Lusid.Portfolio.Constituent

  • Published on Aug 21, 2024

Type

Read/write

Author

Availability

Data provider

Read

Finbourne

Provided with LUSID

Providing you have sufficient access control permissions, the Lusid.Portfolio.Constituent provider enables you to write a Luminesce SQL query that retrieves constituents from one or more LUSID reference portfolios.

Note: By default, Lusid.Portfolio.Constituent cannot retrieve reference holding properties. To do this, you must first configure Lusid.Portfolio.Constituent to 'inline' properties. See how to do this.

See also: Lusid.Portfolio.Constituent.Writer

select * from Lusid.Portfolio.Constituent where <filter-expression>;
SQL

Lusid.Portfolio.Constituent has parameters that enable you to filter or refine a query.

To list available parameters, their data types, default values, and an explanation for each, run the following query using a suitable tool:

select FieldName, DataType, ParamDefaultValue, Description from Sys.Field where TableName = 'Lusid.Portfolio.Constituent' and FieldType = 'Parameter';
SQL

By default, Lusid.Portfolio.Constituent returns a table of data populated with particular fields (columns). You can return a subset of these fields.

To list fields available to return, their data types, whether fields are considered 'main', and an explanation for each, run the following query using a suitable tool:

select FieldName, DataType, IsMain, IsPrimaryKey, SampleValues, Description from Sys.Field where TableName = 'Lusid.Portfolio.Constituent' and FieldType = 'Column';
SQL

Note: Fields marked 'main' are returned by queries that start select ^ from Lusid.Portfolio.Constituent...

Note: For more example Luminesce SQL queries, visit our Github repo.

select * from Lusid.Portfolio.Constituent;
SQL
select * from Lusid.Portfolio.Constituent where PortfolioScope = 'Finbourne-Examples' and PortfolioCode = 'FTSE100';
SQL
select * from Lusid.Portfolio.Constituent where EffectiveAt = #2022-03-02# and FloatingWeight > Weight;
SQL

It's typically useful to join to the Lusid.Instrument provider in order to retrieve the friendly name of underlying instruments. Note that since both providers have a DisplayName field, only that of Lusid.Instrument is returned in order to avoid a duplicate column clash:

select 
    c.^, 
    i.DisplayName 
from Lusid.Portfolio.Constituent c
    left outer join Lusid.Instrument i
    on c.LusidInstrumentId = i.LusidInstrumentId;
SQL