Skip to main content
Download sample file: Commodity_Buckets.csv This file provides a mapping from Commodity to Commodity Bucket. When the SBM sensitivity files (Curvature, Delta, or Vega) omit the Bucket field, it is filled from this Commodity Buckets file. To take advantage of this, the buckets file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file. This Commodity Buckets file type is identified using the pattern: **/Commodity_Buckets*.csv (as specified by commodity.buckets.file-pattern). A sample file is Commodity_Buckets. This file is loaded using the CommodityBuckets topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
FieldKeyNullFieldTypeDescriptionExample
BucketNNStringBucket number (e.g. 1 - 11)
UnderlyingCommodityYNStringUnderlying commodity from sensitivities file
AsOfDateYNDate ‘YYYY-MM-DD’Timestamp (at close of business) for the data.