Get Security By Source Issuer

ftGetSecurityBySourceIssuer

This broadens the match from the previous interface by navigating to the issuer level to include other share-classes, if necessary. Given the many-to-many nature of asset codes between vendors for the same security, this function makes it simple to not only eliminate duplicates, but also include other classes of assets.

Map ONE (top) asset per ToSource for each FromSource as of a given point in time mapping other assets from the same issuer (different share-class, asset class), if necessary, and return descriptions from both sources (market symbols, lineage, QUID, QUIN). Used to quickly map assets between two vendors and always includes all assets in FromSource. Wildcards are supported.

Usage:

SELECT *
  FROM ftGetSecurityBySourceIssuer(@FromAssetCode, @AsOfDate, @ToAssetCode)
Parameter Type Wildcard? Pass NULL? Description Notes
@FromAssetCode nvarchar(50) Y Asset Code to translate from
@AsOfDate date As of date
@ToAssetCode nvarchar(50) Y Asset Code to translate to

Example:

SELECT *
  FROM ftGetSecurityBySourceIssuer('RUSSL-%', '2012-02-29', 'HOLTF-%')
 ORDER BY FromAssetCode

Returns a mapping of top HOLT asset for each RUSSELL asset using issuer relationship if necessary, if any, as of 29 Feb 2012. May include assets from the same issuer but a different share-class if an exact match is not found.

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