IMATRADES - Atoti Hub

The IMATRADES table is the base in the IMA Cube star schema. Each row in this table represents a fact in the IMA Cube. The IMATRADES table contains vector fields. In databases that do not natively support vectors, the vector fields are stored as separate columns.

IMATRADES Table Fields

Non-Native Vector Support
Native Vector Support

Column Name	Type	Not Null	Cube Field	Description
DATA_SET	STRING	Y	Data Set	The data set to which the entry belongs. The following different values are possible:“Full Set Current”: data for the last 12 months, “Reduced Set Stressed”: data with the reduced set of risk factors for the 12-month stress period, “Reduced Set Current”: data with the reduced set of risk factors for the last 12 months For non-modellable risk-factors, this value should be blank.
TRADE_KEY	STRING	Y	This field is for internal usage only	The field contains the `tradeID` for full data or `Book#LegalEntity` for summary data
TRADE_ID	STRING	Y	TradeId	The trade Id.
RISK_FACTOR	STRING	Y	RiskFactor	The risk-factor. Note: This is required for non-modellable risk-factors, and optional for modellable risk-factors.
RISK_CLASS	STRING	Y	RiskClass	The risk class, which will be one of the following:GIRR, CSR, Equity, Commodity, FX, allin
PL_LH	STRING	Y	Liquidity Horizon	The Liquidity Horizon in days: 10, 20, 40, 60 or 120 Note: For non-modellable risk-factors, this value should be blank (though it may be set to 10 without causing any problems). The list must contain all the referring horizons, for instance for a horizon of 40 you must specify “40;20;10”.
CCY	STRING	Y	Currency	The currency of the PnL vector entries.
BASE_PV	DOUBLE	Y	This field is a measure	The base PV.
AS_OF_DATE	DATE	Y	AsOfDate	Timestamp (at close of business) for the data.

Columns
DATA_SET
TRADE_KEY
RISK_FACTOR
RISK_CLASS
PL_LH
AS_OF_DATE

IMATRADES_VECTOR Table Fields

Non-Native Vector Support
Native Vector Support

Column Name	Type	Not Null
VECTOR_INDEX	INT	Y
DATA_SET	STRING	Y
TRADE_KEY	STRING	Y
TRADE_ID	STRING	Y
RISK_FACTOR	STRING	Y
RISK_CLASS	STRING	Y
PL_LH	STRING	Y
CCY	STRING	Y
BASE_PV	DOUBLE	Y
PV	DOUBLE	Y
AS_OF_DATE	DATE	Y

IMATRADES_VECTOR Unique Key

Non-Native Vector Support
Native Vector Support

Columns
VECTOR_INDEX
DATA_SET
TRADE_KEY
RISK_FACTOR
RISK_CLASS
PL_LH
AS_OF_DATE

Outgoing Joins

Non-Native Vector Support

Target Table	Source Columns	Target Columns
IMATRADES_VECTOR	DATA_SET TRADE_KEY RISK_FACTOR RISK_CLASS PL_LH AS_OF_DATE	AS_OF_DATE BOOK
IMARISK_FACTORS	RISK_FACTOR RISK_CLASS AS_OF_DATE	RISK_FACTOR RISK_CLASS AS_OF_DATE
TRADE_MAPPING	TRADE_KEY AS_OF_DATE	TRADE_KEY AS_OF_DATE

​IMATRADES Table Fields

​IMATRADES_VECTOR Table Fields

​IMATRADES_VECTOR Unique Key

​Outgoing Joins

IMATRADES Table Fields

IMATRADES_VECTOR Table Fields

IMATRADES_VECTOR Unique Key

Outgoing Joins