Arbor Financial Systems
Price File Specification for Arbor
Portfolio Manager (APM)
© Arbor Financial Systems 2011
Contents
1.0 Summary
3
2.0 File Delivery
3
2.1 File Availability Checking
3
2.2. File security
3
2.3 Access Provision
3
2.4 Manual Processing
3
3.0 Historic Data
4
4.0 Additional Data
4
5.0 File Format
4
6.0 Examples
5
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Price File Specification in Arbor Portfolio Manager
1.0 Summary
Arbor Portfolio Manager (APM) can process price (incl FX) information from third parties (i.e Prime
Brokers, Custodians, Administrator) and use this data for multiple purposes including Reconciliation,
Trade automation etc.
Along with prices this file can load other data into the system including:
Beta’s, Delta’s, Trading Volume, Market Cap etc.
This document details the standard format for this interface.
2.0 File Delivery
APM can fully automate the loading of files from third parties via FTP. This is part of the configured batch
process for each client. The scheduling of the downloads is configurable to suit the times around file
availability.
2.1 File Availability Checking
As part of the automated download process, APM can (if configured) check the timestamps of a file, or
even data within the file to confirm the data being downloaded applies to the given date. If it is, then
processing will continue. If not, the client system can be configured to wait and retry.
The waiting time and number of retries is configurable per file download. Upon each retry the client can
be notified via email of the delay. On success of download the file processing will continue. If at the end of
the number of retries the correct file is still not available then the file processing job will fail, stop and raise
an email alert with the client.
2.2. File security
To ensure files are processed securely, APM can download files using different secure processes:




sFTP (ssh)
FTPs (ssl)
FTP using GPG/ PGP file encryption.
HTTPs
2.3 Access Provision
By default APM will send to and receive from the third parties FTP site. If this is not possible Arbor is able
to provide a secure FTP (sFTP) site for this provision.
2.4 Manual Processing
It is possible to manually load a price file into the application. Once the file has been created (in the same
format as the ftp feed) then from the Pricing Page a ‘Load ‘Price File’ option exists. Click on this button
and select the file you have chosen, for more information on the user interface please see the user
manual.
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Price File Specification in Arbor Portfolio Manager
3.0 Historic Data
If prices for the current business day are required the date value is not needed, but for historic data this
must be provided. It is possible to include many different days in the same file. If loading historic data we
recommend switching on the revaluation setting (see manual).
4.0 Additional Data
If the additional data fields are provided (beta, delta, market cap etc) these values, unlike prices, will be
used in priority of real time feeds. For historic reporting these values are required if an historic data feed is
not available.
5.0 File Format
Ideally the files being processed will be in text format (.csv / .txt), the text delimiter can be either pipe (|) or
comma (,). The following table details the fields possible in the file.
Column - This is the name of the column, this is NOT required in the file.
M/O/C – Defines the condition of the column. Where:



M = Mandatory
O = Optional
C = Conditional
Column
M/O/C
Comment
Identifier
M
The product ID (as defined by the position). If FX rate use FromTo format ( i.e
EURUSD)
Price
M
The Price value
BusinessDate
O
The closing date that the price applies to. DD/MM/YYYY format. Do not provide
if the rate is for the current day. Multiple dates can be provided in the same file.
Beta
O
The Beta value to use for the given ID. If entered for the current day this will
override any betas from real time feeds.
Delta
O
The Delta value to use for the given ID. If entered for the current day this will
override any deltas from real time feeds.
Volume
O
Trading volume on the given day for the ID. Used for the liquidity
Market Cap
O
Market Cap value .
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Price File Specification in Arbor Portfolio Manager
6.0 Examples
A simple example with prices including FX rates, for today (no date values required).
IBM US Equity, 123.56
ITV LN Equity, 34.78
MSFT US Equity, 345.33
EURUSD, 1.454
An example with historic prices for one ticker
PSON LN Equity, 100,45, 29/09/2011
PSON LN Equity, 103,55, 30/09/2011
PSON LN Equity, 107,11, 03/10/2011
PSON LN Equity, 102,23, 04/10/2011
An example with historic prices and additional data, the third line is an option , do delta not beta
applies.
VOD LN Equity, 134.45, 03/10/2011, 1.45,,3534798
MKS LN Equity, 122.65, 03/10/2011, 1.11,,122423
MGM US 12.17.11 P13 Equity, 0.86, 03/10/2011,, 0.89, 2244604
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Price File Specification in Arbor Portfolio Manager