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Documentation Index

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This section provides an overview of the DEE template orders included in Atoti Market Risk.

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DEE Template Orders

DEE Template orders are one way of interacting with the DEE. For more information about the DEE, see Data Extraction Engine.

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Included template orders

Atoti Market Risk provides template orders for:
  • The extraction of trade-level data for loading into appropriate summary cubes
  • The extraction of data for any specific usage
All templates are intended for a Sign-Off enabled application. They assume the presence of the Adjustment hierarchy in the Cubes. If you do not have Sign-Off enabled, please update the templates to remove references to this hierarchy. Extraction orders are located in the directory mr-application/src/main/resources/dee-templates
Extraction order JSON fileTemplate Order NameDetails
aggregate_risk_templateDEE Get Aggregates Query TestDummy sample template for GAQ extraction
cube_risk_templateDEE MDX Query TestDummy sample template for MDX extraction
PnLAggregatedCubeExportPLAggCubeExportExport to feed PL Summary Cube aggregated
PnlCubeExportPLCubeExportExport to feed PL Summary Cube
SensiCubeMetricExportSensiCubeMetricExportSample of export of metric from Sensitivity Cube
SensiScalarAggregatedCubeExportSensiScalarAggCubeExportExport to feed the Sensitivity Summary Cube aggregated scalar
SensiScalarCubeExportSensiScalarCubeExportExport to feed the Sensitivity Summary Cube scalar
store_risk_templateDEE Search Facts Query TestDummy sample template for store extraction
VaRESAggregatedCubeExportVaRESAggCubeExportExport for VaR-ES Summary Cube aggregated
VaRESCubeExportVaRESCubeExportExport for VaR-ES Summary Cube
VaRESCubeMetricExportVaRESCubeMetricExportSample of export of metric from VaR-ES cube

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Executing Template Orders

To execute template orders, we use the submitTemplateOrders POST REST endpoint.

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Examples

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URL

http://localhost:10010/mr-application/connectors/rest/dee/v1/submitTemplateOrders

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Body - Summary Cube Extraction

The following example can be used by changing the templateOrderName to the relevant template order name. 
{
  "templateOrderName": "PLCubeExport"
}

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Diving into the template

Template orders describe the name of the template order, the query being executed, and the format of the output file.

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Query

Within the query object we state the levels (locations), measures (measureSelections), and the cube (pivotId). Additionally, we describe the context values.

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Output

Within the output object we state the directory and name of the output file. Lastly, we describe where each column will get its data. The output file’s columns map to one of the following types:
  • Level (levelOutputColumn)
  • Measure (measureOutputColumn)
  • Static value (echoOutputColumn)
  • Value which requires some logic (extractProcValueOutputColumn)
These values are currently tied to measures which are often used as placeholders and may not appear in your query

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Template Placeholders

We can use placeholders (templatePlaceholders) when we want to modify our template order each time before executing it. We can also use the same placeholder within our filename to distinguish between unique template orders.

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Extraction Procedures

Not all columns come directly from the value of a measure or level, so in these cases we need to use an extraction procedure. For our summary cube template orders we use GAQVectorValuesExtractionProcedure to format vector output columns to what is expected by the ETL of summary cubes.