Vision Upload Format: CompositeAccountMembers
Vision Portfolio Management Application Layer: Data Feeds
Data Feed: CompositeAccountMembers
Category: MembershipFeed
Summary:
- The CompositeAccountMembers feed is used to define the
weighted combinations of
Portfolio, AggAccount, IndexAccount, and/or other CompositeAccount
instances that make up a composite over time.
The records supplied by this feed are used to update the
CompositeAccount time series property componentList.
Whenever a membership is updated, the holdings for
the CompositeAccount are recreated for that date.
A number of related feeds are available to create new Account instances and to update other account-based information.
Available Fields:
| Field | Type | Description |
|---|---|---|
| --- Required Fields --- | ||
| groupId | String | id of existing CompositeAccount instance |
| memberId | String | id of existing Account instance |
| date | Date | date of the membership |
| weight | Number | percentage of member's holdings to include in composite |
Special Processing Rules:
- The groupId and memberId fields must be supplied.
The groupId must correspond to an existing CompositeAccount
instance. The memberId must correspond to
an existing Portfolio, AggAccount,
IndexAccount, or CompositeAccount instance.
- The date field indicates the date for which the composite
holdings should be created using the supplied membership.
It can be supplied in any
valid date format such as 19971215 or 12/15/97.
- The weight field indicates the percentage of the component
account to use in constructing this composite. Component weights
need not add up to 100.
- The componentList time series property will be updated
for each groupId/date combination included in this feed
with an IndexedList of CompositeAccount Component instances.
Because the memberships will replace the existing
componentList for a date, you must specify all the
components for each groupId/date included.
- Holdings for the CompositeAccounts referenced in this feed
will be recreated on the date referenced.
The CompositeAccount
time series properties _totalMarketValue,
_totalMarketValueCash, _totalMarketValueEquity,
_totalMarketValueFixed, and _totalCost, are
computed as well as the
holding properties percentOfPort and percentOfEquity.
- Note that CompositeAccount holdings are not recreated if the holdings associated with any of its component accounts are updated.
- CompositeAccountMaster: creates CompositeAccount instances
- PortfolioMaster: creates Portfolio instances
- AggAccountMaster: creates AggAccount instances
- IndexAccountMaster: creates IndexAccount instances
- HoldingsFeed: loads holding records for one or more Portfolio or CompositeAccount instances for one or more time periods
- PortfolioAggregates: defines Portfolio memberships in AggAccounts over time
- IndexAccountBuilder: creates holdings for one or more IndexAccount instances over time using existing Security Universe instances and a weighting rule
Sample Upload:
The following tab-delimited feed could be used to define CompositeAccount memberships over time.
Interface ExternalFeedManager upload: "CompositeAccountMembers" using: "date groupId memberId weight #- create a composite representing 50% of PORT1's holdings 97 COMP1 PORT1 50 #- create a composite represent equal amounts of 4 accounts #- in 95, unequal amounts in 96 95 COMP2 PORT7 25 95 COMP2 AGG1 25 95 COMP2 INDEX7 25 95 COMP2 COMP1 25 96 COMP2 PORT7 33 96 COMP2 AGG1 33 96 COMP2 INDEX7 33 96 COMP2 COMP1 1 " ;