You can use the Lusid.* providers supplied by FINBOURNE to interact with investment data stored in LUSID itself.
Providing you have suitable access control permissions, you can:
- Retrieve entities such as portfolios, instruments and transactions from LUSID—and optionally also properties decorated onto those entities—for analysis.
- Calculate holdings, valuations and performance returns on demand. You can also access system information such as logs, scopes and property types.
- Write certain types of investment data back into LUSID. You must construct a valid table of data in your Luminesce query and use a special
toWriteparameter on the provider to actually write data to LUSID. The query returns a table indicating whether each record has been successfully upserted or not.
Instruments
See a list of all the supported instrument types. Not all have read/write providers yet.
Portfolios
| To interact with... | Read using the ... provider | Write using the ... provider |
| Portfolios of any kind | Lusid.Portfolio | Lusid.Portfolio.Writer |
| Input transactions added to a transaction portfolio | Lusid.Portfolio.Txn | Lusid.Portfolio.Txn.Writer |
| Instrument resolution for transactions and holdings | Lusid.Portfolio.ResolveInstrument | |
| Output transactions | Lusid.Portfolio.Txn.Output | |
| Constituents in a reference portfolio | Lusid.Portfolio.Constituent | Lusid.Portfolio.Constituent.Writer |
| Holdings in a transaction portfolio | Lusid.Portfolio.Holding | Lusid.Portfolio.Holding.Writer |
| All the portfolios in a portfolio group | Lusid.PortfolioGroup | Lusid.PortfolioGroup.Writer |
| Performance returns for portfolios | Lusid.Portfolio.Return | Lusid.Portfolio.Return.Writer |
| Aggregated performance returns | Lusid.Portfolio.AggregatedReturn | |
| Change history | Lusid.Portfolio.Change |
Corporate actions
| To interact with... | Read using the ... provider | Write using the ... provider |
| Corporate actions | Lusid.CorporateAction | Lusid.CorporateAction.Writer |
| Corporate action sources | Lusid.CorporateAction.Source | Lusid.CorporateAction.Source.Writer |
Market data
| To interact with... | Read using the ... provider | Write using the ... provider |
| Prices and spot rates in the LUSID Quote Store | Lusid.Instrument.Quote | Lusid.Instrument.Quote.Writer |
Valuation and reconciliation
| To interact with... | Read using the ... provider | Write using the ... provider |
| Valuation reports | Lusid.Portfolio.Valuation | |
| A2B reports (PnL) | Lusid.Portfolio.AtoB | |
| Bucketed cash flows | Lusid.Portfolio.BucketedCashFlow | |
| Cash ladders | Lusid.Portfolio.CashLadder | |
| Recipes | Lusid.Valuation.Recipe | |
| Metrics/queryable keys | Lusid.Portfolio.Valuation.Measure | |
| Manifests | Lusid.Logs.Valuations.Manifest | |
| Holding or valuation reconciliations | Lusid.Portfolio.Reconciliation.Generic |
Financial reports/fund accounting
Properties
You can either use the dedicated property providers below, or alternatively configure the entity providers in the tables above to first 'inline' properties and/or identifiers so you can then interact with them in the same way as entity data fields. Tips for using Luminesce to write properties.
| To interact with... | Read using the ... provider | Write using the ... provider |
| Properties on instruments, portfolios, portfolio groups, legal entities and person entities | Lusid.Property | Lusid.Property.Writer |
| Instrument properties (and market identifiers) | Lusid.Instrument.Property | Not currently available. Use Lusid.Property.Writer instead. |
| Holding properties | Lusid.Portfolio.Holding.Property | Not available. Use Lusid.Portfolio.Holding.Writer instead, having inlined properties first. |
| Transaction properties | Lusid.Portfolio.Txn.Property | Lusid.Portfolio.Txn.Property.Writer |
| Property types and derived property types | Lusid.Property.Definition | Lusid.Property.Definition.Writer |
Scopes, transaction types, cut labels and calendars
| To interact with... | Read using the ... provider | Write using the ... provider |
| Scopes | Lusid.Scope | |
| Transaction types | Lusid.TransactionType | |
| Sides | Lusid.TransactionType.SideDefinition | |
| Cut labels | Lusid.CutLabel | Lusid.CutLabel.Writer |
| Calendars | Lusid.Calendar | Lusid.Calendar.Writer |
| Dates in calendars | Lusid.Calendar.Date | Lusid.Calendar.Date.Writer |
Order management system (OMS)
People, legal entities and relationships
| To interact with... | Read using the ... provider | Write using the ... provider |
| Persons | Lusid.Person | Lusid.Person.Writer |
| Legal entities | Lusid.LegalEntity | Lusid.LegalEntity.Writer |
| Relationships | Lusid.Relationship | Lusid.Relationship.Writer |
| Relationship types | Lusid.Relationship.Definition | Lusid.Relationship.Definition.Writer |
Custom entities
By default, Luminesce knows nothing about your custom entities, so providers for them do not exist out-of-the-box. You must create a read/write provider pair for each type of custom entity you wish to interact with. Find out more about this.
| To interact with... | Read using the ... provider | Write using the ... provider |
| Custom entity types | Lusid.CustomEntity.Definition | Lusid.CustomEntity.Definition.Writer |
| Access metadata for custom entities | Lusid.CustomEntity.AccessMetadata | Lusid.CustomEntity.AccessMetadata.Writer |
Structured Result Store data
| To interact with... | Read using the ... provider | Write using the ... provider |
| Structured result store data | Lusid.UnitResult.StructuredResult | Lusid.UnitResult.StructuredResult.Writer |
| Atomised results (virtual documents) | Lusid.UnitResult.AtomisedResult |
Logs
| To interact with... | Read using the ... provider | Write using the ... provider |
| HTTP 5xx server error responses | Lusid.Logs.Error | |
| HTTP 4xx client error responses | Lusid.Logs.Failure | |
| Requests to any application in the FINBOURNE platform | Lusid.Logs.AppRequest | |
| Successful requests to LUSID only | Lusid.Logs.Request | |
| Request and response contents | Lusid.Logs.RequestResponse | |
| Access requests (policy and license-related failures) | Lusid.Logs.Metrics.Entitlement |