Vision Upload Format: SplitsFeed
Vision Portfolio Management Application Layer: Data Feeds
Data Feed: SplitsFeed
Category: EntityExtenderFeed
Summary:
-
The SplitsFeed feed is used to maintain the split adjustment
history for securities. Split management is described in detail in the
Portfolio Management Application
Issues document.
Available Fields:
Field | Security Property | Type | Description |
---|---|---|---|
--- 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 " ;