Reference for Atoti FRTB sign-off export types, covering Store, Aggregated, and Cube exports and their re-import considerations
Atoti FRTB supports several sign-off export types, each covering a different level of data extracted from the store or the cube. The following table describes the available export types.
Export
Description
Store
Fact-level data exported from the store fields contributing to the cube. This export type handles native measures without post-processing. The current implementation queries the cube for facts and selects the levels corresponding to store fields.
Aggregated
Export of aggregated native measures queried from the cube. Aggregation is achieved through removing fields from a store query (e.g. removing the TradeID results in Book-level aggregated data).
Cube
Export of any configured post-processed measures in the cube.
Standalone stores are not exported by any of the export tasks.
To ensure the later re-import of data, the cube-level export distinguishes
between data that can be re-aggregated and data that cannot. Data that can
be re-aggregated includes PnL data at book level for historical trend
analysis of ES (linear aggregation), whereas data that cannot be
re-aggregated includes ES data at book level (since ES is a non-linear
measure):
Cube exports are not meant to be reloaded in Atoti Server for
re-aggregation.
Aggregated exports are exports of linear measures that are meant to
be reloaded in Atoti Server for re-aggregation.
