Technical Release Notes

Technical Release 134

Written by Ultumus | May 10, 2023 10:07:39 AM

Release notes  - the new functional improvements and coverage additions to the ULTUMUS Index & ETF data feed that was released onto the platform: Tuesday 10th May  2023  if you have any questions or clarifications do not hesitate to contact us: 

 

 

ULTUMUS API  documentation is available here


No Name Details
1 Euronext migration to new data delivery platform Euronext is migrating to a new SFTP - connection has been set up and tested
2 Euronext file repackaging effective 01/05 Euronext is repackaging a number of indices, templates have been set up to account for the upcoming amendment on 15/05
3 Nordic Bond Pricing - 7 cons level, 3 index level (copy) A change in the roll-up calculation to the newly onboarded Nordic Bond Pricing indices
4 STOXX corrections files An enhancement to historical corrections for STOXX indices
5 Missing deletion in T+ full composition An enhancement to the API future T+ composition for STOXX indices to ensure deletions are no longer being displayed
6 Historical corrections API A new endpoint that will call back any index levels updated on a client API in the last 3 months without needing to specify an index ID
7 Vanguard - update template for a number of units Enhanced our Vanguard fund range, we are now able to map in all asset types from the raw provider data
8 JPM ETFs - Futures BBG Ticker Enhanced our mapping for JPM IE funds to retrieve futures tickers from provider files
9 JPM ETFs - Futures FX rates The logic for FX adjustment has been adjusted for JPM funds. We now divide by the provided FX rate, to correctly apply the FX conversion
10 Fidelity fixed income - Holdings file Implemented a hew 'Holdings' basket for Fidelity funds, this data comes directly from the provider, allowing for a more granular presentation of fund baskets
11 CSIF ETF: CalcNAV to account for ILS securities price factor 0.01 Amended logic to account for provider issues with calculation prices; now the logic will account for securities quoted in Israeli Shekel.
12 DTCC prices Expanded removal of prices being flagged as provider prices
13 Fund to benchmark reporting Expanded API to include security ISINS to more easily identify which holdings are over or underweight compared to the benchmark
14 LGIM Enhanced template to account for more fixed income security types to display correctly as FIX such as medium-term notes