Properties required for Sensitive Industries

Rapptr will fail validation if any of the properties marked with Required are missing. Rapptr will provide a default value for those properties marked with Defaulted.

For information on integrating via API, please see our GitHub repository. For all other information on Rapptr please see our Zendesk HelpCentre

Asset Properties

An asset is the specific position a portfolio has in an instrument. Instrument properties are independent of portfolio, whereas asset properties are specific to the portfolio

Property Name Applies To Description Data type Valid values & notes Rules
AssetId required All Unique identifier for the asset String(255) e.g. Use ISIN + LocalTicker or ISIN + ExecutionVenue if possible (these are also provided by the exchange-level FIGI or quote-level PermID).
1. Must be unique for every asset in the portfolio (but may be duplicated across portfolios) or else validation will fail and
2. Consistent across NAV dates or else HasActivity will not work and the UI will mark all assets as new
AssetName required All Name of the asset String(255) Used throughout Rapptr as the primary display name for the asset, so ensure this name is meaningful All
HasTransferOfTitle All If set to True, indicates that the legal title of the security is transferred in the SFT transaction, as determined by the relevant legal agreements. Setting this to FALSE indicates the collateral includes no transfer of title (that which is just a pledge/lien of assets would fall into this category).
Note: standard practice in securities lending agreements is that the title is transferred.
Boolean Valid for the following SFTTypes: Lent, Borrowed, CollateralTaken, CollateralGiven. 2
Quantity required All Equities - Number of shares held
Bonds (including Convertibles) - Total nominal value divided by face value (the multiple of the face value making up the nominal of the position)
ETF - Number of units held
Derivatives - Number of contracts held
Decimal Short sale positions - Insert a negative quantity for positions resulting from short sale transactions.
Lending/Borrowing/Collateral (SFTType) - For any asset which does NOT have an SFTType set to 'Normal', insert only positive quantities.
CDS - For credit default swaps, use a negative quantity for protection buys (which is an effective short position) and a positive quantity for protection sells (which is an effective long position).
SFTType All Type of securities financing transaction (SFT) String(255) Valid values: Borrowed, CollateralGiven, CollateralTaken, Lent, Normal.
This property accounts for various kinds of transactions such as lending, borrowing, repos, reverse repos, while also allowing for general collateral taken and collateral given. See here for more details on populating

Instrument Properties

An instrument is the portfolio independent information

Property Name Applies To Description Data type Valid values & notes Rules
AssetClass required All Asset class (e.g. Equity, Bond, CFD etc.) String(255) Valid values: ADR, Bond, CDS, CFD, Convertible, Equity, Future, Index, Option, PreferredEquity, Rights, StructuredProduct, Swap, Unit, Warrant.
To ignore this asset during checking, set to 'Ignore'
AssetClassCustomer UI All Customer defined asset class String(255) Only used in UI
Optional field to be populated with a customer's own internal asset class specification as reference
CallOrPut required Option, Warrant If an option / warrant is call or put String(255) Valid values: Call, Put. 157
ContractSize CFD, Future, Option, Warrant Contract size of a derivative. If relevant, this should be in instrument currency Decimal e.g. 1000 would mean every option represents 1000 of the underlying. 157
ConversionRatio ADR, Convertible, PreferredEquity, Rights Convertible: the number of equities one convertible converts into;
DR: the number of underlying shares represented in one DR;
Right: the number of underlying securities that one right gives entitlement to.
Preferred Equity: the number of common shares one convertible preference share converts into.
Decimal 157
CountryOfIncorporation Equity, PreferredEquity, Unit [Issuer Property] Equity and Preferred Equity - Country where the issuer is incorporated.
ETFs - Country where the collective investment scheme's (or other company structure's) legal personality is incorporated
String(255) Valid values: ISO 3166-1 Alpha 2 country codes. 147
GICSIndustries ADR, Convertible, Equity, PreferredEquity [Issuer Property] The list of 6-digit codes representing an industry in the MSCI Global Industry Classification Standard (GICS). See the GICS website for more information. List Valid values: List of industry-level GICS and their corresponding industry sector.. 148
InstrumentCurrency ADR, Bond, CDS, CFD, Convertible, Equity, Future, Index required, Option, PreferredEquity, Rights, StructuredProduct required, Swap, Unit, Warrant Currency the instrument is denominated in. String(255) Valid values: ISO 4217 currency codes. 157
InstrumentId required All Identifier to link assets to instruments and instruments to Underlying instruments String(255) Must be unique for every instrument in one upload All
InstrumentName required All Instrument name String(255) Used throughout Rapptr as the primary display name for the instrument, so ensure this name is meaningful All
IsConvertiblePreferred PreferredEquity If the preferred equity has the option to be converted into ordinary shares. Boolean 7
ISIN ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Swap, Unit, Warrant ISIN of the instrument String(255) Used to look-up Instrument in many lists such as EU Short Selling Exempt, short selling black & white lists, Takeover lists etc. Please note that ISIN is not required for instruments with the following asset classes unless they happen to be listed on a South African exchange: Swap, Option, Future, and CFD. 10
IssuerId ADR, Bond, Convertible, Equity, PreferredEquity, Unit, Warrant Unique identifier for the issuer of the instrument String(255) Do not use the LEI for this as for the foreseeable future not all issuers have an LEI. For Unit funds structured as an ETF, this should identify the ETF itself. 154
IssuerName ADR, Bond, Convertible, Equity, PreferredEquity, Unit, Warrant [Issuer Property] Name of the issuer of the instrument String(255) For Unit funds structured as ETF, the IssuerName should be that of the ETFs itself.
For EU government bonds, insert the exact sovereign issuer name from ESMA's list of sovereign issuers. For the SSR EU Bonds: United Kingdom rule insert 'United Kingdom' as the issuer name.
For issuers that are disclosable under the nominal share capital rules in The Netherlands, insert the exact issuer name outlined by the Dutch AFM here if you want Rapptr to automatically populate the official value for TotalIssuedNominalCapital.
Market ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant Market identification code (MIC) for the primary market that this instrument is traded on. String(255) ISO 10383 code (MIC). Insert the MIC of the primary market that the instrument is traded on. Where a specific market segment is different than the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only.
For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX
For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases).
It is critical that for any market, segment MICs are provided. Please see ISO's official FAQs for the MIC standard under the section 'MIC LEVELS', making note of the definitions for 'market segment MIC' and 'operating MIC' including the point that 'The use of market segment MICs provides more accuracy.'
FundApps is unable to validate whether our clients are providing the MICs at the granularity of segment MIC; we strongly recommend that you re-confirm with your data provider(s) that MICs are provided at segment MICs level.
Price All Price of the instrument in instrument currency. For bonds and convertibles, the price must be stated as a percentage of the face value of an individual bond (since this is the way bonds are quoted on the market). Decimal 157
TotalSharesInTreasury Equity, PreferredEquity [Issuer Property] Total amount of shares held in treasury by the issuer. Excludes outstanding shares (held by investors). Decimal This value is used for regulations that require a calculation using the total shares outstanding including treasury shares. If this data can not be sourced, please set value to zero to be conservative. 7
TotalSharesOutstanding Equity, PreferredEquity, Unit [Issuer Property] Total amount of issued shares in circulation (held by investors) for an issuer. Includes the outstanding shares from all share classes. Excludes treasury stock. Decimal For Unit funds structured as ETFs this should reflect the number of units issued.
Please note that we have heard from clients that some of the values sourced from major data providers can include Treasury Shares for certain countries in which case your denominator can be overstated, leading to inaccurate holding calculations.
TotalVotingRights Equity, PreferredEquity, Unit [Issuer Property] Total amount of voting rights in circulation for an issuer Decimal 157
VotesPerShare Equity, PreferredEquity, Unit Number of votes attached to a single share Decimal Allowed value range: 0 .. 1000000 157

Properties valid for ALL AssetClasses

AssetClass, AssetClassCustomer, AssetId, AssetName, HasTransferOfTitle, InstrumentCurrency, InstrumentId, InstrumentName, Price, Quantity, SFTType

Properties valid for each AssetClass

Asset classes which require exactly one underlying asset to pass validation are marked with one
Asset classes which can have multiple underlying assets are marked with multiple

Asset Class Description Valid Underlyings Properties
ADR required Depositary Receipts. Certificates that represent an ownership interest in shares of a (usually foreign-listed) company Equity, PreferredEquity ConversionRatio, GICSIndustries, ISIN, IssuerId, IssuerName, Market
Bond A fixed income instrument where the issuer owes the holder a debt and pays them interest on it ISIN, IssuerId, IssuerName, Market
CDS required Credit Default Swap. A financial derivative contract that allows an investor to swap the credit risk of an issuer, country or another entity with another counterparty Bond, Index, StructuredProduct ISIN, Market
CFD required Contract For Difference ADR, Bond, Convertible, Equity, Index, PreferredEquity, StructuredProduct ContractSize, ISIN, Market
Convertible required A type of bond which can be converted to a specific number of equity shares of the issuing company (or another company in the case of an exchangeable bond) Equity ConversionRatio, GICSIndustries, ISIN, IssuerId, IssuerName, Market
Equity Also called: Common Stock. A stock or other security representing an ownership interest in a company CountryOfIncorporation, GICSIndustries, ISIN, IssuerId, IssuerName, Market, TotalSharesInTreasury, TotalSharesOutstanding, TotalVotingRights, VotesPerShare
Future required A contract or agreement to buy or sell an asset at a certain date at a certain price Bond, Convertible, Equity, Index, PreferredEquity, StructuredProduct ContractSize, ISIN, Market
Index multiple A collection or basket of securities which usually track the basket's performance and serve as reference values for a financial derivative ADR, Bond, CDS, Convertible, Equity, PreferredEquity
Option required Financial derivatives that give the buyer the right to buy or sell the underlying asset at a stated price within a specified period. Bond, Convertible, Equity, Future, Index, PreferredEquity, StructuredProduct, Unit CallOrPut, ContractSize, ISIN, Market
PreferredEquity Also called: Preference Shares or Preferred Shares. A type of stock in which holders have a higher claim to the dividends or assets of a company and which may contain features of debt instruments, including convertibility into common stock Equity ConversionRatio, CountryOfIncorporation, GICSIndustries, IsConvertiblePreferred, ISIN, IssuerId, IssuerName, Market, TotalSharesInTreasury, TotalSharesOutstanding, TotalVotingRights, VotesPerShare
Rights required Subscription Rights. A certificate issued to existing shareholders giving them the right to purchase a certain number of shares from the issuer at a specific price Equity ConversionRatio, Market
StructuredProduct multiple A customised collection or basket of securities which may be pre-packaged as an investment, usually track the basket's performance and may serve as reference values for a financial derivative ADR, Bond, CDS, Convertible, Equity, Future, Index, Option, PreferredEquity, StructuredProduct, Unit
Swap required A derivative contract in which two parties exchange the cash flows or liabilities of two different financial instruments. Excludes Credit Default Swaps ADR, Bond, Convertible, Equity, Index, PreferredEquity, StructuredProduct ISIN, Market
Unit multiple A collective investment scheme or fund (set of pooled investments) which issues units or shares giving rights to the scheme's assets and associated income ADR, Bond, CDS, Convertible, Equity, Future, Option, PreferredEquity, StructuredProduct CountryOfIncorporation, ISIN, IssuerId, IssuerName, Market, TotalSharesOutstanding, TotalVotingRights, VotesPerShare
Warrant required A certificate providing a right, but not an obligation to buy or sell a certain number of shares of a company at a specific price in the future Equity CallOrPut, ContractSize, ISIN, IssuerId, IssuerName, Market

Portfolio & Entity Properties

A portfolio is the smallest unit that can hold assets (aka an account, fund etc.), an entity is a grouping of portfolios. The properties are generally set-up once and then only updated when changes occur. Portfolio properties can be entered directly into the Rapptr UI and do not need to be provided in an input file.

The following are required for the rules / Rapptr to function correctly

Property NameApplies ToDescriptionData typeValid values & notesRules
PortfolioId required Both Unique identifier for the portfolio / entity String(255) This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created. All
PortfolioName required Portfolio Name of the portfolio / entity String(255) All
PortfolioType required Both Portfolio: a container that holds assets (Accounts, Funds, Portfolios etc.);
Entity: an aggregation of portfolios (Management Company, Controlling Entity, etc.)
Umbrella: If a portfolio's direct parent is an umbrella and a portfolio level disclosure is required, Rapptr will trigger the disclosure on the parent umbrella, aggregating all portfolios underneath that specific umbrella
String(255) Valid values: Entity, Portfolio, Umbrella. Click here for more information on umbrellas All
PortfolioCompany required Both If a Chinese wall, or similar, exists, you will be able to limit the visibility to specific areas of the business. String(255) More information is available here All
DefaultParentId Both Identifier (PortfolioId) of the Entity that a portfolio or (sub)Entity aggregates to String(255) Must match a PortfolioId of an Entity in the file. This is used to define the aggregation structure. In this case, an aggregation structure named 'Default' is used. For Entities which are at the top of the tree, the DefaultParentId will be its own PortfolioId. For clients with multiple aggregation structures, additional columns named 'XParentId' can be added, where X is the name of the tree (e.g. Voting, Legal, Management). More information here All
RuleFolders Portfolio Defines which rules run on the system. List Valid values all folders active in your system see bottom left panel in the rules page All
LiquidationDate Both When the portfolio / entity was / will be liquidated Date All
CompanyType Top Entity Values that indicate classifications for a portfolio/entity that have effect on the application of certain rules List Valid values: CA-AMRS, ITFM, JP-FFI, JP-GenInv, JP-StOw, KRPassiveInvestor, None, NotJPAggExempt, NotZA, PH-EligibleII, UKIM, US16AExempt, USPassiveInvestor, US-QII.
See description of possible values here

Last generated: 2022-01-17 12:39:20 UTC