The Portfolio Upload feature allows the user to upload a CSV File to create a custom model. Each row in the CSV must be structured as Date-ISIN-Country-Currency-Allocation.
These columns represent the constraints for mapping a particular security. For instance, if a row is “2015-01-01,US0231351067,USA,USD,1”, then we may only map this row to a security in our database that exists on 2015-01-01, has region USA, and currency USD.
For “Country” and “Currency” columns, the feature supports the magic fields “ANY” and “P_”.
The upload is region agnostic. Users can input universes with securities from any region.
For setting the benchmark, the server will compute which region is most frequent within the uploaded universe.
TROUBLESHOOTING AND COMMON ERROR MESSAGES
|“Invalid number of columns on row X”||The input format needs five columns:
|“Unable to parse as date: X”||This error appears when X is not in YYYY-MM-DD format.|
|“Unable to parse allocation value at row X for security Y”||This error appears when a given row has an allocation value that failed to be parsed as a number. Check to ensure the allocation is either in integer or decimal format.|
|Common Warning Messages||Description|
|“No matches found for security with ISIN X on date Y”||This means that the inputted security could not be found on the inputted date. This could be for a number of reasons including:
|“Date X is not on a trading day. Using next available trading day Y”||
|“Multiple days map to the same trading day X”||
|What is the Warnings CSV file that was downloaded?||If there were more than 10 rows from the input CSV that could not be mapped to a public security on the given date, the CSV will contain a list of all the rows that failed to be mapped.|
|When to use the magic field “ANY” versus “P_” (preferred?)||For most use cases, using “ANY” will be sufficient. Behind the scenes, rows with “ANY” will try to map to securities with countries and currencies most similar to the other securities in the portfolio, or the country associated with the security’s ISIN code. However, if it is strongly preferred for a security to have a specific attribute (i.e. only want securities that trade in USD), then using the “P_...” keyword is a better choice.|