How do I import rebalance targets from a CSV file?

The Rebalance dashboard in the LUSID web app has an Import button that enables you to import rebalance targets directly from a CSV file. Each target is either mapped to an existing holding in your portfolio or, for instruments not currently held, added as a new row so you can subsequently generate orders to rebalance your portfolio as usual.

To import your rebalance targets, follow these steps:

Step 1: Prepare your CSV file

LUSID imports your rebalance targets from a CSV file, one target per row. You must ensure your CSV file contains the following columns for each row:

  • Optionally, the PortfolioScope for the instrument. If not specified, the PortfolioCode is used to match against existing data.

  • The PortfolioCode for the instrument.

  • Optionally, the InstrumentScope. If not specified, the value is set to default.

  • A unique instrument IdentifierType and Identifier value to match on, for example LusidInstrumentId, Figi, or any custom instrument identifier type from your LUSID instance.

  • Optionally, any sub-holding keys (SHK) and values to apply to the row. The column names must be of the form Shk_1 and ShkValue_1 , Shk_2 and ShkValue_2, and so on. The SHK must be in the format <domain>/<scope>/<code>.

  • One Instruction out of the following:

    • targetEndWeight

    • weightChange

    • targetEndExposure

    • exposureChange

    • targetQuantity

    • orderQuantity

  • A number Value for the chosen instruction.

For example:

PortfolioScope,PortfolioCode,InstrumentScope,IdentifierType,Identifier,Instruction,Value
Finbourne-Examples,EU,Finbourne-Examples,Figi,BBG000HTY3H5,targetEndWeight,5
Finbourne-Examples,EU,Finbourne-Examples,Figi,BBG001DNY7R0,weightChange,3
Finbourne-Examples,EU,Finbourne-Examples,Figi,BBG001S624Z4,targetQuantity,100
Finbourne-Examples,EU,Finbourne-Examples,Figi,BBG000C40HS9,targetEndExposure,100000

You can download the CSV file for the example above here:

targets
407 Byte

If you want to include SHKs in your targets, your CSV file might look like this:

PortfolioScope,PortfolioCode,InstrumentScope,IdentifierType,Identifier,Shk_1,ShkValue_1,Instruction,Value
Finbourne-Examples,EU,Finbourne-Examples,Figi,BBG000HTY3H5,Transactions/Finbourne-Examples/InvestmentStrategy,Growth,targetEndWeight,10
Finbourne-Examples,EU,Finbourne-Examples,Figi,BBG001DNY7R0,weightChange,Transactions/Finbourne-Examples/InvestmentStrategy,Income,2
targets-with-SHKs
377 Byte

Step 2: Import your targets

Once your is CSV file is prepared, you can select Import and upload your targets to the Rebalance dashboard.

You can check the Import Wizard preview of your data before going ahead with the import:

After selecting Import, LUSID populates the Rebalance dashboard with your targets:

  • For instruments in your CSV file which already exist in the portfolio or portfolio group, the relevant figures are adjusted.

  • Any new instruments (that is, instruments with no holdings - instruments must already be mastered in LUSID) are added to the dashboard and factored into the figures across the rows.

At this point you can choose to make further adjustments to your targets, such as setting a rebalance configuration across multiple rows, or manually inputting figures to particular cells.

When you’re ready, you can select Generate orders and have LUSID create the orders necessary to complete your portfolio or portfolio group rebalance:

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