Interface Manual Table of Contents

Transcription

1 Interface Manual Table of Contents SECTION 1 - INTRODUCTION... 1 SECTION 2 - INBOUND INTERFACES... 1 SECTION 3 - PRICING AND EXCHANGE RATES... 2 SECTION 4 - OUTBOUND INTERFACES... 3 SECTION 5 - MISCELLANEOUS AND CUSTOM INTERFACES... 4 SECTION 6 - REPORT FORMATS... 4 SECTION 7 MQSERIES... 5 SECTION 8 - APPENDIX... 5

2 SECTION 1 - INTRODUCTION 1.10 Overview 1.20 Objectives 1.30 Features SECTION 2 - INBOUND INTERFACES 2.10 Overview 2.11 System Diagrams 2.12 Basic Record Layouts 2.13 Operating Scenario 2.20 Basic Control Cards - Overview 2.21 System Card 2.22 File Access Card 2.23 Capture Date Control Card 2.24 User/Bank Definition Card 2.30 Transaction Input Record Layouts / Control Cards 2.31 Transaction Record Layout - 80 Characters 2.32 Transaction Record Layout Characters 2.33 Transaction User-Defined Fields Record Layout - 80 Characters 2.34 Settlement Data Record Layout and Control Card 2.40 Security Input Record Layouts / Control Cards 2.41 Security Record Layout - 80 Characters 2.42 Security with Date and Qualifier Record Layout - 80 Characters 2.43 Security User Defined Fields Record Layout - 80 Characters 2.44 Security Data History Record Layout - 80 Characters 2.50 Corporate Action Interfaces 2.51 Generic Corporate Action Capture 2.52 Income Rates Record Layout - 80 Characters 2.53 Auto Split/Divd Record Layout and Control Card 2.54 IDC International Corporate Action Interface - FDC900Z IDC International Corporate Action Interface - FDC900Z Muller Domestic Corporate Action Interface -FDC900Z EXTEL Corporate Action Interface - FDC900Z Basic Tables Interface 2.61 Broker Commission Reason Definition - 80 Characters 2.62 Broker Definition - 80 Characters 2.63 Broker IRS Number Definition - 80 Characters 2.64 Commission Schedule - 80 Characters 2.65 Exchange Definition - 80 Characters 2.66 Guarantor Definition - 80 Characters 2.67 Industry Definition - 80 Characters 2.68 Issuer Definition - 80 Characters 2.69 Title of Class Definition - 80 Characters 2.70 Bond Historical Ratings Interface 2.71 Standard Bond Historical Ratings Interface 2.72 Position Level Interface Control Card 2.73 Muller 216 Capture Interface 2.75 IDC Capture Interfaces 2.77 Bond Historical Ratings Capture Reports 1

3 2.80 Historical Issuer Ratings Interface 2.81 Standard Historical Issuer Ratings Interface 2.87 Historical Issuer Ratings Capture Reports 2.90 Miscellaneous Inbound Interfaces 2.91 GNMA / CMO Pool Balance Interface 2.92 Position Level Interface and Control Card 2.93 MBOR Renumber Interface SECTION 3 - PRICING AND EXCHANGE RATES 3.00 Introduction 3.20 Muller Pricing Service 3.21 Muller 216 Tape Record Format 3.22 File-to-File Mapping 3.23 Price Interface Program 3.24 Muller Price Listing Report 3.40 Universe Pricing - Overview 3.42 Universe Pricing Pre-Requisites 3.43 Custom Price Sources 3.44 Determine Pricing Functions 3.45 Distribute Price Cards 3.46 Pricing Service Usage Report 3.60 Universe Price Messaging 3.62 Messaging Distribute Price Cards 3.63 Message Distribute JCL and Control Report 3.70 Reuters Pricing Service 3.71 Reuters Inbound Record Formats 3.72 Reuters Price Interface Program 3.80 Master / Feeder Accounting Reports 3.81 IDC Automatic Price Refresh Record Layouts 3.82 Muller Automatic Price Refresh 3.83 Merrill Lynch Universe Pricing 3.84 Reuters Automatic Price Refresh Record Layouts Alternative Pricing and/or Exchange Rate Interfaces Price/Exchange Rate Capture through Messaging Interface (10 Character Comment) Price and Equity Profit Price Capture through Messaging Interface (25 Character Comment) Price and Equity Profit Capture Through Messaging Price Capture through Messaging Interface (CPS) Exchange Rate Capture through Messaging Interface Investment Accounting (InvestOne) Financial Statements Universe Pricing Distribute Record Formats Muller Record Formats JJ Kenny Record Formats Merrill Lynch Record Formats Bear Stearns Record Formats Valulink Record Formats Valulink 3 Record Formats Municipal Market Data Rates Interface Municipal Market Determine Process Municipal Market Distribute Process Rates Service Usage Report 2

4 3.145 Municipal Market Data (MMD) Record Formats Municipal Market Data Rates Reports Standard Pricing and Exchange Rate through Expand/Capture Interface Price Record Layout - (80 Characters) Price Record Layout - (80 Characters) Price Record Layout - (80 Characters) Exchange Rate Record Layout - (80 Characters) Price Capture - Applied Report Price Capture - Rejects Report FX Rates Capture - Applied Report FX Rates Capture - Rejects Report Treasury Inflation Indexed Securities MU 2 Universe Pricing Online Screen BRP Pricing Notification Transmission IDs Online Screen BRQ Pricing Notification User/Banks Online Screen Pricing Notification Online Screen SECTION 4 - OUTBOUND INTERFACES 4.10 Introduction 4.20 Standard Extract - Cross Reference and Data Dictionary 4.21 Standard Extract - Control Cards 4.22 Standard Extract - Account File 4.23 Standard Extract - Security Master File 4.24 Standard Extract - Holdings File 4.25 Standard Extract - Transaction File 4.26 Standard Extract - Table File 4.27 Standard Extract - Corporate Action File 4.28 Standard Extract - Investment Pools File 4.29 Standard Extract - Top Level Funds File 4.30 Utility Control Cards 4.31 Hedge Funds Taxlot Layering Extract Outbound Interface 4.40 Custom Extracts 4.41 Princor Extract 4.42 Wilmington Extract 4.43 Goldman Extract 4.44 Phoenix Extract 4.45 Batch - Operating Report Extract 4.46 MFO ISOFORM Report Extract 4.50 Holdings Outbound Interface (ISITC Format) 4.52 Control Card 4.53 Outputs 4.54 Investment Accounting (InvestOne) / ISITC Cross-Reference Table 4.55 Holdings Extract in ISITC Format 4.60 Projected Cash Outbound Interface 4.61 Projected Cash Outbound Interface 4.62 Extract Record Layout 4.70 IDEE Position Extract Overview 4.72 IDEE Position Extract Outbound Interface 4.74 IDEE Position Extract Record Layouts 4.76 IDEE Position Extract Report 4.80 Multiple Reports File 4.90 Multi-View Extract 3

5 SECTION 5 - MISCELLANEOUS AND CUSTOM INTERFACES 5.00 Introduction 5.20 Discrepancy Processing Interfaces 5.21 Holding/Cash Discrepancy 5.23 Position Discrepancy 5.24 Standard Holdings Discrepancy 5.25 Taxlot Discrepancy 5.26 Transaction Discrepancy 5.22 Market Value Discrepancy 5.40 Freedom Schedule D Interface 5.41 Freedom Schedule Data Screen 5.42 Freedom Schedule D Interface Extract Files 5.43 Appendix A Appendix B - Schedule D 5.60 Investment Accounting (InvestOne)/INVESTAR Price Feed Interface 5.80 Multi-Currency Inbound Custody Interface 5.81 Multi-Currency Inbound Custody Interface (Rules) 5.82 Multi-Currency Inbound Custody Interface (Inputs) 5.83 Multi-Currency Inbound Custody Interface (Processes) 5.84 Multi-Currency Inbound Custody Interface (Outputs) 5.85 Custody Notification Report 5.86 Appendix A - Investment Accounting (InvestOne) Transaction Codes Appendix B - Processing Examples 5.87 Appendix C - Transactions Which Exclude Trade Date From Matching Criteria SECTION 6 - REPORT FORMATS 6.00 Introduction 6.20 Control Reports 6.40 Capture Reports 6.41 Transaction Extraction - Applied 6.42 Transaction Extraction - Rejected 6.43 Transaction Extraction - Deleted for Re-Entry 6.45 Security Capture New Assets 6.46 Security Capture New Assets with Warnings 6.47 Security Capture New Assets - Rejects 6.48 Security Capture Change Comparison 6.49 Security Capture Changes - Rejects 6.50 GNMA Capture Report 6.51 GNMA Exception Report 6.55 Position Maintenance - Applied 6.56 Position Maintenance - Rejected 6.60 Security Research Capture - Applied 6.61 Security Research Capture - Rejected 6.65 Transaction User-Defined Fields Capture - Applied 6.66 Transaction User-Defined Fields Capture - Rejected 6.67 Transaction Capture - Applied 6.68 Transaction Capture - Applied (Price Exceptions) 6.69 Transaction Capture - Rejects 6.80 Capture Background Reports 6.81 Online Transaction Capture - Applied 6.82 Online Transaction Capture - Rejected 6.85 Online Security Capture - Applied 6.86 Online Security Capture - Rejected 4

6 SECTION 7 MQSERIES 7.10 MQSERIES OVERVIEW 7.20 MQSERIES LAYOUTS 7.30 MQSERIES CICS IMPLEMENTATION 7.40 MQSERIES ARCHITECTURE COMMANDS 7.50 MQSERIES RECOVERY SECTION 8 - APPENDIX 8.10 Transaction Codes 8.20 Tran Code Processing Requirements 8.30 Accrued Income Requirements 8.40 Capture Processor and Support Modules 8.50 Multi-View Data Extract Fields 5