Trade Feed Integration

Transactions that are captured in online platforms (e.g. Bloomberg, Tradeweb) need to be copied into the financial company internal trading system for risk management purposes. Rather than double-keying every transaction, it is preferable to setup an automated trade interface.

Two Datascade spreadsheets are being used:

a spreadsheet detecting new trades
a spreadsheet processing the new trade messages

The identification of new trades is achieved by taking the list of online trades and performing a VLOOKUP() on the list of processed trades.

The "Import Trades" sheet displays the aggregated result of all the trade imports (e.g. list of assigned trade IDs).

Most sheets in the "Import new trades" spreadsheet contain XML or JSON trade representations but they also usually include enrichment tables.

Each sheet contains a stage in the message transformation. It makes the interface easy to monitor and debug.

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