Vision Upload Format: SplitsFeed

Vision Portfolio Management Application Layer: Data Feeds

| Application Feeds |


Data Feed: SplitsFeed

Category: EntityExtenderFeed

Summary:

Available Fields:

FieldSecurity
Property
TypeDescription
--- Required Fields ---
entityId - String any valid security identifier
date - Date date of split
rate rawSplitFactor Number rate of split

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 of the split. It can be in any valid date format such as 19971215 or 12/15/97.

  • The rate field should contain the number of new shares received for one existing share. Stock splits and stock dividends can both be represented this way. A 2-for-1 stock split has a rate of 2 ; a 10% stock dividend has a rate of 1.1. A rate of NA or a negative value can be used to delete an existing split on a date.

  • If your feed file supplies inverted rates, you can enable the inversion flag by saving the following code in the database:
    	SplitsFeed enableSplitInversion;
    
    By default the inversion flag has been disabled.

  • Once all raw split values have been updated by this feed, the Security message rebuildAdjustmentFactor is run to update the adjustmentFactor time series.

Related Feeds:

  • SecurityMaster: defines Security instances referenced by this feed
  • SecurityAliases: loads cusip/sedol changes and adds other aliases that can serve as the entityId for a security.

Sample Upload:

The following tab-delimited feed could be used to update splits.

 Interface ExternalFeedManager upload: "SplitsFeed" using:
     "entityId        date      rate
      00079410        19930205  1.50000	
      00079410        19960809  1.50000	
      00512510        19921201  2.00000	
      00512510        19950111  2.00000	
      00512510        19961112  2.00000	
     " ;