Security reference data - Troubleshooting
Mappings can be incomplete
For some fields in FA more complicated mappings are required and they will not cover all possible situations. Some fields to mention are:
Market place (s.exchange)
Mapping is done on MIC code.
Holiday (s.holidayCalendar)
If Market place (s.exchange) exists, this is the first base for mapping. Second level mapping may be data vendors' Calendar code, but we have not 100% mapped all codes.
Available standard calendars within FA are shown in the FA Back reference: Holiday calendar. They can also be found in FA: Preferences → Securities → Holiday calendar.
If a relevant standard calendar does not exist you may define custom calendars that also can be mapped in Tools → Administer → Data mappings.
Calendar (day count convention) (s.accrualCalendar)
Mapping is done to source coding, but there's no guarantee that all needed mapping is covered.
Frequency (s.couponFrequency)
Mapping is done to source coding, but there's no guarantee that all needed mapping is covered.
Business day convention (s.businessDayConvention)
Mapping is done to source coding, but there's no guarantee that all needed mapping is covered.
Ex-coupon period
Mapped towards relevant MIC codes to capture Swedish bonds (4 days) and Norwegian bonds (1 day).
It may not cover all situations with ex coupon period for Swedish and Norwegian bonds. No other ex coupon bonds are covered.