Vision Upload Format: PriceFeed

[Summary: The PriceFeed feed is used to create and update PriceRecord instances for securities. This feed can include data for any number of securities for any number of dates.

Field PriceRecordProperty Type Description

— Required Fields —

entityId entity String any valid security identifier

date recordDate Date date of the pricing data

currencyId baseCurrency String id of currency in which the prices are provided

— Suggested Fields —

adjustmentDate adjustmentDate Date date through which prices are adjusted (see notes below)

ask _ask Number ask price for date

bid _bid Number bid price for date

close recordValue Number closing price for date

high _high Number high price for date

low _low Number low price for date

open _open Number open price for date

volume _volume Number trading volume for date

yield _yield Number yield for date

dailyReturn _dailyReturn Number daily return stored as a percent

unitReturn _unitReturn Number daily return stored in units form

The entityId must correspond to an existing Security instance. Any valid security alias can be used to identify the security.

The date must be included and indicates the date for which the price information applies. It can be in any valid date format such as 19971215 or 12/15/97.

The currencyId is used to identify the currency in which the close, high, and low information are supplied. This currency can be different from the security’s base currency. By default, the pricing information is automatically converted into its security’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 price 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 price history and/or corrections, the pricing values may be supplied unadjusted (i.e., the values that existed on the price date) or adjusted (i.e., the values adjusted for any splits that have occurred since the price 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.

Any non-numeric value supplied for the close, high, low, and volume fields, and numeric values less than or equal to 0 are stored as NA (not available).

Any non-numeric value supplied for yield and numeric values less than 0 are stored as NA (not available).

Only one of dailyReturn or unitReturn needs to be included since either value can be derived from the other. Due to the specialized nature of the PriceFeed, you cannot add new properties through the DataFeed mechanism. Contact your Vision Consultant for any customization requirements.

SecurityMaster: defines Security instances which may be referenced by this feed SecurityAliases: loads cusip/sedol changes and adds other aliases that can serve as the entityId for a security HoldingsFeed: updates the accountingPrice property in the Price Record when supplied.

The following tab-delimited feed could be used to update a week’s worth of closing price and volume data. This format assumes that the data has not been adjusted for splits (i.e., the values are the values that were in effect on the price date): Interface ExternalFeedManager upload: “PriceFeed” using: “entityId date currencyId close volume 12345610 19971117 USD 88.000 0.28 12345610 19971118 USD 87.500 0.15 12345610 19971119 USD 42.000 0.63 12345610 19971120 USD 41.625 0.47 12345610 19971121 USD 45.000 0.98 98765410 19971117 CAD 30.500 0.32 98765410 19971118 CAD 30.400 0.05 98765410 19971119 CAD 29.900 0.07 98765410 19971120 CAD 29.750 0.02 98765410 19971121 CAD 29.700 0.13 “ ;

The following tab-delimited feed could be used to correct data for a prior date. This feed corrects the 11/17 price which should have been 88.50. It assumes a 2-1 split has occurred and presents the correction adjusted for this split: Interface ExternalFeedManager upload: “priceFeed” using: “entityId date currencyId adjustmentDate close volume 12345610 19971117 USD 1/15/98 44.25 .56 “ ;

The adjustment date of 1/15/98 indicates that all splits that have occurred between 11/17/97 and 1/15/98 have been factored into the close and volume values.

](#)

Vision Portfolio Management Application Layer: Data Feeds

| Application Feeds |

Data Feed: PriceFeed

Category: EntityExtenderFeed

Summary:

PriceFeed

PriceRecord

Available Fields:

Field	PriceRecord Property	Type	Description
--- Required Fields ---
entityId	entity	String	any valid security identifier
date	recordDate	Date	date of the pricing data
currencyId	baseCurrency	String	id of currency in which the prices are provided
--- Suggested Fields ---
adjustmentDate	adjustmentDate	Date	date through which prices are adjusted (see notes below)
ask	_ask	Number	ask price for date
bid	_bid	Number	bid price for date
close	recordValue	Number	closing price for date
high	_high	Number	high price for date
low	_low	Number	low price for date
open	_open	Number	open price for date
volume	_volume	Number	trading volume for date
yield	_yield	Number	yield for date
dailyReturn	_dailyReturn	Number	daily return stored as a percent
unitReturn	_unitReturn	Number	daily return stored in units form

Special Processing Rules:

The entityId must correspond to an existing Security instance. Any valid security alias can be used to identify the security.
The date must be included and indicates the date for which the price information applies. It can be in any valid date format such as 19971215 or 12/15/97.
The currencyId is used to identify the currency in which the close, high, and low information are supplied. This currency can be different from the security's base currency. By default, the pricing information is automatically converted into its security'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 price 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 price history and/or corrections, the pricing values may be supplied unadjusted (i.e., the values that existed on the price date) or adjusted (i.e., the values adjusted for any splits that have occurred since the price 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.
Any non-numeric value supplied for the close, high, low, and volume fields, and numeric values less than or equal to 0 are stored as NA (not available).
Any non-numeric value supplied for yield and numeric values less than 0 are stored as NA (not available).
Only one of dailyReturn or unitReturn needs to be included since either value can be derived from the other.
Due to the specialized nature of the PriceFeed, you cannot add new properties through the DataFeed mechanism. Contact your Vision Consultant for any customization requirements.

Related Feeds:

SecurityMaster: defines Security instances which may be referenced by this feed
SecurityAliases: loads cusip/sedol changes and adds other aliases that can serve as the entityId for a security
HoldingsFeed: updates the accountingPrice property in the Price Record when supplied.

Sample Upload:

The following tab-delimited feed could be used to update a week's worth of closing price and volume data. This format assumes that the data has not been adjusted for splits (i.e., the values are the values that were in effect on the price date):


   Interface ExternalFeedManager upload: "PriceFeed" using:
   "entityId date        currencyId   close      volume
   12345610  19971117    USD          88.000    0.28
   12345610  19971118    USD          87.500    0.15
   12345610  19971119    USD          42.000    0.63	
   12345610  19971120    USD          41.625    0.47	
   12345610  19971121    USD          45.000    0.98	
   98765410  19971117    CAD          30.500    0.32	
   98765410  19971118    CAD          30.400    0.05	
   98765410  19971119    CAD          29.900    0.07	
   98765410  19971120    CAD          29.750    0.02	
   98765410  19971121    CAD          29.700    0.13	
    "  ;


   Interface ExternalFeedManager upload: "priceFeed" using:
   "entityId date        currencyId   adjustmentDate   close      volume
   12345610  19971117    USD          1/15/98          44.25      .56
    "  ;

The adjustment date of 1/15/98 indicates that all splits that have occurred between 11/17/97 and 1/15/98 have been factored into the close and volume values.