SAVE_QUOTES
This scheduled task saves real-time quotes to the Quote Set of the selected Pricing Environment.
Real-time quotes are obtained from live feed providers.
Common Attributes
The Pricing Env is mandatory.
The other attributes have no effect except for Timezone, Valuation Time and Valuation Date Offset.
Task Attributes
| • | Feed – Select the name of the feed source. |
| • | Exclude Backdated Quotes – Set to true to prevent backdated quotes from overriding a newer quote. Default is false. |
| • | Waiting Minutes – Specify the number of minutes the task should wait to retrieve the quotes and save them before exiting. The default value is 1 minute. See "Wait For Maximum Time" below. |
| • | Wait For Maximum Time – When set to True, it forces the scheduled task to respect the number of minutes specified in the “Waiting Minutes” attribute, regardless of duration. When set to False (default), the wait time follows the original behavior: a duration of time less than one minute or greater than 10 minutes defaults to a one-minute wait before the scheduled task retrieves and saves quotes. |
| • | Include Quote Names Like – This mandatory field expects a list of strings (pipe separated |) that can contain a wildcard ‘*’ to select the quote names that should be saved. ‘*’ stands for any number of characters, possibly 0. |
| • | Exclude Quote Names Like – This optional field expects a list of strings (pipe separated |) that can contain a wildcard ‘*’ to select the quote names that should not be saved. |
| • | BID, ASK, OPEN, CLOSE, HIGH, LOW, LAST – You can specify if you want to save each quote usage individually (true or false). Mandatory, no default value. |
| • | DATE – You can specify if you want save quotes based on the Reuters date type as specified in the Feed Address Mapping (true or false). Mandatory, no default value. |
| • | Skip Existing Quotes - If true skips the saving of quotes which had been already persisted in the database. |
Examples for using 'Include/Exclude Quote Names Like'
In order to save all quotes in the system, but not the fixings T3750 and T3310 one would configure:
Include Quote Names Like: *
Exclude Quote Names Like: *.T3750|*.T3310
In order to save all FX spot quotes (not the fx fwd or the fx fixings) one would configure :
Include Quote Names Like: FX.*.*
Exclude Quote Names Like: FX.*.*.*
In order to save all MM and Swap quotes user to build the rate cuves one would configure :
Include Quote Names Like: MM.*.LIBOR01|Swap.*.LIBOR01
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