Vision Upload Format: PortfolioAggregates

Vision Portfolio Management Application Layer: Data Feeds

| Application Feeds |

Data Feed: PortfolioAggregates

Category: MembershipFeed

Summary:

    The PortfolioAggregates feed is used to define the member Portfolios in an AggAccount over time. The records supplied by this feed are used to update the AggAccount time series property memberList. Whenever a membership is updated, the holdings for the AggAccount are recreated for each date that any of the member Portfolios has holdings.

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

Available Fields:

FieldTypeDescription
--- Required Fields ---
groupId String id of existing AggAccount instance
memberId String id of existing Portfolio instance
--- Suggested Fields ---
date Date date of the membership

Special Processing Rules:

  • The groupId and memberId fields must be supplied. The groupId must correspond to an existing AggAccount instance. The memberId must correspond to an existing Portfolio instance.

  • The date field is optional and should be supplied if you want to track membership changes over time. It can be supplied in any valid date format such as 19971215 or 12/15/97. To specify an initial membership, use the date 10101 or the string Default as the value of the date field.

  • The memberList time series property will be updated for each groupId/date combination included in this feed with an IndexedList of the Portfolio instances specified in this feed. Because the memberships will replace the existing memberList for a date, you must specify all the portfolios for each groupId/date included.

  • Holdings for the AggAccounts referenced in this feed will be recreated for one or more dates. Starting with each date for which the membership was updated, new holdings are created for the AggAccount for any date where any of the member Portfolios has holdings. When holdings are recreated, the AggAccount time series properties _totalMarketValue, _totalMarketValueCash, _totalMarketValueEquity, _totalMarketValueFixed, and _totalCost, are computed as well as the holding properties percentOfPort and percentOfEquity.

Related Feeds:

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

     Interface ExternalFeedManager upload: "PortfolioAggregates" using:
     "groupId     memberId     date

      #-  define AGG1 to have 3 members since earliest possible date
      AGG1        PORT1        Default
      AGG1        PORT2        Default
      AGG1        PORT3        Default

      #- define AGG2 to have 2 members in 95 and a third added in 96
      AGG2        PORT2        1/1/95
      AGG2        PORT7        1/1/95
      AGG2        PORT2        1/1/96
      AGG2        PORT7        1/1/96
      AGG2        PORT4        1/1/96
     " ;