Using DEE Template Orders
This section provides an overview of the DEE template orders included in Atoti Market Risk.
DEE Template Orders
DEE Template orders are one way of interacting with the DEE. For more information about the DEE, see Data Extraction Engine.
Included template orders
Atoti Market Risk provides template orders for:
- The extraction of trade-level data for loading into appropriate summary cubes
- The extraction of data for any specific usage
Extraction orders are located in the directory mr-application/src/main/resources/dee-templates
| Extraction order JSON file | Template Order Name | Details |
|---|---|---|
| aggregate_risk_template | DEE Get Aggregates Query Test | Dummy sample template for GAQ extraction |
| cube_risk_template | DEE MDX Query Test | Dummy sample template for MDX extraction |
| PnLAggregatedCubeExport | PLAggCubeExport | Export to feed PL Summary Cube aggregated |
| PnlCubeExport | PLCubeExport | Export to feed PL Summary Cube |
| SensiAggregatedCubeExport | SensiAggCubeExport | Export to feed the Sensitivity Summary Cube aggregated |
| SensiCubeExport | SensiCubeExport | Export to feed the Sensitivity Summary Cube |
| SensiCubeMetricExport | SensiCubeMetricExport | Sample of export of metric from Sensitivity Cube |
| SensiScalarAggregatedCubeExport | SensiScalarAggCubeExport | Export to feed the Sensitivity Summary Cube aggregated scalar |
| SensiScalarCubeExport | SensiScalarCubeExport | Export to feed the Sensitivity Summary Cube scalar |
| store_risk_template | DEE Search Facts Query Test | Dummy sample template for store extraction |
| VaRESAggregatedCubeExport | VaRESAggCubeExport | Export for VaR-ES Summary Cube aggregated |
| VaRESCubeExport | VaRESCubeExport | Export for VaR-ES Summary Cube |
| VaRESCubeMetricExport | VaRESCubeMetricExport | Sample of export of metric from VaR-ES cube |
Executing Template Orders
To execute template orders, we use the submitTemplateOrders POST REST endpoint.
Examples
URL
http://localhost:10010/mr-application/connectors/rest/dee/v1/submitTemplateOrders
Body - Summary Cube Extraction
The following example can be used by changing the templateOrderName to the relevant template order name.
{
"templateOrderName": "PLCubeExport"
}
Diving into the template
Template orders describe the name of the template order, the query being executed, and the format of the output file.
Query
Within the query object we state the levels (locations), measures (measureSelections), and the cube (pivotId). Additionally, we describe the context values.
Output
Within the output object we state the directory and name of the output file. Lastly, we describe where each column will get its data.
The output file’s columns map to one of the following types:
-
Level (
levelOutputColumn) -
Measure (
measureOutputColumn) -
Static value (
echoOutputColumn) -
Value which requires some logic (
extractProcValueOutputColumn)note
These values are currently tied to measures which are often used as placeholders and may not appear in your query
Template Placeholders
We can use placeholders (templatePlaceholders) when we want to modify our template order each time before executing it.
We can also use the same placeholder within our filename to distinguish between unique template orders.
Extraction Procedures
Not all columns come directly from the value of a measure or level, so in these cases we need to use an extraction procedure.
For our summary cube template orders we use GAQVectorValuesExtractionProcedure to format vector output columns to what is expected by the ETL of summary cubes.