Mapping Reuters market data

Register > Market Data > Market Data Setup > Integrations

In the settings tab you need to fill in the credentials.

 The next Section Info  if you would like to receive a log file on the information that has been sent in to Treasury systems the check box "LOG" should be checked. 

In the Historical section you decide if you would like to fetch historical data.  NOTE! that you have to have that service included in your agreement with Reuters.

In the section Filter you decide if you would like to use the template End of day or Fetch Intraday.

Note! At the bottom of this page you will see a list of all fields available for the two templates.

• End of day - you receive the closing prices. depending on which currencies and at what time you schedule the fetch you will get closing rate from last banking day or if you fetch them late the same date.
• Intraday - you receive a snapshot of the rates available at that moment. 

At the very bottom of the page you have settings if you should overwrite on merge.  If checked the rate will be overwritten if there are new rates available on the next run. If not checked the system will keep the rates already imported and only fill in the ones that are missing from the previous run.

Mapping of market data import from Reuters Datascope.

FX

Default values for BID, ASK, and DATE COLUMN NAME are Bid Price, Ask Price and Trade Date. 

Note! Universal Bid price och Universal Ask price are also fetched and used if no prices are given for Bid Price, Ask Price

Note that the PLN rate is a fixing and then you need to type Close Price

Interest rates

Default values for BID, ASK, and DATE COLUMN NAME are Bid Price, Ask Price and Trade Date 

Note! Universal Bid price och Universal Ask price are also fetched and used if no prices are given for Bid Price, Ask Price

Some IBOR rate need to have "/" before the RIC code 

A few examples of codes to use;

I the customer does not have a special deal these are rates with delay

Delayed rates

Some rates has 1 or more days delay due to charges e.g. EURIBOR. A complete market value curve is needed in month end for market valuation of derivatives. In those cases it is possible to add a separate curve for Fixing and market valuation and on the market valuation prices with delay type date column name Today. Then these will always have the complete market value curve on month end.

Commodities

Default values for BID, ASK, and DATE COLUMN NAME are Universal Bid Price, Universal Ask Price and Trade Date 

Select the currency the commodity market data is quoted agains. 

To set close price on a Commodity you need to import it quoted agains all currencies you have commodity deals in. 

1. Select currency
2. Choose commodity 
3. If Cash price type CASH if multiple of forward prices is mapped leave period blank
4. Market data type: commodity

Supplier code: 

CASH: Enter all codes for needed CASH price e.g. MAL0 for Aluminium/USD Cash, MALEUR0 for Aluminium/EUR Cash. Forward prices: If forward commodity prices for the third wednesday ahead should be imported. 

Type MAL 24M for importing commodity prices (for 24 month ahead). (you will not find this RIC code in Datascope)

Bond

Default values for BID, ASK, and DATE COLUMN NAME are Bid Price, Ask Price and Trade Date

Press the + sign enter the supplier code.

In the ISIN field enter the ISIN that you have are used in Bond definition

Fund NAV 

Default values for ASK and DATE COLUMN NAME are Universal Close Price and Trade Date  

Press the + select the Fund in market data definition field and enter the supplier code.

Available fields