Summary:
FIA Tech have created new Enhanced EOD reports which will replace the existing EOD Legacy reports
Legacy CSV reports
Historically all participants were subscribed to the Legacy CSV reports
- The specifications for the legacy reports can be found at the bottom of the article
- The underlying legacy report query generated on an Executing Broker / Clearing Broker basis
- The filenames for the Legacy CSV reports are as follows:
Trade | Settlement |
PartID_LEGACY_DAILY_TRADE_YYYYMMDD.csv | PartID_LEGACY_PRELIM_SETTLEMENT_YYYYMMDD.csv |
PartID_LEGACY_PRELIM_TRADE_YYYYMMDD.csv | PartID_LEGACY_EOC_SETTLEMENT_YYYYMMDD.csv |
PartID_LEGACY_EOC_TRADE_YYYYMMDD.csv | PartID_LEGACY_FINAL_SETTLEMENT_YYYYMMDD.csv |
PartID_LEGACY_FINAL_TRADE_YYYYMMDD.csv |
Enhanced CSV reports
Effective April 1st 2024 FIA Tech have made available new enhanced versions of the EOD reports
- The specifications for this report can be found at the bottom of the article
- The underlying report query generates on an Receiver / Payer basis
- The extended reports provide additional enrichment, new fields (e.g. SubAssetClass) as well as placeholder fields for the upcoming schema versioning
- All participants were opted-in: PSIM effective May 13, 2024
- All participants (unless requested otherwise) were opted-in: PROD effective Nov 4, 2024
- Post opt-in participants no longer receive the legacy CSV report format
- The filenames for the Enhanced CSV reports are as follows:
Trade | Settlement |
PartID_DAILY_TRADE_YYYYMMDD.csv | PartID_PRELIM_SETTLEMENT_YYYYMMDD.csv |
PartID_PRELIM_TRADE_YYYYMMDD.csv | PartID_EOC_SETTLEMENT_YYYYMMDD.csv |
PartID_EOC_TRADE_YYYYMMDD.csv | PartID_FINAL_SETTLEMENT_YYYYMMDD.csv |
PartID_FINAL_TRADE_YYYYMMDD.csv |
The attached Excel document which provides a comparison between the Legacy & Enhanced EOD files
Please note: If you are pulling the reports automatically from the SFTP the 'enhanced' reports will be present under the 'Reports' folder (Outbox/Reports) as opposed to 'Legacy' where the EOD reports previously resided - you may need to update your pull script accordingly
Comments
0 comments
Please sign in to leave a comment.