Monday, February 8, 2010

Key elements to set up 15022 in CRD 


(1) Batch DoExport ISITC Parameters Sender/Receiver
(2) Delivery type, order entry

(3) 
C:\..\bin\DoExport -i C:\..\conf\cm_batch_2.ini -e 25 -o --role IP --party BBH --method FILE --out 15022.BBI. --isitc MyINC,BBHCUS3IMyInc,JQD,N,O,INVBUS33

(4) Parties: (Code, BIC, Type) 
      BBH xxxxx   Custodian

(5) Set Receive/Delivery Free Indicator
    Settlement Allocation Blotter  ( not needed for Batch DoExport)

(7) ASSI (SSB FUT,102)
     ACCOUNT Group=BBH 15022
     Security Type=FUT
     Interested Party=SSB NOTAG22 (special inst)

(8) Export Dir =\\MyInc\Test\Working\IntraDay override by DoExport.

Steps:
 -- No need to set up SysParam
 -- Set up Party BBH  BIC Code, Custodian
 -- Account Group: Custodian code=BBH
 -- Export Routing Rule ISITC and 15022 Save to File, ISITC param but be override by DoExport
--- Settlement Default Delivery Type=DTC
--- Broker SSI  BIC Codes, Determinant InvClass=FUT
--- Account SSI Determinant=AcctG, Inst=Interest Pary=BBH.
--- Post Trade Routing Rule.

Test Trade with Broker with BSSI and Account with ASSI, send ACCT and post_tradea and run DoExport

Related SQL:


-- (0) No need to change System Param, ISITC_INT_PARTY is obsolete in 8222

-- (1) Setup Party: BBH BIC code =INVBUS33 manual update

select BIC_CODE,* from dbo.CSM_ISSUER

--(2) Set up Account Group and attached Accounts

insert  cs_fund 
(
ACCT_CD,              
ACCT_NAME, 
ACCT_SHT_NAME,        
ACCT_TYP_CD ,
CRRNCY_CD,
ALLOW_BUY ,
ALLOW_SELL ,
ALLOW_NEG_CASH, 
MANAGER,
CRD_LOCK ,
ERISA_ELIGIBLE,
GAIN_LOSS_SENSITIVE,
CUSTODIAN_CD,
INACTIVE,
AUTH_NUM,
COMP_BID_REQ,
MAG_IND ,
CFWD_CLOSE_CPARTY_IND ,
CFWD_NEW_CPARTY_IND ,
AUTO_CFWD_IND ,
USE_SETTLE_DATE_BAL_IND,
DM_IND,
DEF_MDL_REM_IND,
MDL_QTY_BASED_IND ,
MULT_MDL_IND ,
MULT_MDL_NORM_IND,
BLOCK_ORDER_IND ,
TEN_MIN_CHECK_IND
)

values
(
'BBH15022',
'BBH 15022 Group',
'BBH15022G',
'G',
'USD',
'Y',
'Y',
'Y',
'TM_DEV',
'N',       
'N',              
'N',                   
'BBH',                 
'N',        
0,                                      
'N',             
'N',        
'N',                      
'N',                    
'N',              
'N',                        
'N',       
'P',             
'N',                  
'N',             
'N',                  
'Y',               
'P'
)

insert CS_FUND_CONFIG values ('BBH15022','EOLC5','G',100.000)


-- (3) Export Routing Rule:


insert  TS_ROUTING_DEF (
ROUTING_DEF_ID,
PARTY_ID,
PARTY_TYPE,
PARTY_ROLE, 
PACKAGE_TYPE, 
METHOD_CD, 
FORMAT, 
COMMENTS,
EXECUTION_INFO,
IS_DEFAULT,
CRD_LOCK, 
DEF_EXP_PARMS, 
SENDER_ID, 
SENDER_TID, 
SENDER_CONTACT, 
ACCT_CD ,
INTERFACE_SYST, 
EOD_FLAG, 
F_IND, 
ROUTING_SERVER, 
ROUTING_DEF_NAME, 
ROUTING_STATUS_LIST ,
RECEIVER_BIC_CD)

values
(1700047561, 
'BBH', 
'CSM_ISSUER',
'CUST',
'EXPORT',
'FILE', 
25,
'Test by JQD',
'15022.BBH.JQD.',
'Y',
'N',
'ISITC:MYIKK,BBHCUS3IGMO,JQD,N,1,INVBUS33,st:ACCT,st:CNCLACCT', 
'MYIAA',
'BBHCUS3IGMO', 
'JQD',
NULL, 
NULL, 
'N', 
'N', 
NULL, 
'BBH 15022', 
'ACCT,CNCLACCT', 
'INVBUS33'
)


--(4)  Set Up Settlement Default --Manual process
    Exch Cnty=USA Inv Class=FUT
    Delivery= DTC

-- (5) Broker SSI
insert cs_settle_inst values
(1700046932,NULL,NULL,NULL,NULL,NULL,NULL,'Name',
  'Address',NULL,'BARCKK5GXXX',NULL,NULL,'MYI',NULL,'MYI',
'MYI',NULL,NULL,NULL,'SSI',
NULL,'BCYD DEBT','BARCKK5GXXX',1700046932 
,NULL,NULL,NULL,NULL, NULL,NULL, NULL, NULL,'MYI',
'MYI', NULL,NULL,NULL,NULL,NULL)

INSERT ts_dterm values(1700046932,'BSI','BCYD',3.000, NULL,'Y','N',NULL)

-- (6) Account SSI
insert TS_DETERM values
(1700046916,'ASI','BBH 15022',1.000,NULL,'Y','N',NULL)

insert TS_DETERM_VALUE values
(1700046916,100063,'BBH15022','EQ',NULL)

insert TS_FUND_SETTINST values
(1700046918,'IP','BBH','AcctNum',NULL 
, NULL , NULL, NULL,'ABANum','INVBUS33')


--(7) Set up Post-Trade Rounting -- Manual
    SI Enrichment = Broker and Account Instruction Attached


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Saturday, December 12, 2009

How to set maxItemsInObjectGraph for Silverlight Domain Services

<services>
<service name="BusinessApplication5.Web.Services.DomainService1"
behaviorConfiguration="BusinessApplication5-Web-Services-DomainService1">
</service>
</services>
<behaviors>
<serviceBehaviors>
<behavior name="BusinessApplication5-Web-Services-DomainService1">
<serviceMetadata httpGetEnabled="true" />
<serviceDebug includeExceptionDetailInFaults="true" />
<dataContractSerializer maxItemsInObjectGraph="655360000"/>
</behavior>
</serviceBehaviors>
</behaviors>
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Friday, December 11, 2009

How to set up WCF Tracing

<system.diagnostics>
<trace autoflush="true" />
<sources>
<source name="System.ServiceModel"
switchValue="Information, ActivityTracing"
propagateActivity="true">
<listeners>
<add name="sdt"
type="System.Diagnostics.XmlWriterTraceListener"
initializeData= "SdrConfigExample2.e2e" />
</listeners>
</source>
</sources>
</system.diagnostics>

View is here C:\Program Files\Microsoft SDKs\Windows\v6.0A\bin\SvcTraceViewer.exe
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Saturday, November 14, 2009

Fx 4.0 Parallel Extension

There are three primitives for Parallelism in Fx 4.0: Task, Paralle.For and PLINQ.

Task t1= new Task(delegate)
t1.Start()
t1.Wait()

Parallel.For(0,100, i=> { });  // lampta expression

IEnumerable nums = Enumerable.Range(0,10000);
IEnumeralbe results= from n in nums.AsParallel()
                           where testcondition(n)
                           select n
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Sunday, September 27, 2009

T-Mobile Dash Stock Streamming Quote Download..Finance.yahoo.com Web Services


The following code are wrapped in a timer tick event:

string url = "http://download.finance.yahoo.com/d/quotes.csv?s=" + this.tbSymbols.Text + "&f=" + this.tbFeatures.Text;
WebRequest req = HttpWebRequest.Create(url);
using (Stream s = req.GetResponse().GetResponseStream())
{
using (StreamReader sr = new StreamReader(s))
{
this.tbData.Text = sr.ReadToEnd().Replace(",", " ").Replace("N/A","?").Replace("- -","-");
sr.Close();
}
s.Close();
}

For T-Mobile Dash ETF Monitor App The feature field take the following:

aAska2Average Daily Volumea5Ask Size
bBidb2Ask (Real-time)b3Bid (Real-time)
b4Book Valueb6Bid SizecChange & Percent Change
c1Changec3Commissionc6 Change (Real-time)
c8 After Hours Change (Real-time) d Dividend/Share d1 Last Trade Date
d2 Trade Date e Earnings/Share e1 Error Indication (returned for symbol changed / invalid)
e7 EPS Estimate Current Year e8 EPS Estimate Next Year e9 EPS Estimate Next Quarter
f6 Float Shares g Day’s Low h Day’s High
j 52-week Low k 52-week High g1 Holdings Gain Percent
g3 Annualized Gain g4 Holdings Gain g5 Holdings Gain Percent (Real-time)
g6 Holdings Gain (Real-time) i More Info i5 Order Book (Real-time)
j1 Market Capitalization j3 Market Cap (Real-time) j4 EBITDA
j5 Change From 52-week Low j6 Percent Change From 52-week Low k1 Last Trade (Real-time) With Time
k2 Change Percent (Real-time) k3 Last Trade Size k4 Change From 52-week High
k5 Percebt Change From 52-week High l Last Trade (With Time) l1 Last Trade (Price Only)
l2 High Limit l3 Low Limit m Day’s Range
m2 Day’s Range (Real-time) m3 50-day Moving Average m4 200-day Moving Average
m5 Change From 200-day Moving Average m6 Percent Change From 200-day Moving Average m7 Change From 50-day Moving Average
m8 Percent Change From 50-day Moving Average n Name n4 Notes
o Open p Previous Close p1 Price Paid
p2 Change in Percent p5 Price/Sales p6 Price/Book
q Ex-Dividend Date r P/E Ratio r1 Dividend Pay Date
r2 P/E Ratio (Real-time) r5 PEG Ratio r6 Price/EPS Estimate Current Year
r7 Price/EPS Estimate Next Year s Symbol s1 Shares Owned
s7 Short Ratio t1 Last Trade Time t6 Trade Links
t7 Ticker Trend t8 1 yr Target Price v Volume/td>
v1 Holdings Value v7 Holdings Value (Real-time)/td> w 52-week Range
w1 Day’s Value Change w4 Day’s Value Change (Real-time) x Stock Exchange
y Dividend Yield
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Develop WM Smathphone/Pocket PC App for T-Mobile Dash

Setup Device:

  • Download regEditSTG to edit policy on Dash, HKLM\Security\Policies\Policies\ 00001001 =1 00001005 =40 (from 16)
  • Download SDA_ApplicationUnlock and run
  • run C:\Program Files\Windows Mobile 5.0 SDK R2\Tools\SdkCerts.cab, RapiConfig

VS 2008 Target Platform Pocket PC and Smartphone both works fine, Deploy Solution. Also Tool->device Security Manager would do similar things above but do double check registry manually.
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Wednesday, August 12, 2009

Blackberry SpreadSheet does not support Freeze Pane in most cases

For sending Fixed Income OpenXML BreakReport to BlackBerry, It seems that most Blackberry default software does not support "Freeze Pane". The build-in GridMagic (MiniGrid) lacks of this feature but standard+ edition does
http://www.simprit.com/gridmagic/product_comparison.html
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