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Properties required for Position Limits

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
AssetId required All Unique ID of the asset String(255) e.g. ISIN + Market for listed instruments, Alternative Instrument Identifier for OTCs.
Must be unique for every asset in the portfolio and consistent across NAV dates
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
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).

Instrument Properties

An instrument is the portfolio independent information

Property Name Applies To Description Data type Valid values & notes
AssetClass required All Asset class (e.g. Equity, Bond, CFD etc.) String(255) Valid values: Commodity, Future, Option, Swap.
To ignore this asset during checking, set to 'Ignore'
CallOrPut required Option If an option / warrant is call or put String(255) Valid values: Call, Put.
CommoditySymbol Future, Option, Swap Exchange-specific commodity symbol (e.g. CL for NYMEX Crude Oil) String(255)
DeliveryMonth Future, Option, Swap Delivery month of exchange-traded derivatives String(255) ISO 8601 YYYY-MM format
Delta Option The Delta measures the degree to which the derivative is exposed to shifts in the price of the underlying asset (price sensitivity with relation to the underlying) Decimal Valid Values: 0 to 1
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
InstrumentName required All Instrument name String(255) Used throughout Rapptr as the primary display name for the instrument, so ensure this name is meaningful
IsCashSettled Future required, Option required, Swap required If the derivative is cash settled (as opposed to requiring physical delivery) Boolean Most countries capture physically settled derivatives, many (but less) are interested in cash settled derivatives.
Market Future, Option, Swap 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 the specific market segment is different to 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).
OpenInterest Future, Option, Swap Total number of open or outstanding (not closed/settled or delivered) contracts that exist on a given trading day. Decimal

Properties valid for ALL AssetClasses

AssetClass, AssetId, AssetName, InstrumentId, InstrumentName, Quantity

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 Valid Underlyings Properties
Future required Commodity CommoditySymbol, , DeliveryMonth, IsCashSettled, Market, OpenInterest
Swap required Commodity CommoditySymbol, , DeliveryMonth, IsCashSettled, Market, OpenInterest
Option required Commodity, Future CallOrPut, CommoditySymbol, , DeliveryMonth, Delta, IsCashSettled, Market, OpenInterest
Commodity

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 & notes
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.
PortfolioName required Both Name of the portfolio / entity String(255)
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
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
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
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
LiquidationDate Both When the portfolio / entity was / will be liquidated Date
ExchangeAccountType Unknown Values that indicate classifications for a portfolio/entity that have effect on the application of certain definitions within Position Limit monitoring List Valid values: XEURAgentAccount, XEURMarketMakerAccount, XEURProprietaryAccount, XHKGClientAccount, XHKGExchangeParticipantAccount, XKLIMarketMakerAccount, XKRXInstitutionalAccount, XKRXRetailAccount, XMODHedgeAccount, XMODSpeculativeAccount, XSESHedgeAccount, XSESOmnibusAccount, XSESSpeculativeAccount, XTKTCommercial, XTKTCustomer, XTKTInvestmentFunds, XTKTInvestmentTrust, XTKTMemberProprietaryTrades, XTKTRetailAccount.
See description of possible values here

Last generated: 2019-07-30 11:07