BlackRock Aladdin File Transfers

FINBOURNE’s BlackRock Aladdin integration allows you to import securities, trades, positions, prices, and other investment data into LUSID through file-based interfaces.

Prerequisites

Before getting started, ensure you have:

• An active Aladdin contract with BlackRock, including data export capability

• SFTP access configured to deliver files to LUSID Drive

• The list of Aladdin interface numbers you want to import

• Contacted your FINBOURNE representative to enable the integration in your LUSID domain

Supported Aladdin interfaces

BlackRock Aladdin delivers data through numbered interface files (for example INT10, INT11). Each interface provides specific types of data. You can configure your integration to only process the interfaces you need from the following options:

See appendix A for more information on each interface.

Setting up the integration

Step 1: Create an integration instance

An integration instance is a configuration of data to import from one or more BlackRock Aladdin interface files.

Note

Your BlackRock Aladdin files may arrive individually or bundled in a zip archive (sometimes called a "nugget"); make a note of the type of files you expect LUSID to receive.

1. Navigate to Integrations > Dashboard.

2. Select Create instance and choose BlackRock Aladdin.
   

3. Specify the following:

   • Name: A friendly name for this integration instance

   • Description: A detailed description for this integration instance

   • Source file location: A path in Drive starting with /sftp or /LUSID- to deliver incoming BlackRock Aladdin files for processing

   • Local time zone identifier: A time zone for the data, used alongside the Local cut time specified in the interface selection

   • Should unpack from archive:

     • Tick the box if you expect your BlackRock Aladdin files to arrive zipped

   • Archive file mask regex: A regex pattern to identify the zip file in the source file location, for example ^ADX_I.*.tar.gz$

   • For quote interfaces (INT11, INT21, INT25, INT29, INT86, INT332):

     • Quote source: A value for source

     • Quote field: A value for field

   • For transaction interfaces (INT11, INT96, INT284):

     • Onboarding date: LUSID ignores transactions prior to this date, unless overridden at the portfolio-level using the property Portfolio/LUSIDConfig-BlackRock-Aladdin/OnboardingDate

   • For security mastering (INT10):

     • Model unsupported instruments as SimpleInstrument:

       • Tick this box to allow LUSID to attempt to model instruments with unmapped <SEC_TYPE> as SimpleInstrument, rather than logging as ResourceFailed; see Appendix B for the full list of supported instruments

     • Allow FX forwards to be non-deliverable:

       • Tick this box to override Aladdin’s deliverable flag and import FX forwards as non-deliverable; this enables leg splitting in valuations

     • Allow updates to core fields:

       • Leave this box unticked to only allow updates to missing instrument identifiers and properties in the LUSID-BlackRock-Aladdin scope

       • Tick this box to allow updates to any core field in the LUSID instrument definition

   • For processing analytics to the SRS (INT29):

     • Select one of the following files to process as INT29 analytics file type:

       • NotApplicable: Default

       • PreliminaryAnalytics: EOD analytics

       • PreliminaryScenarios: EOD scenarios

       • Analytics: Green package analytics

       • Scenarios: Green package scenarios

   • Click Add item and specify the following for each interface you want to process in this integration instance:

     • Interface number: The Aladdin interface to process, see appendix A

     • File mask regex: A regex pattern to specify which file name to process, for example ^filename.xml$ (^ = starts with, $ = ends with)

     • Local cut time: A time in HH:mm:ss to append to dates this integration instance processes, used alongside the Local time zone identifier

     Click to expand information on processing interface files in a particular order

     LUSID processes interface files according to:

     1. The order specified in the diagram below (for relevant interfaces):
        

     2. The order configured in your integration instance
        

     For example, if you configure an integration instance with interfaces in the order INT330 > INT21 > INT29 > INT10 > INT17, LUSID would instead process the interfaces in the order INT17 > INT10 > INT21 > INT29 > INT330.

4. Click Edit imported properties > Add properties and select which BlackRock Aladdin data fields to import.
   

   Note

   • You can select the View imported fields button and inspect the Source Fields and Transformation Description columns to see how LUSID maps your data

   • Int29Analytics imports require you to add certain properties; read more

5. Click Save to create the integration instance. Note the Instance ID, which you’ll need for certain run methods.

Step 2: Configure the portfolios to import data for

Follow these steps to add the following properties to each portfolio that should receive BlackRock Aladdin data.

Required properties for all portfolio interfaces

• Portfolio/LUSIDConfig-BlackRock-Aladdin/IsIncluded set to true: Enables BlackRock Aladdin data retrieval for the portfolio

• Portfolio/LUSIDConfig-BlackRock-Aladdin/LinkedCode set to the portfolio name in the BlackRock Aladdin data: Links the LUSID portfolio to one BlackRock Aladdin portfolio

The two properties above are sufficient for INT54 (Portfolios) processing. For other interfaces, add the relevant additional property below.

Additional properties by interface

For holdings interfaces (INT14, INT29, INT330):

• Portfolio/LUSIDConfig-BlackRock-Aladdin/LoadHoldings set to true: Enables holdings data loading

For transaction interfaces (INT11, INT96, INT284):

• Portfolio/LUSIDConfig-BlackRock-Aladdin/LoadTransactions set to true: Enables transactions data loading

• Optionally, Portfolio/LUSIDConfig-BlackRock-Aladdin/OnboardingDate set to a particular date: LUSID ignores transactions prior to this date for the portfolio, overriding the date configured in the integration instance

Running the integration

Automatic runs

LUSID automatically processes files when they arrive in your specified Source File Location and match your configuration.

For example, imagine you have an integration instance with the following configuration:

• Archive file mask regex: ^ADX_I.*.tar.gz$

• INT10 file mask regex: ^sm.xml$

• INT11 file mask regex: ^transaction.xml$

BlackRock Aladdin might deliver the following to your specified location in Drive:

• ADX_I.2024040100001.tar.gz containing:

  • sm.xml

  • transaction.xml

LUSID then does the following:

1. Unzip nugget (matches the archive file mask regex)

2. Process INT10 (matches sm.xml pattern)

3. Process INT11 (matches transaction.xml pattern)

Manual reruns

To reprocess a file:

1. Create a separate integration instance for reruns, setting the Source File Location to a Drive directory starting with /LUSID-.

2. Upload the file to your specified location.

Monitoring and troubleshooting integration runs

See how to monitor integrations and troubleshoot general issues.

Multiple securities in the Vendor data have all matched with the same instrument in LUSID.
Only one of them can be processed in a single operation, and this record has not been chosen to be processed into LUSID.

Appendix A: Further information on Aladdin interfaces

Appendix B: Instrument coverage

Currently, you can model the following Aladdin security types as LUSID instruments: