File format for importing limit definitions
Limit definitions are imported into the FA system in semicolon-separated CSV files using the columns described below. Each row in the file represents one limit definition.
You can set the following properties of the CSV file in Preference → Importing → File format (see Preference - Importing for details):
File delimiter. By default, FA is configured to accept semicolon-separated values. You can change it to another character.
Encoding (UTF-8 or Windows-1252). To import Scandinavian letters, the files should be Windows-1252 encoded to guarantee the correct handling of Scandinavian letters.
Download the sample file:
FAFormat_limit_definitions.csv
The file columns are described below.
Updating limit definitions
You can update existing limit definitions by importing a new file with corrected data.
The system identifies to limit group to update by the Group code and the limit to update by the Limit code, so these fields must be filled in.
Note that you must specify if you want to keep the old values in each field:
To replace the field value, specify the new value in the import file.
To keep the existing field value saved in the system, add three stars *** in the field. Note that if you import an empty field without ***, the field value previously saved in the system is removed. For multi-value fields, you can import new values while keeping the old ones using three stars (***), for example, ***<new value1>,<new value2>.
Some fields have specific syntax for updates, see the field descriptions in the tables.
Removing limit definition values with three minuses (---)
You can remove individual values from multi-value fields by marking them with three minuses (---) in the CSV file.
To remove a value, specify the Group code and Limit code in the first columns and add the values you want to remove prefixed with three minuses (---). If you edit the CSV file in MS Excel, you need to put an apostrophe in the beginning of the column. For example: '---STOCK.
To remove multiple values, divide them with a comma. For example: ---<filter 1>,---<filter 2>. You can also remove certain values while adding others, for example: --<filter 1>,<filter 2>.
FA Format for importing limit definitions
# | Code | Required | Name | Description |
|---|---|---|---|---|
1 | ld.groupCode | Yes | Group code | Unique limit group code (can contain letters and/or numbers). |
2 | ld.groupName | Yes | Group name | Limit group name. |
3 | ld.limitCode | Yes | Limit code | Unique limit code (can contain letters and/or numbers). |
4 | ld.limitName | Yes | Limit name | Limit name. |
5 | ld.type | Yes | Type | Limit type. Define as one of the following options:
|
6 | ld.profileKey | No | Profile value | Profile definition code for limit definitions based on profile values (see Profile definitions). |
7 | ld.minValue | No | Minimum breach threshold | Minimum breach threshold. Define as a number without the percentage sign. |
8 | ld.minWarn | No | Minimum warning threshold | Minimum warning threshold. Define as a number without the percentage sign. |
10 | ld.maxValue | No | Maximum breach threshold | Maximum breach threshold. Define as a number without the percentage sign. |
9 | ld.maxWarn | No | Maximum warning threshold | Maximum warning threshold. Define as a number without the percentage sign. |
11 | ld.numFieldName | Required if limit type is "analytics" | Value to analyze (numerator) | Code of Analytics+ column to analyze. For standard columns, see Analytics+ column codes for import. For custom columns, see Analytics+ columns. |
12 | ld.numGroup1 | No | First group by (numerator) | For the numerator, the component or level that the limit should analyze, for example, security type, classification, asset class, or asset type. Define as the grouping code (see Analytics+ grouping options in FA Developer guide). |
13 | ld.numGroup1Filter | No | Filter the group by (numerator) | Filter to narrow down the grouping to include or exclude certain values for the numerator. Define as a code (for example, basic type for a security or country code for a country) as follows:
|
14 | ld.numGroup2 | No | Then group by (numerator) | Components within the first group that the limit should analyze for the numerator. Define as the grouping code (see Analytics+ grouping options in FA Developer guide). |
15 | ld.numGroup2Filter | No | Filter the group by (numerator) | Filter to narrow down the second grouping to include or exclude certain values for the numerator. Define as a code (for example, basic type for a security or country code for a country) as follows:
|
16 | ld.numGroupCode | No | Code for group, sector, or tag (numerator) | Asset class, asset type, or tag to use for limit numerator if you used GROUP, SECTOR, or TAG for the grouping fields above. A security can have multiple allocations or tag groups, so you need to specify which one to use:
|
17 | ld.numSortBy | No | Value to sort by (numerator) | Value for sorting the components found for the numerator with grouping and filtering. Define as the column code. For standard columns, see Analytics+ column codes for import. For custom columns, see Analytics+ columns. |
18 | ld.numSortAsc | No | Sort ascending instead of descending (numerator) | Option to sort the numerator values in ascending order instead of descending order. Define as a number: 0 = Disabled 1 = Enabled |
19 | ld.numLimit | No | Include at most (numerator) | Number of observations to include for the numerator. Define as a whole number. |
20 | ld.numSummarize | No | Sum up all values instead of analyzing them individually (numerator) | Option to sum up all numerator values found by grouping, filtering, and sorting instead of analyzing them individually. Define as a number: 0 = Disabled 1 = Enabled |
21 | ld.numLookThrough | No | Include positions from linked portfolios (numerator) | Option to include positions from linked portfolios in numerator values. Define as a number: 0 = Disabled 1 = Enabled |
22 | ld.denomFieldName | No | Value to analyze (denominator) | Code of Analytics+ column to analyze. For standard columns, see Analytics+ column codes for import. For custom columns, see Analytics+ columns. |
23 | ld.denomGroup1 | No | First group by (denominator) | For the denominator, the component or level that the limit should analyze, for example, security type, classification, asset class, or asset type. Define as the grouping code (see Analytics+ grouping options in FA Developer guide). |
24 | ld.denomGroup1Filter | No | Filter the group by (denominator) | Filter to narrow down the grouping to include or exclude certain values for the denominator. Define as a code (for example, basic type for a security or country code for a country) as follows:
|
25 | ld.denomGroup2 | No | Then group by (denominator) | Components within the first group that the limit should analyze for the denominator. Define as the grouping code (see Analytics+ grouping options in FA Developer guide). |
26 | ld.denomGroup2Filter | No | Filter the group by (denominator) | Filter to narrow down the second grouping to include or exclude certain values for the denominator. Define as a code, for example, basic type for a security or country code for a country. You can:
|
27 | ld.denomGroupCode | No | Limit type "analytics": Code for group, sector, or tag (denominator) Limit type "strategy": Strategy group | For limit type "analytics": Define the allocation group code (Preference - Securities) or tag group code (Preference - Tags). For limit type "strategy": Define the allocation group code (Asset classes and types). |
28 | ld.denomSortBy | No | Value to sort by (denominator) | Value to use for sorting the components found for the denominator with grouping and filtering. Define as the column code. For standard columns, see Analytics+ column codes for import. For custom columns, see Analytics+ columns. |
29 | ld.denomSortAsc | No | Limit type "analytics": Sort ascending instead of descending (denominator) Limit type "investment plan", "model portfolio", and "strategy": Define thresholds in the limit definition overriding min/max shares as thresholds | For limit type "analytics": Option to sort the denominator values in ascending order. Define as a number: 0 = Disabled 1 = Enabled For limit type "investment plan", "model portfolio", and "strategy": Option to use fixed breach thresholds and the target share to determine breach thresholds. Define as a number: 0 = Disabled 1 = Enabled |
30 | ld.denomLimit | No | Limit type "analytics": Include at most (denominator) Limit type "investment plan", "model portfolio", and "strategy": Warning threshold - warn when the defined % of min/max tolerance is reached (1-100) | For limit type "analytics": Number of observations to include for the denominator. Define as a whole number. For limit type "investment plan", "model portfolio", and "strategy": Minimum and maximum shares that determine breach thresholds. Define as a percentage without the percent sign. |
31 | ld.denomLookThrough | No | Include positions from linked portfolios (denominator) | Option to include positions from linked portfolios in denominator values. Define as a number: 0 = Disabled 1 = Enabled |
32 | ld.delete | No | Delete limit definition | Option to delete a limit group or a limit within it. If you leave the column empty, nothing is deleted. Define as one of the following options: LIMIT = Delete a single limit within the group GROUP = Delete the whole limit group |
Analytics+ column codes for import
Column | Code |
|---|---|
Absolute exposure | absoluteExposure |
Absolute exposure (base) | absoluteExposureBase |
Accrual | accrual |
Accrual change | accrualChange |
Accrual change (sec) | accrualSecChange |
Accrued Interest | accruedInterest |
Accrued Interest Change | accruedInterestChange |
Accrued Interest Change (sec) | accruedInterestSecChange |
Accrued Interest Start | accruedInterestStart |
Accrued Net Cashflow | accruedNetCashflow |
Alpha | alpha |
Alpha High | alphaHigh |
Alpha Low | alphaLow |
Amount | amount |
Appraisal Ratio | appraisalRatio |
Average Market Value | averageMarketValue |
Average Purchase Value | averagePurchaseValue |
Average Return | averageReturn |
Average Return Bm | averageReturnBm |
Average Share Of Parent | averageShareOfParent |
Average Share Of Total | averageShareOfTotal |
Beta | beta |
Beta High | betaHigh |
Beta Low | betaLow |
Bm Max Drawdown | bmMaxDrawdown |
Bm Max Drawup | bmMaxDrawup |
Total Commitment | commitmentTotal |
Total Commitment Change | commitmentTotalChange |
Committed Capital | committedCapital |
Committed Capital Change | committedCapitalChange |
Compound coupons | compoundCoupons |
Consistency | consistency |
Convexity | convexity |
Correl | correl |
Costs | costs |
Costs (sec) | costsSec |
Daily costs | dailyCosts |
Daily profit and loss | dailyProfitAndLoss |
Daily profit and loss (sec) | dailyProfitAndLossSec |
Distributions | distributions |
Distributions Change | distributionsChange |
DPI | dpi |
One-off charges (3rd) | exPost3rdCostCat1 |
Other costs 5 (3rd) | exPost3rdCostCat10 |
On-going charges (3rd) | exPost3rdCostCat2 |
Charges related to transactions (3rd) | exPost3rdCostCat3 |
Charges related to ancillary services (3rd) | exPost3rdCostCat4 |
Incidental charges (3rd) | exPost3rdCostCat5 |
Other costs 1 (3rd) | exPost3rdCostCat6 |
Other costs 2 (3rd) | exPost3rdCostCat7 |
Other costs 3 (3rd) | exPost3rdCostCat8 |
Other costs 4 (3rd) | exPost3rdCostCat9 |
One-off charges | exPostCostCat1 |
Other costs 5 | exPostCostCat10 |
On-going charges | exPostCostCat2 |
Charges related to transactions | exPostCostCat3 |
Charges related to ancillary services | exPostCostCat4 |
Incidental charges | exPostCostCat5 |
Other costs 1 | exPostCostCat6 |
Other costs 2 | exPostCostCat7 |
Other costs 3 | exPostCostCat8 |
Other costs 4 | exPostCostCat9 |
One-off charges (PF) | exPostPfCostCat1 |
Other costs 5 (PF) | exPostPfCostCat10 |
On-going charges (PF) | exPostPfCostCat2 |
Charges related to transactions (PF) | exPostPfCostCat3 |
Charges related to ancillary services (PF) | exPostPfCostCat4 |
Incidental charges (PF) | exPostPfCostCat5 |
Other costs 1 (PF) | exPostPfCostCat6 |
Other costs 2 (PF) | exPostPfCostCat7 |
Other costs 3 (PF) | exPostPfCostCat8 |
Other costs 4 (PF) | exPostPfCostCat9 |
One-off charges (sec) | exPostSecCostCat1 |
Other costs 5 (sec) | exPostSecCostCat10 |
On-going charges (sec) | exPostSecCostCat2 |
Charges related to transactions (sec) | exPostSecCostCat3 |
Charges related to ancillary services (sec) | exPostSecCostCat4 |
Incidental charges (sec) | exPostSecCostCat5 |
Other costs 1 (sec) | exPostSecCostCat6 |
Other costs 2 (sec) | exPostSecCostCat7 |
Other costs 3 (sec) | exPostSecCostCat8 |
Other costs 4 (sec) | exPostSecCostCat9 |
Exposure | exposure |
FX Rate | fxRate |
FX Rate (o) | fxRateOrig |
Indexed Value Highest | indexedValueHighest |
Indexed Value Lowest | indexedValueLowest |
Information Ratio | informationRatio |
IRR | irr |
IRR Gross | irrGross |
IRR Gross (sec) | irrGrossSec |
IRR Net | irrNet |
IRR Net (sec) | irrNetSec |
IRR (sec) | irrSec |
Leverage | leverage |
M2 | m2 |
Duration | macaulayDuration |
Market Fx Rate | marketFxRate |
Market Trade Amount | marketTradeAmount |
Market Trade Amount Change | marketTradeAmountChange |
Market Trade Amount Start | marketTradeAmountStart |
Market Unit Price | marketUnitPrice |
Market value | marketValue |
Market value (base) | marketValueBase |
Market Value Change | marketValueChange |
Market Value Highest | marketValueHighest |
Market Value Lowest | marketValueLowest |
Market Value Start | marketValueStart |
Match | match |
Max Drawdown | maxDrawdown |
Max Drawup | maxDrawup |
Modified Duration | modifiedDuration |
Neg exposure | negativeExposure |
Neg Net Cashflow | negNetCashflow |
Net Cashflow | netCashflow |
Other Costs | otherCosts |
Other Profits (clean) | otherProfits |
Other Profits | otherProfitsInclPaidAccruedInterest |
Paid Accrual | paidAccrual |
Paid Accrual (sec) | paidAccrualSec |
Paid Accrued Interest | paidAccruedInterest |
Paid Accrued Interest (sec) | paidAccruedInterestSec |
Paid in capital | paidInCapital |
Paid In Capital Change | paidInCapitalChange |
PIC | pic |
Pos exposure | positiveExposure |
Pos Net Cashflow | posNetCashflow |
Purchase Fx Rate | purchaseFxRate |
Purchase Trade Amount | purchaseTradeAmount |
Purchase Trade Amount Change | purchaseTradeAmountChange |
Purchase Trade Amount Start | purchaseTradeAmountStart |
Purchase Unit Price | purchaseUnitPrice |
Purchase value | purchaseValue |
Purchase Value Change | purchaseValueChange |
Purchase Value Highest | purchaseValueHighest |
Purchase Value Lowest | purchaseValueLowest |
Purchase Value Start | purchaseValueStart |
R2 | r2 |
Realized Profits | realizedProfits |
Realized Profits (fx) | realizedProfitsFx |
Realized Profits (o) | realizedProfitsOrig |
Realized Profits (sec) | realizedProfitsSec |
Remaining Commitment | remainingCommitment |
Remaining Commitment Change | remainingCommitmentChange |
RVPI | rvpi |
Share Of Parent | shareOfParent |
Holding % | shareOfSecurity |
Share Of Total | shareOfTotal |
Votes % | shareOfVotes |
Sharpe Ann | sharpeAnn |
Sharpe Bm | sharpeBm |
Sold Trade Amount Change | soldTradeAmountChange |
Specific Vol | specificVol |
Taxes with profit effect | taxesWithProfitEffect |
Taxes with profit effect change | taxesWithProfitEffectChange |
Total Costs | totalCosts |
Total Ex-Post costs (3rd) | totalExPost3rdCosts |
Total Ex-Post costs | totalExPostCosts |
Total Ex-Post costs (PF) | totalExPostPfCosts |
Total Ex-Post costs (sec) | totalExPostSecCosts |
Total Gross Profits (clean) | totalGrossProfits |
Total Gross Profits (fx, clean) | totalGrossProfitsFx |
Total Gross Profits | totalGrossProfitsInclAccruedInterest |
Total Gross Profits (fx) | totalGrossProfitsInclAccruedInterestFx |
Total Gross Profits (o) | totalGrossProfitsInclAccruedInterestOrig |
Total Gross Profits (sec) | totalGrossProfitsInclAccruedInterestSec |
Total Gross Profits (o, clean) | totalGrossProfitsOrig |
Total Gross Profits (sec, clean) | totalGrossProfitsSec |
Total Net Profits (clean) | totalNetProfits |
Total Net Profits (fx, clean) | totalNetProfitsFx |
Total Net Profits | totalNetProfitsInclAccruedInterest |
Total Net Profits (fx) | totalNetProfitsInclAccruedInterestFx |
Total Net Profits (o) | totalNetProfitsInclAccruedInterestOrig |
Total Net Profits (sec) | totalNetProfitsInclAccruedInterestSec |
Total Net Profits (o, clean) | totalNetProfitsOrig |
Total Net Profits (sec, clean) | totalNetProfitsSec |
Total Profits (clean) | totalProfits |
Total Profits (fx, clean) | totalProfitsFx |
Total Profits | totalProfitsInclAccruedInterest |
Total Profits (fx) | totalProfitsInclAccruedInterestFx |
Total Profits (o) | totalProfitsInclAccruedInterestOrig |
Total Profits (sec) | totalProfitsInclAccruedInterestSec |
Total Profits (o, clean) | totalProfitsOrig |
Total Profits (sec, clean) | totalProfitsSec |
Total Return | totalReturn |
Total Return Bm | totalReturnBm |
Total Value | totalValue |
Total Votes | totalVotes |
Tracking Error | trackingError |
Trade Amount | tradeAmount |
Trade Amount Change | tradeAmountChange |
Trade Amount (o) | tradeAmountOrig |
Trade Amount (o) Change | tradeAmountOrigChange |
Trade Amount Start (o) | tradeAmountOrigStart |
Trade Amount Start | tradeAmountStart |
Treynor | treynor |
Treynor Bm | treynorBm |
Treynor Sqr | treynorSqr |
TVPI | tvpi |
TWR | twr |
TWR Ann | twrAnn |
TWR Bm | twrBm |
TWR Bm Ann | twrBmAnn |
TWR-BM | twrBmDiff |
TWR-BM Contr | twrBmDiffContr |
Twr Contr | twrContr |
Twr Contr (fx) | twrContrFx |
Twr Contr (sec) | twrContrSec |
TWR (fx) | twrFx |
TWR Gross | twrGross |
TWR Gross Ann | twrGrossAnn |
TWR (sec) | twrSec |
Unit Price | unitPrice |
Unit Price (o) | unitPriceOrig |
Unrealized Profits (clean) | unrealizedProfits |
Unrealized Profits (fx, clean) | unrealizedProfitsFx |
Unrealized Profits | unrealizedProfitsInclAccruedInterest |
Unrealized Profits (fx) | unrealizedProfitsInclAccruedInterestFx |
Unrealized Profits (o) | unrealizedProfitsInclAccruedInterestOrig |
Unrealized Profits (sec) | unrealizedProfitsInclAccruedInterestSec |
Unrealized Profits (o, clean) | unrealizedProfitsOrig |
Unrealized Profits % (o) | unrealizedProfitsOrigPercent |
Unrealized Profits % | unrealizedProfitsPercent |
Unrealized Profits (sec, clean) | unrealizedProfitsSec |
VAR | var |
Vol Ann | volAnn |
Vol Bm | volBm |
Vol Ann EWMA | volEwmaAnn |
Vol Bm EWMA | volEwmaBm |
Votes | votes |
YTM | ytm |