Products Clients
     
FData – Market Data ETL
An ETL Application for Thomson Reuters Market Data
 

"The project to replace our existing batch interface to extract, transform and load market data into our existing Treasury application was made truly simple due to the availability of FData application from Finpacific. FData's easy to use graphical user interface combined with a flexible business transformation layer and fully automated set and forget communication between the systems allowed us to replicate the complex business logic and install and test the product at a rapid pace.

Consultants from Finpacific Treasury Systems gave us a significant support and commitment throughout the project in successfully managing a very complex integration against an ambitious time frame."

Farid Boussatha from EADS
European Aeronautic Defence and Space company
 
 
Extract

FData's ETL (Extract, Transform and Load) process starts with the extraction of Thomson Reuters Market Data from the Thomson Reuters Network through standard Reuters API and easy to use set and forget screens. This provides the raw data such as Volume, BID and ASK and any other data, including string extraction, available via Thomson Reuters Market Data that will subsequently be used in the next steps of the FData ETL process.

 
Transform

FData transform stage consists of applying business logic and rules to the extracted value in order to enrich data and apply mapping rules and calculations linked to the target system. In some cases, transformation will be minimum or not required but FData transform stage can also include complex rules and application.
With a typical treasury system, a simple transform rule could be the calculation of a MID rate from BID and ASK value, while a complex transform rule could be the recalculation of zero coupon and discount factor for a yield curve.

 
Load

FData ETL last phase loads data into the target database that could be a repository of market data or a market data reliant application. This process consists of either direct access to the target database or transfer of data via APIs from the target application.

 
Benefits
24/7 Application
Static data Integration with your treasury application
Ability to transform market data before integration
Minimal deployment time
Highly flexible market data ETL scheduler
Separate module for user configuration and data retrieval
Embedded recovery procedure in case of market data or network disconnection
User-friendly Graphic User Interface
Modern technology based on Microsoft .Net Framework
 
 


 
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