Adding and Loading New Columns to an Existing File

This page provides a description of how to add a new column to an existing file and load that column into the Market Risk Accelerator project. It features an example in which we will add ‘TestField’ to the file TradeAttributes.csv. The techniques employed are generic examples that can be extended, adapted and repeated for any use case that we need. In all cases we make minimal changes to the Accelerator Reference Implementation.

Editing the Data

For the purposes of this example, we will add a column to the file TradeAttributes.csv and load the data from this column into the TradeAttributes store. In this case, our new column’s header is ‘TestField’, and all data in this column is ‘Testdata’. Below is a portion of the file.

AsOfDate TradeId Book LegalEntity CounterpartyId Notional NotionalCcy Trader Sales InstrumentClass InstrumentType InstrumentSubType TradeDate MaturityDate VaRInclusion TestField
2018-09-28 CDO_Cosco Pacific 358ff806 FI_STRUCT ActiveBank Singapore 43 89618.90 EUR John Mathew CDO Non-linear N/A 2018-04-19 2031-02-13 S Testdata
2018-09-28 IRS_GBP_CPI 35a38b80 IR_LOW_VOL ActiveBank US 56 25967.68 EUR Matt Chris IRS Linear N/A 2018-06-29 2025-09-10 Testdata
2018-09-28 FX_OPT_CHF 35b1b658 IR_LOW_VOL ActiveBank US 8 30949.51 EUR Sam Matt FX_OPT Non-linear N/A 2018-02-08 2033-06-29 Testdata
2018-09-28 FX_SPOT_EUR 35bfaae2 IR_TRADING ActiveBank UK 98 21140.64 EUR Mathew Chris FX_SPOT Spot N/A 2018-06-22 2022-10-28 Testdata
2018-09-28 EQ_SWAP_Peugeot 35cbec92 EQ_STRUCT ActiveBank Singapore 58 85350.16 EUR Mathew Chris EQ_SWAP Linear N/A 2018-03-16 2033-05-09 Testdata
2018-09-28 COM_OPT_aluminium 35d9a77e CM_OILGAS ActiveBank US 73 71069.22 EUR Mathew John COM_OPT Non-linear N/A 2018-06-22 2027-06-01 Testdata

Step 1 - Define customizations to datastore

Before we can load this new column into our cube, we need to make sure that our datastore has a field that can accept this column.

To add a new field to an existing store, we will need to create a bean with the signature @Qualifier(SP_QUALIFIER__CUSTOMISATIONS) Consumer<IDatastoreConfigurator> customisation()

    public Consumer<IDatastoreConfigurator> myCustomisations() {
        return Customisations::loadCustomisations;
    public void loadCustomisations(IDatastoreConfigurator configurator) {
                new CustomField(TEST_FIELD, ILiteralType.STRING));

See Customizing the Datastore with the Datastore Helper for more information.

Step 2 - Source config / ETL code

Now that we have modified our store, we need to make sure the ETL is correctly set up so that the field will be properly populated. By default, there is no need to modify the ETL as the mapping is generally 1 to 1. If the tuple publisher needs to be modified, we will also need to modify our topic configuration. In this case the tuple publisher was not modified but was added to the code example below to show how you would do so.

To make modifications to our ETL, we will create the class inside of the directory /risk-activepivot/src/main/java/com/activeviam/risk/ref/cfg/common/impl/source/ that extends the appropriate source configuration that handles the topic we want to modify. In this case, we will extend We also need to change the medium specialized classes CommonAzureCsvSourceConfig and CommonLocalCsvSourceConfig.

Cube Source Class Medium classes
VaR-ES VaRCsvSourceConfig VaRAzureCsvSourceConfig, VaRLocalCsvSourceConfig
VaR-ES Summary VaRSummaryCsvSourceConfig VaRSummaryAzureCsvSourceConfig, VaRSummaryLocalCsvSourceConfig
Sensi Std AStdSensiCsvSourceConfig SensiAzureCsvSourceConfig, SensiLocalCsvSourceConfig
Sensi Scalar AScalarSensiCsvSourceConfig ScalarSensiAzureCsvSourceConfig, ScalarSensiLocalCsvSourceConfig
Sensi Summary ASensiImportCsvSourceConfig SensiImportLocalCsvSourceConfig, SensiImportAzureCsvSourceConfig
PnL PnLCsvSourceConfig PnLAzureCsvSourceConfig, PnLLocalCsvSourceConfig
PnL Summary PnLSummaryCsvSourceConfig PnLSummaryAzureCsvSourceConfig, PnLSummaryLocalCsvSourceConfig
ALL CommonCsvSourceConfig CommonAzureCsvSourceConfig, CommonLocalCsvSourceConfig
    abstract class ExtendedSourceConfig<I> extends CommonCsvSourceConfig<I> {

         * (Optional) If there is a tuple publisher for the store you are modifying, then the method below is required so that our new tuple
         * publisher will overwrite the old one for our topic configuration. In this case CustomTuplePublisher will need to be defined.
        protected ITuplePublisher<IFileInfo<I>> getTuplePublisher(String topic, CSVMessageChannelFactory<I> csvChannelFactory) {
            return new SensiTradeStoreTuplePublisher<>(datastoreConfig.datastore(), store, tupleFields,
                    findGreekTypeBean, greekDescription, tenorUtil, tenorAndMaturityDefaultValue, moneynessDefaultValue, super.getTuplePublisher(topic, csvChannelFactory));

Step 3 - Application config

Navigate to the application config class CommonSourceConfiguration risk-activepivot/src/main/java/com/activeviam/risk/ref/cfg/common/impl/source/

Replace CommonCsvSourceConfig with ExtendedSourceConfig

@Import(value = {  
        // SourceConfig.class,

Suggested Further Reading

Enriching File Fields by Adding Column Calculators
Adding a New Cube Hierarchy
Adding a New Cube Measure
Adding a New Data Loading or Unloading Topic