The IMA Summary REST Service aggregates the trade-level data from the
IMA cube and produces aggregate level data that can be used as input to
the IMA Summary Cube.
The /export endpoint performs the aggregation from the trade-level
data in the IMA Cube to the aggregate-level data for the IMA Summary
Cube. It takes an as-of date as an input parameter and produces a CSV
file for that date which is ready to load into the IMA Summary Cube.
Parameters
Parameter
Default Value
Type
Description
date
Date [YYYY-MM-DD]
The as-of date
filename
IMA_Summary_YYYY-MM-DD.csv
String
The file name for the aggregated data.
download
true
Boolean
When true, download the generate file.
save
false
Boolean
When true, save the generated file to the server’s local file system.
Example
GET http://localhost:8080/frtb-starter/services/rest/ima-summary/export?date=2016-06-01
Configuration
Parameter
Default Value
Description
ima-summary.export.directory
The directory on the server’s local file system to save
ima-summary.export.file-pattern
IMA_Summary_{0}.csv
The default file name (for the optional parameter in the HTTP GET request). If has the following substitution: 0. As-of date
ima-summary.export.mdx-pattern
(see below)
The MDX query to use to generate the aggregate-level values. It has the following two substitutions: 0. Reference Currency 1. As-of date
ima-summary.export.reference-currency
EUR
The value of the ReferenceCurrency context value to use when executing the MDX query to generate the aggregates.
ima-summary.export.down load
true
The default value of the download parameter in the HTTP GET request.
ima-summary.export.save
false
The default value of the save parameter in the HTTP GET request.
The following query is used to generate the aggregate-level data from
the IMA Cube:
WITH
Member [Measures].[Date] AS [Dates].[Date].MemberValue
Member [Measures].[Currency] AS "{1}"
Member [Measures].[PnL] AS [Measures].[ES (PnL Vector) CCY]
SELECT
NON EMPTY {
[Measures].[Currency],
[Measures].[PnL],
[Measures].[Date]
} ON COLUMNS,
NON EMPTY Crossjoin(
[Risk].[Data Sets].[Data Set].Members,
[Booking].[Books].[Book].Members,
[Organization].[Legal Entities].[Legal Entity].Members,
[Risk].[Risk Factors].[Risk Factor].Members,
[Risk].[Risk Classes].[RiskClass].Members,
[Risk].[Liquidity Horizons].[Liquidity Horizon].Members
) ON ROWS
FROM (
SELECT
[Dates].[Date].[AsOfDate].[{0}] ON COLUMNS
FROM [InternalModelApproachCube]
)