Trades
Key Trades in Blotter refers to an object of type Set containing the table with the trades.
This is obviously the most important input and may encompass several hundreds or even thousands or rows, where each row defines one trade.
It is often the case that the raw trade data are available from IT as a text or database file, which can be imported in an Excel sheet as a specially formatted table.
In that case, the raw data must be converted to a proper Deriscope Set object before they can be fed as input to the key here.
The conversion can be accomplished with the help of the function Parse
As a minimum, it should always contain the column associated with the standard property #TradeID, the title of which may have been renamed through the entry Prop Renaming
This column must contain unique text labels that serve to identify the trades.
It may also optionally contain the column associated with the - perhaps renamed - standard property #TradeQty that provides the number of shares (units) transacted in each trade.
This column also provides the weights used in the construction of the corresponding portfolio.
If absent, all values are assumed equal to 1.
In the case of MultiDay Blotter, the - perhaps renamed - property #TradeDate must be also included.
In the case of Lifetime Blotter, the - perhaps renamed - properties #TradeDate, #TradeFee, #DisposalDate and #DisposalFee must be also included.
The remaining columns - if any - represent specific product properties and their number and type depends on the entry Parse Method, although their titles may have also been renamed through the entry Prop Renaming
Detailed information on these columns is available at the current value of the Parse Method entry.
Finally, it should contain columns that correspond to all the custom properties defined in the entry Custom Props, with titles being equal to those property names.