Trade attributes

Download sample file: trade-attributes.tsv

This file provides additional analytical attributes enriching risk data for analytical purposes.

Field Key Null FieldType Description Example
AsOfDate Y N String with format ‘YYYY-MM-DD’ Risk value date 2019-12-05
TradeId Y N String Unique trade/position identifier mx_cfc8ed1e
TradeDate N Y String with format ‘YYYY-MM-DD’ Trade date 2019-03-12
CounterpartyId N Y String Counterparty identifier CPTY_42
ProductId N Y String Internal product identifier IRS
Book N Y String Internal book identifier EQ_FLOW
Underlying N Y String Trades underlying instrument identifier USD.IBOR3M