The TRADE_ATTRIBUTES table contains the fields describing attributes of the trades.Documentation Index
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| 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 | DATE | Y | TradeDates | 1970-01-01 | Date of the execution of the trade. |
| TRADE_MATURITY_DATE | DATE | Y | TradeMaturityDates | 1970-01-01 | Maturity date of the trade. |
| VAR_INCLUSION_TYPE | STRING | Y | R | Defines on what basis to include the VaR of this trade:
| |
| TRADE_SOURCE | STRING | Y | TradeSources | N/A | Identifier of the source system the trade was executed in. |
| TRADE_STATUS | STRING | Y | TradeStatuses | LIVE | Status representing the step in the trade lifecycle. |
| ORIGINAL_NOTIONAL | DOUBLE | Y | OriginalNotional | Represents the notional at trade date. |
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_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 |
- 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. ↩︎