Trade Attributes - Atoti Hub

Download sample file: TradeAttributes.csv To perform the mapping between the parent/child relationship and market data, Atoti Market Risk expects a minimum number of trade attributes. This Trade Attributes file type is identified using the pattern: **TradeAttributes*.csv (as specified by mr.common.file-patterns.trade-attributes). This file is loaded using the TradeAttributes topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic. For information on the glob patterns used and how to customize them, see note on File name patterns

Field	Key	Null	FieldType	Description	Example
AsOfDate	Y	N	String with format ‘YYYY-MM-DD’	Indicates the date of the file. See Note on AsOfDate.
TradeId	Y	N	String	If TradeId comes from multiple systems you may need to prepend source system to the ID for uniqueness. Note that in certain cases, the TradeId could be for adjustment purposes. In such cases we might only have one PnL vector per Book or desk. The TradeId should contain this information clearly (ADDON or ADJ).	”IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.
Book	N	Y	String	Book to map the trade to (must match the node in the Book Hierarchy).
LegalEntity	N	Y	String	Legal Entity to map the trade to (must match the node in the Legal Entity Hierarchy). See Legal Entity Parent Child Input File Format
CounterpartyId	N	Y	String	Counterparty to map the trade to (must match the node in the Counterparty Hierarchy).See Counterparty Parent Child File Format
Notional	N	Y	Double	Notional of the trade/position.
NotionalCcy	N	Y	String	Currency of the notional trade.
Trader	N	Y	String	Trader who performed the trade.
Sales	N	Y	String	Salesperson who performed the sale of the trade (if applicable).
InstrumentClass	N	Y	String	Highest level of instrument classification.	”Equity”, “Rates”, “Forex”
InstrumentType	N	Y	String	Main instrument classification.	”IRSWAP”, “Loan”, “Bond”
InstrumentSubType	N	Y	String	Sub-level of instrument classification.	”XCCY-BASIS”, “Overnight”, “Gilt”
TradeDate	N	Y	String with format ‘YYYY-MM-DD’	Date the trade was made.
TradeMaturityDate	N	Y	String with format ‘YYYY-MM-DD’	Maturity date of the trade.
VaRInclusionType	N	Y	String	Defines on what basis to include the VaR of this trade: ‘R’ for repricing ’S’ for sensitivity,	“R”, “S”
TradeSource	N	Y	String	Identifier of the source system the trade was executed in.
TradeStatus	N	Y	String	Status representing the step in the trade lifecycle.
OriginalNotional	N	Y	Double	Represents the notional at trade date in native currency.