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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 Books N/A The book to map the trade to (must match the node in the Book Hierarchy).
LEGAL_ENTITY STRING Y Legal Entities N/A Legal Entity to map the trade to (must match the node in the Legal Entity Hierarchy).
COUNTERPARTY_ID STRING Y 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 NotionalCurrencies N/A Currency of the notional trade.
TRADER STRING Y Traders N/A Trader who performed the trade.
SALES STRING Y Sales N/A Salesperson who performed the sale of the trade (if applicable).
INSTRUMENT_CLASS STRING Y InstrumentClasses N/A Highest level of instrument classification.
INSTRUMENT_TYPE STRING Y InstrumentTypes N/A Main instrument classification.
INSTRUMENT_SUB_TYPE STRING Y InstrumentTypes N/A Sub-level of instrument classification.
TRADE_DATE STRING Y TradeDates N/A Date of the execution of the trade.
MATURITY_DATE STRING Y 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

  1. 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.  ↩︎