortfolio | If a portfolio that has the ext ID "AIM-ID" with the given TraderAccountName is found, then the transaction is imported into that portfolio. Otherwise, the parent portfolio short name is assumed to be the TraderAccountName. |
/TradeFeed/Common/TransactionNumber/text() | tr.reference | AIM_[TransactionNumber] |
/TradeFeed/Common/BuySellCoverShortFlag/text() | tr.type | B, if BuySellCoverShortFlag is B or C. S, if BuySellCoverShortFlag is S or H. |
tr.status | OK | |
/TradeFeed/Common/AsOfTradeDate/text() /TradeFeed/Common/TradeDate/text() | tr.transactionDate | AsOfTradeDate, if defined. Otherwise TradeDate. |
/TradeFeed/Common/SettlementDate/text() | tr.settlementDate | |
/TradeFeed/Common/BloombergGlobalIdentifier/text() | tr.security | |
tr.account | AUTO | |
/TradeFeed/Common/TradeAmount/text() | tr.amount | |
/TradeFeed/Common/Price/text() | tr.unitPrice | |
tr.fxRate | AUTO | |
/TradeFeed/TransactionCosts/TransactionCost[1]/Cost/text() | tr.cost | |
/TradeFeed/TransactionCosts/TransactionCost[1]/Type/text() | tr.costType1 | If Type = 2, then COMA If Type = 3, then EXCH |
/TradeFeed/TransactionCosts/TransactionCost[2]/Cost/text() | tr.cost2 | |
/TradeFeed/TransactionCosts/TransactionCost[2]/Type/text() | tr.costType2 | If Type = 2, then COMA If Type = 3, then EXCH |
/TradeFeed/Common/AccruedInterestRepoInterest/text() | tr.accruedInterest | |
tr.counter | 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. | |
/TradeFeed/Common/TransactionNumberOfOriginTrans/text() | tr.intInfo | |
/TradeFeed/Common/SettlementCurrencyISOCode/text() | tr.currency | |
/TradeFeed/Common/TradeDate/text() | tr.tradeTime | The time part of the TradeDate is imported with UTC time zone |