Trade data mapping
FA imports transactions and new securities (not existing in FA yet) from the incoming trade data files from Bloomberg's Online Trade Feed. The incoming trade data is processed in FA according to the table:
DS213 (SECURITY_TYP) or DS674 (SECURITY_TYP2) field in the feed | Processed in FA as |
|---|---|
Common Stock, REIT | Equities |
DOMESTIC, DOMESTIC MTN, EURO MTN | Bonds |
Future | Futures |
TD | Term deposits |
BESPOKE | Interest rate swaps |
FORWARD | FX transactions |
If the incoming file contains trades having security types not described above, they are not imported. Refer to the subsequent sections for details on how the different security types are processed. Note that in the subsequent sections the source fields are described as xPaths in the incoming XML file with the BatchFeed root.
Notice
Only trades that have TradeFeed/Common/RecordType value "2" or "6" in the incoming data are imported. Trades having RecordType value "2" are imported only if the trade in question has not been referenced by another trade of type "6" in its TradeFeed/Common/TransactionNumberOfOriginTrans field.
The Target field in FA column in the subsequent sections refers to the importing codes as defined in File formats for importing transactions and trade orders and File formats for importing securities and security prices