Release Note – 72

All this is the release note for the new improvements that where released to the platform yesterday Thursday the 8th of October, these should already be available to yourselves, if you have any questions or clarifications do not hesitate to contact us:

Ironhide:

We have released into Ironhide, the capability for viewing and interrogating the MSCI ACE (advanced corporate action file). We have broken down the ACE via country and development region such that you can see only the corporate actions that impact the US region.

To assist with ETF validation we have also embedded a field called Calculated NAV and % change, this will allow users to see how closely the official NAV matches the ground up calculation of all the constituents and the percentage change of the NAV from previous day. ( we have already been asked to create an absolute version of this filed so people can order the results)

If you would like to have any of these items added to your view please do not hesitate to contact us

API Feed:

  • FTSE / STOXX ICB change deployed to prod, this was implemented for the rebalance on the 18th of September, but this is a consolidated release not of all the changes since our last release
  • Finex file format change, the ETF provider changed custodian from BONY to CITI, this has resulted in a significantly more granular PCF, this was implemented 1st of Oct
  • Weiner Bourse FTP to SFTP transition, this is a background task to ensure there is no interruption to the delivery of data as the provider moves to a more secure delivery system
  • S&P monthly rolling rebalances automated, this change has moved the implementations of rebalances that span multiple days has now been automated via the ULTUMUS platform
  • Fixed income pricing structure deployed, in order to improve the visibility and pricing specificity of fixed income indices, we have deployed a new structure in the api feed that is more consistent in the display of the fixed income pricing data ( analytics module to follow)
  • Commas removed from constituent names
  • Short Dax x2, improvement in display of data
  • Euronext index value accuracy improved, additional decimal places for index value added to feed.
  • CRSP data new factor field embedded
  • New Stoxx indices deployed
  • BIST rebalance process deployed to Prod
  • Futures reference data improved, embedding of root data for Reuters and bloomberg such that the system can automatically match index futures that are sent as part of ETF compositions.

Upcoming Release 73 – planned upgrades

API Feed / Data

  • NYSE Stratquant indices added to feed
  • SPDR AUS file format change ( Delayed by provider )
  • Improve handling of duplication of index RICS
  • Russell Pure Style Indices moved to prod
  • ASHR ETF basket able to handle different unit sizes between baskets
  • Status updates added to API feed (part 2 of 3)
  • Provisioned capacity for API lambdas applied to low level traffic to improve API performance, makes a faster response on start up