TradeAttributes - Atoti Hub

Store Field	Key	CanBeNull	Type	Cube Field	Description
AsOfDate	Y	N	Object	AsOfDate	Indicates the date of the file. The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the Atoti Server datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv).
TradeKey	Y	N	String	This field is for internal usage only	The field contains the `tradeID` for full data or `Book#VaR Inclusion` for summary data
Book	N	N	String	Book	The book to which the trade is mapped. It must match the node in the Book Hierarchy.
LegalEntity	N	N	String	Legal Entity	The legal entity with which the trade is associated. It must match the node in the LegalEntityHierarchy
CounterpartyId	N	N	String	CounterpartyId	The counterparty identifier. Used as a foreign key when counterparty is referenced. Example: “HSBC Group”, “EBRD”
Notional	N	N	String	Measure: Notional Native	The notional of the trade expressed in native currency.
NotionalCcy	N	Y	String	Measure: NotionalCurrencies	The currency of the notional trade.
Trader	N	N	String	Trader	The name of the trader who booked the trade.
Sales	N	N	String	Sales	The name of the salesperson associated with the trade.
InstrumentClass	N	N	String	InstrumentClass	The asset class of the trade. Example: ‘FX_OPT’, ‘FX_SPOT’, ‘BOND’
InstrumentType	N	N	String	InstrumentType	The type of asset of the trade. Example: ‘Linear’, ‘Non-linear’, ‘Spot’
InstrumentSubType	N	Y	String	InstrumentSubType	Sub-level of instrument classification. Example: “XCCY-BASIS”, “Overnight”, “Gilt”
TradeDate	N	N	Date	TradeDates	The date on which the trade was executed (default: 1970-01-01).
TradeMaturityDate	N	N	Date	MaturityDates	The maturity date of the trade (default: 1970-01-01).
VaRInclusion	N	Y	String	VaR inclusion type	Defines on what basis to include the VaR of this trade: ‘R’ for repricing, from the VaR-ES cube ‘S’ for sensitivity, from the Sensi cube using Taylor VaR methodology
TradeSource	N	Y	String	TradeSources	Identifier of the source system the trade was executed in.
TradeStatus	N	Y	String	TradeStatuses	Status representing the step in the trade lifecycle.
OriginalNotional	N	Y	Double	Measure: Original Notional Native	Represents the notional at trade date in native currency.

Documentation Index