Market Risk Accelerator Reference Guide v2.0.0Market data sets
Download sample file: MarketDataSets.csv
The file is used to provide available market data sets for the day.
File pattern match
The pattern match for the Market Data Sets file is **MarketDataSets*.csv
For information on the glob patterns used and how to customize them, see note on File name patterns.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Indicates value date | 2019-01-01 |
| MarketDataSet | Y | N | String | String defining the market data set, for example “Trader marks” or “Official EOD” | Official EOD |