Omnium Investment Book of Record (IBOR) Data Product

*This dataset provides Northern Trust Omnium clients with direct access to their firms Investment Book of Record (IBOR) which consists of transactions, positions, profit and loss (PnL), and reference data.*

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*Users can gain insight into their firm's historical transactions and trading activity, active and historical true-trade positions along with associated PnL, all held securities along with information into accounts, trading desks, strategies, broker relationships and any other reference data held within Omnium.*

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*Consumers have the ability to access true-trade data when and where they need it while prior dated information will be properly reflected on that date.*

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*Ingestion patterns can be configured based on firm preference.*

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*Sample tables include:*

*TRANSACTIONS*

*ACCOUNT*

*FUND*

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*Sample TRANSACTIONS table fields include:*

*ACCRUED_INTEREST*

*BUSINESS_UNIT*

*CLEARING_ACCOUNT*

*CLEARING_HOUSE*

*EFFECTIVE_DATE*

*FINANCIAL_TYPE*

*GROSS_AMOUNT*

*INSTRUMENT*

*NET_SETTLEMENT*

*NOTIONAL*

*PRICE*

*QUANTITY*

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*How to Get Access:*

*Select "Request" on the listing page*

*Include your name, company, email, and a brief description of your use case*

原始信息汇总

Omnium Investment Book of Record (IBOR) 数据产品

数据集概述

该数据集为 Northern Trust Omnium 客户提供对其公司投资记录账册（IBOR）的直接访问，其中包含交易、头寸、损益（PnL）和参考数据。

数据内容

• 交易数据：洞察公司历史交易和交易活动。
• 头寸数据：活跃和历史真实交易头寸，以及相关的损益。
• 参考数据：所有持有证券的信息，包括账户、交易台、策略、经纪商关系以及 Omnium 中保存的任何其他参考数据。
• 数据访问：消费者能够在需要时访问真实交易数据，而先前日期的信息将在该日期得到正确反映。
• 数据摄取模式：可根据公司偏好进行配置。

样本表与字段

• 样本表：TRANSACTIONS, ACCOUNT, FUND。
• TRANSACTIONS 表样本字段：ACCRUED_INTEREST, BUSINESS_UNIT, CLEARING_ACCOUNT, CLEARING_HOUSE, EFFECTIVE_DATE, FINANCIAL_TYPE, GROSS_AMOUNT, INSTRUMENT, NET_SETTLEMENT, NOTIONAL, PRICE, QUANTITY。

业务需求

• 风险分析：监控名义风险敞口、结算义务以及跨清算所、交易对手和工具类型的集中风险。
• 财务规划与分析：分析历史交易和损益数据，以支持跨业务单位和交易台的业绩归因、成本分析和报告。
• 数据质量与清洗：使用 Omnium 作为黄金源记录账册，对内部系统的交易记录、结算金额和头寸进行核对。

使用示例

交易查询示例

sql SELECT TRADE_DATE, SETTLE_DATE, BUSINESS_UNIT, POSITION_BLOCK, CLEARING_ACCOUNT, EXECUTING_ACCOUNT, SUBACCOUNT, TRANSACTION_TYPE, TRANSACTION_ID, TKEY, TRADE_STATUS, FINANCIAL_TYPE AS PARENT_FINANCIAL_TYPE, INSTRUMENT AS PARENT_MSYMBOL, INSTRUMENT_DESCRIPTION AS PARENT_DESCRIPTION, TRADE_CURRENCY, VALUATION_CURRENCY, QUANTITY, PRICE, GROSS_AMOUNT, GROSS_NOTIONAL_AMOUNT, NET_SETTLEMENT, FROM OMNIDATAVAULT_CLIENT.TRANSACTIONS.TRANSACTIONS

头寸查询示例

sql SELECT EVENT_DATE, CLEARING_ACCOUNT AS ACCOUNT, POSITION_BLOCK, STRATEGY, CURRENCY AS POSITION_CURRENCY, SUBACCOUNT, POSITION_TYPE AS SWAPTYPE, BASE_ORIGINAL_QUANTITY AS ORIGINAL_QUANTITY, BASE_CURRENT_QUANTITY AS CURRENT_QUANITY, LOCAL_MARKET_VALUE, MARKET_VALUE, BASE_COST AS BASE_COST FROM OMNIDATAVAULT_CLIENT.POSITIONS_PNL.POSITION_BLOCK_PNL_BY_TRADE_DATE

类别

• Data Quality and Cleansing
• Financial
• Risk Analysis

联系信息

• 销售：[e-mail]
• 支持：[e-mail]

数据更新频率

• 近实时

云区域可用性

AWS

• Africa (Cape Town)
• Asia Pacific (Jakarta)
• Asia Pacific (Malaysia)
• Asia Pacific (Mumbai)
• 51 More

法律条款

• Custom

关于数据提供商

Northern Trust Corporation 是一家卓越的全球金融机构，为机构、高净值个人和家庭提供资产服务、投资管理和财富管理服务。

搜集汇总

背景与挑战

背景概述

该数据集为Omnium客户提供投资记录数据，涵盖交易、持仓、损益及参考信息，支持历史查询和自定义数据接入。示例数据包括交易、账户和基金表，其中交易表包含应计利息、业务单位等字段。用户可通过申请页面获取访问权限。