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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