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TradeBase

The TradeBase store is the base store in the SA Cube Schema. Each row in this table represents a fact in the SA Cube.

The five columns in this store make up the index of the SA Cube.

Store Field Key CanBeNull Type Cube Field Description
TradeId Y String [Booking].[TradeId] Unique Trade (or Position) ID
Risk Factor Y String [Risk].[RiskFactor] Risk-factor identifier (unique per risk-class and risk-measure).
RiskClass Y String [Risk].[RiskClass] “Commodity”, “CSR non-Sec”, “CSR Sec non-CTP”, “CSR Sec CTP”, “Equity”, “FX”, “GIRR”, “DRC non-Sec”, “DRC Sec non-CTP”, “RRAO”
Risk Measure Y String [Risk].[Measure] “Delta”, “Vega”, “Curvature”, “RRAO”, “DRC”
AsOfDate Y LOCALDATE[yyyy-mm-dd] [Dates].[AsOfDate] Timestamp (at close of business) for the data.

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