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TRADE_ATTRIBUTES

The TRADE_ATTRIBUTES table contains the fields describing attributes of the trades.

Column Name	Type	Not Null	Cube Field	Default Value¹	Description
AS_OF_DATE	DATE	Y			Timestamp (at close of business) for the data.
TRADE_KEY	STRING	Y		N/A	Unique Trade (or Position) ID.
BOOK	STRING	Y	[Booking].[Books]	N/A	The book to map the trade to (must match the node in the Book Hierarchy).
LEGAL_ENTITY	STRING	Y	[Organization].[Legal Entities]	N/A	Legal Entity to map the trade to (must match the node in the Legal Entity Hierarchy).
COUNTERPARTY_ID	STRING	Y	[Counterparties].[CounterpartyIds]	N/A	Counterparty to map the trade to (must match the node in the Counterparty Hierarchy).
NOTIONAL	DOUBLE				Notional of the trade/position.
NOTIONAL_CCY	STRING	Y	[TradeAttributes].[NotionalCurrencies]	N/A	Currency of the notional trade.
TRADER	STRING	Y	[TradeAttributes].[Traders]	N/A	Trader who performed the trade.
SALES	STRING	Y	[TradeAttributes].[Sales]	N/A	Salesperson who performed the sale of the trade (if applicable).
INSTRUMENT_CLASS	STRING	Y	[Instruments].[InstrumentClasses]	N/A	Highest level of instrument classification.
INSTRUMENT_TYPE	STRING	Y	[Instruments].[InstrumentTypes]	N/A	Main instrument classification.
INSTRUMENT_SUB_TYPE	STRING	Y	[Instruments].[InstrumentTypes].[InstrumentSubeType]	N/A	Sub-level of instrument classification.
TRADE_DATE	STRING	Y	[TradeAttributes].[TradeDates]	N/A	Date of the execution of the trade.
MATURITY_DATE	STRING	Y	[TradeAttributes].[MaturityDates]	N/A	Maturity date of the trade.
VAR_INCLUSION_TYPE	STRING	Y		R	Defines on what basis to include the VaR of this trade: ‘R’ for repricing ‘S’ for sensitivity,

Unique Key

Columns
AS_OF_DATE
TRADE_KEY

Incoming Joins

Source Table	Source Columns	Target Columns
TRADEPNLS	AS_OF_DATE TRADE_KEY	AS_OF_DATE TRADE_KEY
TRADE_ATTRIBUTES	AS_OF_DATE TRADE_KEY	AS_OF_DATE TRADE_KEY
TRADE_SENSITIVITIES	AS_OF_DATE TRADE_KEY	AS_OF_DATE TRADE_KEY
PNL	AS_OF_DATE TRADE_KEY	AS_OF_DATE TRADE_KEY

Outgoing Joins

Target Table	Source Columns	Target Columns
LEGAL_ENTITY_HIERARCHY	AS_OF_DATE LEGAL_ENTITY	AS_OF_DATE LEGAL_ENTITY
COUNTERPARTY_HIERARCHY	AS_OF_DATE COUNTERPARTY_ID	AS_OF_DATE COUNTERPARTY_ID
BOOK_HIERARCHY	AS_OF_DATE BOOK	AS_OF_DATE BOOK
COUNTERPARTIES	AS_OF_DATE COUNTERPARTY_ID	AS_OF_DATE COUNTERPARTY_ID

If the default value is marked as empty, it means that the default value is 'null' for nullable fields, and that a value needs to be explicitly set for non-nullable fields. ↩︎