Vision Upload Format: IndexAccountBuilder

Vision Portfolio Management Application Layer: Data Feeds

| Application Feeds |

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Data Feed: IndexAccountBuilder

Category: EntityExtenderFeed

Summary:

The IndexAccountBuilder feed is used to define a universe and weighting rule from which to derive the securities and shares used to create the holdings for one or more IndexAccount instances over time. The records supplied by this feed are used to update the IndexAccount time series properties universe.

A number of related feeds are available to create new Account instances and to update other account-based information.

Available Fields:

Field	IndexAccount Property	Type	Description
--- Required Fields ---
entityId	code	String	id of existing IndexAccount
date	-	Date	as of date for update
universeId	universe	String	id of existing Universe
--- Suggested Fields ---
style	style	String	Even or MCap indicator

Special Processing Rules:

• The entityId must correspond to an existing IndexAccount. The universeId must correspond to an existing Universe. The date field indicates the date for which the Universe members should be accessed and the IndexAccount holdings should be created. It can be supplied in any valid date format such as 19971215 or 12/15/97.

• The style field indicates the rule for creating holdings from securities. The string Even indicates and even dollar amount should be invested in each security associated with the supplied universe. The string MCap (or anything else) indicates that the securities should be held in proportion to their market capitalization.

• The securityList time series property will be updated for each entityId/date combination included in this feed with an IndexedList of the Security instances found in the universe on the supplied date. The universe and style time series properties at IndexAccount are also updated as of this date.

• Holdings for the IndexAccounts referenced in this feed will be recreated on the date referenced using the style specified. The IndexAccount time series properties _totalMarketValue, _totalMarketValueCash, _totalMarketValueEquity, _totalMarketValueFixed, and _totalCost, are computed as well as the holding properties percentOfPort and percentOfEquity.

• Note that IndexAccount holdings are not recreated if the members of the underlying universe are modified.

Related Feeds:

• IndexAccountMaster: creates IndexAccount instances
• HoldingsFeed: loads holding records for one or more Portfolio or CompositeAccount instances for one or more time periods
• PortfolioMaster: creates Portfolio instances
• AggAccountMaster: creates AggAccount instances
• CompositeAccountMaster: creates CompositeAccount instances
• PortfolioAggregates: defines Portfolio memberships in AggAccounts over time
• CompositeAccountMembers: defines weighted combinations of Portfolio, AggAccount, IndexAccount, and/or other CompositeAccount instances that make up a composite over time

Sample Upload:

The following tab-delimited feed could be used to derive IndexAccount holdings from existing Universe memberships:

     Interface ExternalFeedManager upload: "IndexAccountBuilder" using:
     "entityId     date     universeId     style
      INDEX1       96       SP500          EVEN
      INDEX1       96       SP500          MCAP
     " ;