Vision Upload Format: FundamentalM

Vision Portfolio Management Application Layer: Data Feeds

| Application Feeds |

---

Data Feed: FundamentalM

Category: EntityExtenderFeed

Summary:

The FundamentalM feed is used to create and update FundamentalDataM data record instances for companies. A separate FundamentalDataM record is created for each month-end date for which data is available for a company. The data is accessed via the time series property funDataM defined for the Company class.

This feed can include data for any number of companies for any number of dates and can be used to initialize new dates, set initial values for properties and/or change existing values.

This class is described in the Portfolio Management Application Supplemental Classes document.

Available Fields:

Field	FundamentalDataM Property	Type	Description
--- Required Fields ---
entityId	entity	String	any valid company identifier
date	date	Date	month-end date of data
currencyId	baseCurrency	String	id of currency for monetary data values
--- Suggested Fields ---
adjustmentDate	adjustmentDate	Date	date through which data values are adjusted
bookValue	_bookValue	Number	book value per share
eps12	_eps12	Number	latest 12 month earnings per share
epsOps12	_epsOps12	Number	latest 12 month eps from operations
marketCap	_marketCap	Number	market capitalization
price	_price	Number	price
sharesOut	_sharesOut	Number	shares outstanding
pe	_pe	Number	pe ratio
priceToBook	_priceToBook	Number	price to book value ratio
return1m	_return1m	Number	monthly return

Special Processing Rules:

• The entityId must correspond to an existing Company instance. Any valid company alias can be used to identify the company.

• The date must be included and indicates the month-end date of the data. It can be in any valid date format such as 9705 or 5/31/97. This date is used to update the Company time series property funDataM.

• If the entityId and date are valid and the date does not currently exist in the Company time series property funDataM, a new FundamentalDataM instance is created and added to this time series on this date. Any items supplied by this feed are then set or refreshed. Note that you do not need to include all the items in a single feed.

• The currencyId is used to identify the currency in which the data values are supplied. This currency can be different from the company's base currency. By default, the information is automatically converted into its company's base currency when it is accessed (in cases where the currencies are different). If the supplied currencyId does not map to an existing currency instance, the record's baseCurrency is set to the default currency.

• The adjustmentDate is used to identify the date through which the data in the feed instance has been adjusted for splits. Normally, this date is the same as the record's date and this field need not be provided. When loading history and/or corrections, the values may be supplied unadjusted (i.e., the values that existed on the date) or adjusted (i.e., the values adjusted for any splits that have occurred since the date. If the data is unadjusted, the adjustmentDate field is not needed or can contain the same value as the date field. If the data has been adjusted to reflect splits that have occurred since the record date, this field should indicate the date through which splits have been applied.

  Note that you do not need to resend data that has changed as the result of a split adjustment. Only true data corrections need to be supplied using this feed.

Related Feeds:

• CompanyMaster: defines Company instances referenced by this feed
• FundamentalQ: loads quarterly company fundamentals
• FundamentalM: loads monthly company fundamentals

Sample Upload:

The following tab-delimited feed could be used to create and refresh FundamentalDataM instances:

Interface ExternalFeedManager upload: "FundamentalM" using:
     "entity     date     currency     adjustmentDate     eps12     pe
      45920010   19970831 USD          19971217               5.83    7.39
      45920010   19970930 USD          19971217               6.00    7.68
      45920010   19971031 USD          19971217               6.00    6.43
      45920010   19971130 USD          19971217               6.00    8.27
      00036110   19970731 USD          19971217               1.38    5.91
      00036110   19970831 USD          19971217               1.47    2.83
      00036110   19970930 USD          19971217               1.47    2.70
      00036110   19971031 USD          19971217               1.47    4.36
     " ;