Manual import of market data (FX rates and interest rates)

Created by Erik Åkerlund, Modified on Mon, 12 Feb 2024 at 03:03 PM by Teuvo Suoraniemi

If you have historical market data or market data not available at your market data supplier, this rates can be imported manually from a CSV file. To import market data from file follow the steps below. 


1.  Create the CSV file with all market data you want to import. The file need to be constructed exactly as the attached example files. Note the heading needs Lower and Uppercases. 


Interest rates

Need the following columns 

Name
Date
MarketDataDefinition
Period
BidRate
AskRate
OptionalRequiredRequiredRequiredRequiredRequired
Will be set to TODAY if not included
The date the rates applies to
Name of the interest rate, needs to be pre-defined in market data set up.Period for the market date, for interest rates it need to be a valid period in Market data setup
Decimal separator needs to be dot "."
If fixing rates set same rate in both Ask and Bid.
Decimal separator needs to be dot "."

                   


FX rates

Needs the following columns

NameDateValueDate
BaseCurrency
PriceCurrency
Period
BidRate
AskRate
BidFwdPointAskFwdPoint
Optional Required    OptionalRequired    RequiredRequired    RequiredRequiedOptionalOptional
Will be set to TODAY if not included
The date the rates applies toWill be set to SPOT date, if not includedBase currency code USD   Price currency code SEKPeriod for the market date, for interest rates it need to be valid period in Market data set up
Decimal separator needs to be dot "."
Mid rates are calculated from Bid and Ask rate. If mid set the same rate in both Ask and Bid.
Decimal separator needs to be dot "."
Entered in Points per 10 000Entered in Points per 10 000

  



To do the import 

  1. Open Start/Register/ Market Data/ FX rates or Interest rates depending on which rates should be imported. 
  2. Click in icon import rates
  3. Select the saved CSV file including all rates
  4. Save the imported rates
  5. Refresh the page to see the imported rates on the imported date


Note Price currency or Base currency needs to the same for each table Name, if multiple days are imported each day can have different price or base currency. 


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