Download: Sample CSV in Common Position Format

Portfolio Upload

A portfolio's position data can be uploaded from the home screen by clicking on the edit menu and selecting Upload Positions .

A csv or excel file can be used to upload positions corresponding to one or more dates to a single portfolio. All positions and dates within that file will be uploaded to the same portfolio.

Optionally, multiple files are also supported but they must have the same column structure.

Supported Formats:
CSV, XLS, XLSX

Basket Upload

Similar to a portfolio upload, a basket's position data can be uploaded by navigating to the home screen, selecting baskets along the left-hand menu, then clicking on the edit menu for any basket and select Upload Positions .

Watchlist Upload

Uploading a watchlist takes less inputs:

  • SEDOL (recommended)
    For best coverage & matching, it is best to include a list of SEDOLs. No other data is required if uploading with SEDOLs.
  • Ticker (optional)
    Bloomberg tickers may be provided. International tickers are input as ticker followed by the two-letter country code, with a space between. E.G. MSFT MX 
  • Date (optional)
    A date column can help map securities to a date when the security existed within the model, E.G. de-listed securities can be uploaded in the past. To properly process the date column, if one security uses a date then all securities must include a date.

Common Position Format

Position Date (required)

The date that corresponds to the positions at the end of the trading day.

The following date formats are supported:
YYYY-MM-DD (ISO8601)
MM/DD/YY
MM/DD/YYYY

SEDOL (required for equities and equity options)

The 7 digit SEDOL of the security (or underlying security for stock options or other derivatives).
The SEDOL may be left blank for any non-equity or non-equity option positions.

Ticker (optional, required for currencies)

For stocks and equity swaps, include the ticker used to trade in the local exchange (eg: AAPL).
For stock options, include the ticker of the underlying security (eg: AAPL for a call option).
For currencies, include the 3-letter ISO code for the currency (eg: USD).

Economic Exposure (required)

The dollar economic exposure of the position. For an equity such as AAPL, this would be the market value of the position. However, all options should have economic exposure that are delta adjusted. International securities must have their economic exposures converted to USD.

Asset Class (required)

Portfolio data is required to include an asset class column that lists that security's asset type. Must be one of the following values:

  • Equity
  • Swap
  • Currency
  • FixedIncome
  • Commodity
  • Index
  • Other

Example:

DATE,        SEDOL,    Ticker, Economic Exposure, Equity,  Asset Class
12/31/2018, 1234567, EXMP, 2000000, 4000000, Equity
12/31/2018, 7654321, SMPL, -1000000, 4000000, Equity
12/31/2018, USD, 500000, 4000000, Currency

Optional fields

Model Provider ID

The unique security identifier used by the model data provider. This can be a required field for some model providers.

Equity (aka NAV)
The equity, or net asset value, of the portfolio can be used to override GMV. The equity should be the same number, repeated for all positions, on the same date.

Example:

DATE,        SEDOL,    Ticker, Economic Exposure, Equity,
12/31/2018,  1234567,  EXMP,   2000000,           4000000,
12/31/2018,  7654321,  SMPL,  -1000000,           4000000,

Notice the GMV of this book is 3000000, but an equity override can account for your true equity of 4000000.

P&L (optional)

Total position-level realized and unrealized day to day gain/loss, expressed in dollars. If not provided, return will be calculated on a mark to market basis. 

Uploading data via the API

In addition to CSV uploads, it is possible to upload portfolios via the api.

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