Vision Upload Format: ExchangeRateFeed

Vision Portfolio Management Application Layer: Data Feeds

| Application Feeds |

Data Feed: ExchangeRateFeed

Category: EntityExtenderFeed

Summary:

    The ExchangeRateFeed feed is used to update currency exchange rates over time. The time series usExchange tracks daily exchange rates to convert a specific currency into US Dollars. Exchange rates are stored as the number of foreign currency units that are equivalent to one US Dollar.

    The Currency class and currency conversions are described in detail in the Vision Class: Currency document.

Available Fields:

FieldCurrency
Property		TypeDescription
--- Required Fields ---
entityId - String any valid currency identifier
date - Date date of exchange rate
usExchange usExchange Number rate of exchange to us currency

Special Processing Rules:

  • The entityId must correspond to an existing Currency instance.

  • The date must be included and indicates the date of the exchange. It can be in any valid date format such as 19971215 or 12/15/97.

  • The usExchange field should contain the number of units in the currency associated with entityId that are equivalent to one US Dollar.

  • The exchange rates for the eleven Euro countries are automatically updated (legacy fixed rate to EUR * daily EUR to US rate) when EUR usExchange rates are included for the supplied date.

Related Feeds:

Sample Upload:

The following tab-delimited feed could be used to update currency exchange rates. 

terface ExternalFeedManager upload: "ExchangeRateFeed" using:
     "entityId        date      usExchange
      CAD             19971128  1.4234	
      CAD             19971201  1.4238	
      CAD             19971202  1.4219	
      ARS             19971128  0.9996	
      ARS             19971201  0.9999	
      ARS             19971202  0.9999	
      ATS             19971128 12.4142	
      ATS             19971201 12.5080	
      ATS             19971202 12.4888	
     " ;