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

Created by Erik Åkerlund, Modified on Mon, 12 Feb at 3:03 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
Optional	Required	Required	Required	Required	Required
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

Name	Date	ValueDate	BaseCurrency	PriceCurrency	Period	BidRate	AskRate	BidFwdPoint	AskFwdPoint
Optional	Required	Optional	Required	Required	Required	Required	Requied	Optional	Optional
Will be set to TODAY if not included	The date the rates applies to	Will be set to SPOT date, if not included	Base currency code USD	Price currency code SEK	Period 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 10 000	Entered in Points per 10 000

To do the import

Open Start/Register/ Market Data/ FX rates or Interest rates depending on which rates should be imported.
Click in icon import rates
Select the saved CSV file including all rates
Save the imported rates
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.

Attachments (2)

csv

Interestrates.csv
605 Bytes

csv

FXrates_import.csv
1.33 KB