Get Security By Source

ftGetSecurityBySource

This is the primary interface to relate assets between vendors historically. Given the many-to-many nature of asset codes between vendors for the same security, this function makes it simple to eliminate duplicates.

Map ONE (top) asset per ToSource for each FromSource as of a given point in time (using QUIDs) and return descriptions from both sources (market symbols, lineage, QUID, QUIN). Used to map assets between two or more vendors and always includes all assets in FromSource. Wildcards are supported.

Usage:

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

Returns a mapping of top HOLT asset for each RUSSELL asset, if any, as of 29 Feb 2012.

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