Quantifi

FINBOURNE’s integration with Quantifi lets you bring your trade data from across credit, rates, FX, and commodities markets straight into LUSID.

Prerequisites
Before getting started, ensure you have:
An active commercial agreement with Quantifi
Quantifi Trades and TradeCashflows files delivered to the relevant location (SFTP or LUSID Drive)
Contacted your FINBOURNE representative to enable the integration in your LUSID domain

Supported data types and methods

LUSID can ingest the following from Quantifi:

Trades files to create transactions and master new instruments where they do not already exist
TradeCashflows files to update the cashflows on transactions you’ve previously loaded

Once configured, LUSID picks up and processes new files as they arrive in Drive.

Currently, the integration supports the following trade types:

ABS (ComplexBond)
Bond
Bond Future
CdsIndex
CreditDefaultSwap
Equity Future
Fee
FixedToFloatBond
FxForward
FxFuture
FxSpot
FxSwap
RateFuture
RateOption (InterestRateSwaption)
Repo
Stock
StockOption
Swap
TotalReturnSwap

The integration can currently master the following instrument types:

Instruments of other types must already exist in LUSID.

Setting up the integration

Step 1: Create an integration instance

An integration instance is a configuration of data points to import from Quantifi.

Navigate to Integrations > Dashboard.
Select Create instance and choose Quantifi.
Specify the following:
- Name: A friendly name for this integration instance
- Description: A detailed description of the instance
Click Edit imported properties > Add properties and choose which Quantifi data fields you want to import as properties on the resulting transactions or instruments.
Note
- To import Tags on Trades (and Products nested within a Trade), select the Tags property in the Add properties screen. This imports the full Tags object as a property on transactions and instruments (where relevant), alongside the individual tag values.
- You can select the View imported fields button and inspect the Source Fields and Transformation Description columns to see how LUSID maps Quantifi data onto LUSID entities.
Specify the following in the Integration settings tab:
- Source file location: The path in Drive, starting with /sftp or /LUSID-, where Quantifi will deliver your files
- Local time zone identifier: Used alongside Local Cut Time to attach a time to date fields
- Quantifi file selections:
  - Quantifi file type: Trades or TradeCashflows
  - File mask regex: A regex pattern to identify which file name to process, for example ^Trades_LUSID_.*\.xml$ (^ = starts with, $ = ends with)
  - Local cut time: Used alongside Local time zone identifier to attach a time to date fields
- Round applicable values?: Optionally, select Yes to apply midpoint rounding to applicable fields and specify the number of decimal places to round to
Select the Enable integration checkbox in the Execution settings tab.
Click Save to create the integration instance.

Step 2: Configure the portfolios to import data for

Follow these steps to add the following properties to each transaction portfolio that should receive Quantifi data.

Property key	Value	Description
`Portfolio/LUSIDConfig-Quantifi/IsIncluded`	`true`	Enables Quantifi data retrieval for the portfolio
`Portfolio/LUSIDConfig-Quantifi/LinkedCode`	`BookingEntity.LegalEntity.Name` from the Quantifi file	Links the LUSID portfolio to a Quantifi trade’s booking entity
`Portfolio/LUSIDConfig-Quantifi/LoadTransactions`	`true` or `false`	Enables transactions data loading for the portfolio

Running the integration

The integration runs automatically each time a matching file arrives in the specified source path.

See how to run the integration manually.

Monitoring and troubleshooting integration runs

See how to monitor integrations and troubleshoot general issues.

Appendix: Quantifi file specifications

Portfolio code

The integration takes the portfolio code for a transaction from BookingEntity.LegalEntity.Name, which you can specify in the LinkedCode property to link trades to a LUSID portfolio:

Unique instrument ID

The unique identifier for an instrument in the Quantifi Trades file is the Name field nested inside the Product element. LUSID maps this to the QuantifiInstrumentId identifier.

For example:

<FxForwardTrade>
    <Product>
        <FxForward>
            <Name>FxForward00123</Name>
        </FxForward>
    </Product>
</FxForwardTrade>

For the example above, LUSID uses the QuantifiInstrumentId value FxForward00123 to identify this instrument..

Trade ID

The TradeId field uniquely identifies Quantifi trade cashflows; LUSID uses this value to match each trade cashflow to an existing transaction previously loaded from a Trades file.