Vision Upload Format: SecurityXRef

Vision Portfolio Management Application Layer: Data Feeds

| Application Feeds |

Data Feed: SecurityXRef

Category: XRefFeed

Summary:

    The SecurityXRef feed is used to load alternative identifiers for a Security. Alternative identifiers are stored in cross reference dictionaries (XRef's) defined for the Security class. XRef's provide a convenient way to track identifiers that are uniquely assigned by a specific source but may overlap with identifiers assigned by other sources. Depending on the source, this feed may also update the identifier in the primary naming dictionary as well. The related feed, Security Aliases, adds ids to the primary naming dictionary only.

Available Fields:

FieldTypeDescription
--- Required Fields ---
entityId String any valid security identifier
sourceId String valid identifier of an IdSource
symbol String the symbol supplied by this source for this security

Special Processing Rules:

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

  • The sourceId must correspond to an existing IdSource instance.

  • Each symbol is added to the XRef dictionary defined by the supplied sourceID and associated with the security defined by the supplied entityId. If the source is flagged as a primary source, the symbol is also added to the Named Security dictionary.

  • When the symbol for an entity/source changes, the old value is deleted from the cross reference unless the source is flagged to retain old values. If the source is flagged as a primary identifier, the old value is deleted from the Named Security dictionary, unless the source is flagged to retain old values.

  • If the supplied symbol is already defined for another security, that security's value is reset to  NA. If the symbol is supplied as a blank or NA value, the symbol is deleted from the cross reference and the associated property value is reset to NA.

  • If multiple symbols are supplied for an entityId/SourceId combination, only the first occurrence is used. If the same sourceId/symbol combination is supplied for more than one entityId, only the first occurrence is used.

Related Feeds:

Sample Upload:

The following tab-delimited feed could be used to update security cross references: 

   Interface ExternalFeedManager upload: "SecurityXRef" using:
     "entityId      sourceId      symbol
      1             CUSIP         16161010
      2             CUSIP         69846210
      3             TICKERUS      XYZ
     " ;