Release Note – 73

Release note for the new improvements that were released to the platform on Thursday the 22nd of October, these should already be available to yourselves, if you have any questions or clarifications do not hesitate to contact us:

API Feed:

  • BUG FIX – triplication of results removed from constituent weighting api
  • BUG FIX – MSCI PAF dual applied following ex date of corporate action
  • Futures Identification – enhanced reference data for the load of index futures into the platform such that future rolls are automatically loaded.
  • New STOXX sector indices added to platform
  • FTSE CHINA AH-50 indices added onto the platform
  • CRSP Indices enhancement to load additional factors
  • BMO US ETNS
  • Euronext enhancement to use unrounded index value direct from provider
  • NYSE Stratquant Indices added to platform
  • Fixed Income prices divided by 100 for calc price
  • Barclays L series indices added to platform
  • SPDR AUS new file format awaiting deployment from provider
  • DBX US handling or creation unit size versus fund size across baskets
  • Invesco US handling of excluded assets and futures, removed from creation basket
  • CSDA and ETF type (ETF, ETC, ETN) added to listing api
  • Provision capacity for lambdas for quicker response on api
  • DIP calculation of forecast divs in beta trial
  • Custom basket creation and processing in beta trial

Upcoming Release 74 – planned upgrades

API Feed / Data

  • Month End files for UBS ETFs being added to feed
  • New S&P indices added to platform
  • MSCI ACWI hedged variants displayed with hedges
  • New Tabula ETF
  • Index processing move to SQS from Kenisis for speed improvements