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Dokumentation

RFTBFF00 - File Interface: Import Market Data

Addresses (Business Address Services) CL_GUI_FRONTEND_SERVICES - Frontend Services
This documentation is copyright by SAP AG.

Description

Program RFTBFF00 allows you to transfer external market data into the SAP system in file form.

Transfer Functions

The file interface supports the following transfer functions:

Category 01: Transfer of exchange rates

Category 02: Transfer of security price information (stocks, bonds)

Category 03: Transfer of reference interest rates (such as LIBOR, FIBOR)

Category 04: Transfer of indexes

Category 05: Transfer of commodities (without CPE data)

Category 06: Transfer of commodities (with CPE data)

Category 08: Transfer of prices for derivative contract specifications

Category 09: Transfer of basis spread values

Category 10: Transfer of credit spread values

Category 21: Transfer of forwards

File input format

Report program RFTBFF00 requires the input file to be in a specific file format and transfers the data to the market data tables.

IMPORTANT:
The file format must be observed because incorrect entries can only be corrected with considerable manual effort (individual rate maintenance and potentially using a customer-specific ABAP report). Before you import your market data to the SAP system using report program RFTBFF00, you must therefore check that it is in the file format described below. You can do this in a test run by choosing "Test Run" on the program selection screen.

Notes:

You can use report program RFTBFF01 to obtain an overview of the market data defined in the system.

The datafeed interface also allows you to transfer market data. The Remote Function Call (RFC) creates a direct link between an external system and the SAP system. In this case, data can be transferred permanently (in real time).

Requirements

Input file

The directory path of the specified input file must be valid before the report is called. The 'UPLOAD' checkbox allows you to specify whether the input file will be on the applications server or on the local presentation server ('X').

Error file

You can output any data records that have not been read correctly to an error file by specifying an output file and flagging the "Generate Error File" checkbox. You can then correct the error file manually and use it as an input file for the next import.

Check that the directory path of the error file that you have specified is valid before you call up the report program. If no file exists with the specified file name, the report program creates one. If such a file already exists, the report deletes its content and fills it with the incorrect data records.

Via the "Download" checkbox, you specify whether the output file is downloaded to the local presentation server or to the application server. You must make sure that you use the correct notation for the various operating systems when you enter the path names. If you download the output file to the presentation server, you can use input help to select the file.

Data provider

You can determine the data provider automatically via the file header of the input file. If you do not wish to use this function, or if the file header does not contain any information on the data provider, you can also fill the data provider field manually. If you do not specify a data provider, the names are then not converted.

Technical description of transfer structures

A generic data structure is used to transfer the market data. Different attributes of this structure are necessary for the different data categories.

General structure of the file for transferring market data:

Record Structure:

Fld no.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Data Class Category ('01', '02', '03'...)
2	Key 1	CHAR	20	R	Data description
3	Key 2	CHAR	20	R (Cat. 01)	Other Data
		R (Cat. 02)	Name or
		E (Cat. 03)	Exchange
		E (Cat. 04)
		E (Cat. 07)	Period Name
4	Market Data Type	CHAR	15	R (Cat. 01)	Rate Type
		R (Cat. 02)	Volatility Type
		E (Cat. 03)
		R (Cat. 04)
		R (Cat. 05)	Commodity Quotation Type
		R (Cat. 06)	Commodity quotation type
		R (Cat. 07)	Commodity Quotation Type
5	Date	CHAR	08	R	Value Date (Format: DDMMYYYY)
		R (Cat. 05 - 07)	‏‏Quotation Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	Value Time (Format: HHMMSS)
7	Value	CHAR	20	R	Value for Data Name
8	Currency	CHAR	20	E (Cat. 01)	Currency D
		R (Cat. 02)	Data description
		E (Cat. 03)
		E (Cat. 04)
		E (Cat. 05)	Notation Currency Unit
		E (Cat. 06)	Notation Currency Unit
		E (Cat. 07)	Notation Currency Unit
9	Currency Ratio from	CHAR	07	R (Cat. 01)	Ratio for Units of
		E (Cat. 02)	FROM currency
		E (Cat. 03)
		E (Cat. 04)
10	Currency Ratio to	CHAR	07	R (Cat. 01)	Ratio for Units of
		E (Cat. 02)	TO currency
		E (Cat. 03)
		E (Cat. 04)
11	Price Notation	CHAR	05	E	Price Notation for Securities or
		Term in Days for Forwards
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error	CHAR	80	E	Error message

General Note

Required fields (R) must be filled with values. There are some fields for which you are not required to make an entry. These empty fields are marked with an E for "empty" and must be filled up with spaces. Tabulators are not permitted. The decision as to whether a field is required or optional depends partly upon the data class (field no. 1). Whole numbers and decimal places must be separated by a period.

The following data class categories are permitted:

Value	Description
01	Transfer of exchange rates
02	Transfer of security price information
03	Transfer of reference interest rates
04	Transfer of index values
05	Transfer of commodities (without CPE data)
06	Transfer of commodities (with CPE data)
07	Transfer of commodity forward prices
08	Transfer of prices for derivative contract specifications
09	Transfer of basis spread values
10	Transfer of credit spread values
21	Transfer of Forwards

Structure for transferring exchange rates (data class 01)

Record Structure:

Fld no.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed value '01'
2	Key 1	CHAR	20	R	FROM currency
3	Key 2	CHAR	20	R	TO currency
4	Market Data Type	CHAR	15	R	Rate type (such as bid, ask, middle)
5	Date	CHAR	08	R	Value Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	Value Time (Format: HHMMSS)
7	Value	CHAR	20	R	Value for Data Name
8	Currency	CHAR	20	E	Not relevant
9	Currency Ratio from	CHAR	07	R	Ratio for Units of From-Currency
10	Currency	CHAR	07	R	Ratio for Units of To-Currency
11	Price Notation	CHAR	05	E	Not relevant
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Note:

The program converts the currency codes from each data provider according to the conversion table and transfers them to the SAP system. If there is no entry for a particular currency code in the conversion table, the code for that currency is not converted.

Structure for transferring security prices (data class 02)

Record Structure:

Fld No.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed value '02'
2	Key 1	CHAR	20	R	Security Name (Security ID Number)
3	Key 2	CHAR	20	R	Exchange
4	Market Data Type	CHAR	15	R	Rate Type (such as Bid, Ask, Closing)
5	Date	CHAR	08	R	Value Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	Value Time (Format: HHMMSS)
7	Value	CHAR	20	R	Security Price
8	Currency	CHAR	20	R	Currency of Security Price (ISO-CODE)
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Notation	CHAR	05	E	Price Notation (Optional)
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Note on Security Name

You can define the security name in the SAP system freely. For example, this may be the security ID number for a specific country or the ISIN number. Before security prices are imported, you need to define which security names are used by which data providers in the conversion table. You must make sure that the security code that you enter in the conversion table is also defined in the master data. If the security name has not been defined, the program reads the security names as security ID numbers.

Note on Stock Exchange

You can define the name of the stock exchange freely in the SAP system. The code used by the data provider to denote the stock exchange can also be converted via the conversion table. If no name is entered in the conversion table, no conversion takes place.

Note on Rate Type

You can define the rate type freely in the SAP system. The names for the security price types used by the data provider can be converted via the conversion table.

Note on Currency

You must specify the currency for unit-quoted securities. If you fail to do so, the security price cannot be imported into the SAP system.

Structure for Transferring Reference Interest Rates (Data Class 03)

Record Structure:

Fld No.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed value '03'
2	Key 1	CHAR	20	R	Description of Reference Interest Rate
3	Key 2	CHAR	20	E	Not relevant
4	Market Data Type	CHAR	15	E	Not relevant
5	Date	CHAR	08	R	Value Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	Value Time (Format: HHMMSS)
7	Value	CHAR	20	R	Interest Rate
8	Currency	CHAR	20	E	Not relevant
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Notation	CHAR	05	E	Not relevant
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Note on Reference Interest Rate Name

You can define the reference interest rate name freely in the SAP system. The reference interest rate name used by the data provider can be converted via the conversion table. If no name is entered in the conversion table, no conversion takes place.

Structure for Transferring Index Values (Data Class 04)

Record Structure:

Fld No.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed value '04'
2	Key 1	CHAR	20	R	Index Name
3	Key 2	CHAR	20	E	Not relevant
4	Market Data Type	CHAR	15	R	Index type
5	Date	CHAR	08	R	Value Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	Value Time (Format: HHMMSS)
7	Value	CHAR	20	R	Index Value
8	Currency	CHAR	20	E	Not relevant
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Notation	CHAR	05	E	Not relevant
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Note on Index Name / Index Type Name

You can define the index name or index type name freely in the SAP system. The index (type) name used by the data provider can be converted via the conversion table. If no name is entered in the conversion table, no conversion takes place. You must make sure that the index (type) name that you enter in the conversion table is also defined in the master data.

Structure for Transferring Commodities Without CPE Data (Data Class 05)

Record Structure:

Fld No.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	02	R	Fixed value '05'
2	Key 1	CHAR	20	R	Commodity Name
3	Key 2	CHAR	20	E
4	Market Data Type	CHAR	15	R	Commodity Quotation Type
5	Date	CHAR	08	R	‏‏Quotation Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	T‏ime Setting (Format: HHMMSS)
7	Value	CHAR	20	E	Commodity Price
8	Currency	CHAR	20	E	Notation Currency Unit
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Quotation	CHAR	05	E	Unit of Measure for Quotation
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Note on Period Name

The period name can be used for months, quarters, and years. The name has to comply with a fixed format. The formats are as follows: Months: MM/YYYY, quarters Q-YYYY (where Q- stands for Q1 to Q4 and YYYY stands for the year).

Note on the Provider

The data structure does not contain data on market data providers. Consequently, to be able to transfer commodity forward prices, you need to enter the market data providers manually or the data needs to be read from the header data. See also the section "Data Providers".

Structure for Transferring Commodities with CPE Data (Data Class 06)

Record Structure:

Fld No.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	02	R	Fixed value '06'
2	Key 1	CHAR	20	R	Commodity Name
3	Key 2	CHAR	20	E
4	Market Data Type	CHAR	15	R	Commodity Quotation Type
5	Date	CHAR	08	R	‏‏Quotation Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	T‏ime Setting (Format: HHMMSS)
7	Value	CHAR	20	E	Commodity Price
8	Currency	CHAR	20	E	Notation Currency Unit
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Quotation	CHAR	05	E	Unit of Measure for Quotation
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Note on Period Name

Note on the Provider

Structure for Transferring Commodity Forward Prices (Data Class 07)

Record Structure:

Fld no.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed Value '07'
2	Key 1	CHAR	20	R	Commodity Name
3	Key 2	CHAR	20	E	Period Name
4	Market Data Type	CHAR	15	R	Commodity Quotation Type
5	Date	CHAR	08	R	‏‏Quotation Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	Value Time (Format: HHMMSS)
7	Value	CHAR	20	R	Forward Price
8	Currency	CHAR	20	E	Notation Currency Unit
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Notation	CHAR	05	E	Quotation Unit of Measure
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Note on Period Name

Note on the Provider

The specification of the market data provider was not included in the data structure. Consequently, to be able to transfer commodity forward prices, you need to enter the market data providers manually or the data needs to be read from the header data. See also the section "Data Provider".

Structure for Transferring Prices for Derivative Contract Specifications (Data Class 08)

Record Structure:

Fld no.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed value '08'
2	Key 1	CHAR	20	R	ID of Derivative Contract Specification
3	Key 2	CHAR	20	E	Market Identification Code
4	Market Data Type	CHAR	15	R	Price Type
5	Date	CHAR	08	R	Price Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	Time of Pricing (Format: HHMMSS)
7	Value	CHAR	20	R	Price
8	Currency	CHAR	20	E	Currency
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Notation	CHAR	05	E	Due Date (Format YYYYMMDD)
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Structure for Transferring Basis Spread Values (Data Class 07)

Record Structure:

Fld no.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed value '09'
2	Key 1	CHAR	20	R	Basis Spread ID
3	Key 2	CHAR	20	E	Not relevant
4	Market Data Type	CHAR	15	R	Quotation Type (Bid, Ask, Middle)
5	Date	CHAR	08	R	Quotation Date (Format DDMMYYYY)
6	Time	CHAR	06	E	Not relevant
7	Value	CHAR	20	R	Basis Spread Value
8	Currency	CHAR	20	E	Not relevant
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Notation	CHAR	05	E	Not relevant
12	Status	CHAR	02	E	Error status (values 50..99)
13	Error message	CHAR	80	E	Error message

Note on quotation type: The quotation type used by the provider can be converted using the conversion table.

Structure for Transferring Credit Spread Values (Data Class 10)

Record Structure:

Fld no.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed Value '10'
2	Key 1	CHAR	20	R	Reference Entity
3	Key 2	CHAR	20	E	Basis Spread ID
4	Market Data Type	CHAR	15	R	Quotation Type (Bid, Ask, Middle)
5	Date	CHAR	08	R	Quotation Date (Format DDMMYYYY)
6	Time	CHAR	06	E	Not relevant
7	Value	CHAR	20	R	Credit Spread Value
8	Currency	CHAR	20	E	Not relevant
9	Currency Ratio	CHAR	07	E	Not relevant
10	Currency Ratio	CHAR	07	E	Not relevant
11	Price Notation	CHAR	05	E	Not relevant
12	Status	CHAR	02	E	Error status (values 50..99)
13	Error message	CHAR	80	E	Error message

Note on quotation type: The quotation type used by the provider can be converted using the conversion table.

Structure for Transfer of Forwards (Data Class 21)

Record Structure:

Fld no.	Description	Cat.	Length	Required (R) / Empty (E)	Description
1	Data Class	CHAR	2	R	Fixed Value '21'
2	Key 1	CHAR	20	R	FROM currency
3	Key 2	CHAR	20	R	TO currency
4	Market Data Type	CHAR	15	R	Rate type (such as bid, ask, middle)
5	Date	CHAR	08	R	Value Date (Format: DDMMYYYY)
6	Time	CHAR	06	E	Value Time (Format: HHMMSS)
7	Value	CHAR	20	R	Value for Data Name
8	Currency	CHAR	20	E	Not relevant
9	Currency Ratio	CHAR	07	R	Ratio for Units of From-Currency
10	Currency Ratio	CHAR	07	R	Ratio for Units of To-Currency
11	Price Notation	CHAR	05	E	Term in Days
12	Status	CHAR	02	E	Error Status (Values 50..99)
13	Error message	CHAR	80	E	Error message

Note:

Note regarding required authorizations

Ensure that you have authorization for starting transaction TBDM when starting the report. To import data via the application server (that is, no PC upload), you need authorizations to access files from ABAP programs. To maintain rates in the market data tables, you require authorization groups FC32 (currencies), FC16 (interest), TRZ (indexes), FC00 (currency volatilities), and TRMK (interest rate volatilities).