Split Ratio 2 Current

Description The split ratio for the current as-of date, using the secondary risk factor as an instrument ID.
Hierarchies required in the view

This is representing the split ratio of a stock split of the market data applied to the current location for the current day. The split ratio applies to the Risk Factors Secondary hierarchy. The split ratio is NOT applied backward to the Spot MD Current On RiskFactor2, it is only used to ensure PnL explain consistency.

Here is an example of the split ratio with the related market data:

AsOfDate Split Ratio 2 Current Spot MD Current On RiskFactor2
2023-09-29 44.75
2023-09-28 2.00 44.80
2023-09-27 89.86
2023-09-26 90.61

The split ratio uses the SplitRatioMarketDataPostProcessor, an extension of the SingleMarketDataPostProcessor that is part of the Market Data API.

The metric uses the SplitRatioMarketData store to get the split ratio.