Data providerReadFinbourneProvided with LUSID

The Lusid.Instrument.Property provider enables you to write a Luminesce SQL query that retrieves properties for instruments mastered in LUSID.

Note: The LUSID user running the query must have sufficient access control permissions to both use the provider and read instrument and property data stored in LUSID. This should automatically be the case if you are the domain owner.

Note that, by default, the core Lusid.Instrument provider does not retrieve properties. You can use Lusid.Instrument.Property to do so in conjunction with any other provider (including Lusid.Instrument) to analyse all the data associated with instruments.

See also: Lusid.Portfolio.Holding.Property, Lusid.Portfolio.Txn.Property

Basic usage

select * from Lusid.Instrument.Property where <instrument-or-property>;

You must specify either:

  • The InstrumentIdType and InstrumentId fields to identify a particular instrument whose properties to return.
  • The PropertyScope and PropertyCode fields to identify a particular property whose instruments to return.

Note if you do not specify the InstrumentScope field, only instruments in the built-in default instrument scope are returned.

Query parameters

Lusid.Instrument.Property 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.Instrument.Property' and FieldType = 'Parameter';

Data fields

By default, Lusid.Instrument.Property returns a table of data populated with particular fields (columns). You can return just a subset of these fields if you wish.

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.Instrument.Property' and FieldType = 'Column';

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


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

Example 1: Retrieve all the properties decorated onto a particular instrument

You must specify both InstrumentIdType and InstrumentId to identify a particular instrument:

select * from Lusid.Instrument.Property where InstrumentIdType = 'LusidInstrumentId' and InstrumentId = 'LUID_6OHFNCI7';

Example 2: Retrieve instruments that have a particular property

You must specify both PropertyScope and PropertyCode to identify a particular instrument property:

select * from Lusid.Instrument.Property where PropertyScope = 'IBORUserJourney' and PropertyCode = 'Coupon' and Value > 50;

Example 3: Retrieve properties for all the instruments in a custom instrument scope

You must specify InstrumentScope if an instrument is not in the built-in default instrument scope.: 

select * from Lusid.Instrument.Property 
  where InstrumentScope = 'my-secret-scope' 
  and InstrumentIdType = 'LusidInstrumentId' 
  and InstrumentId in (select LusidInstrumentId from Lusid.Instrument where Scope = 'my-secret-scope');

Example 4: Decorate particular instrument properties onto holdings

You can join Lusid.Instrument.Property to an entity provider such as Lusid.Portfolio.Holding to decorate holdings with particular instrument properties:

   pC.Value as Coupon,
   pI.Value as Industry
   lusid.portfolio.holding h
   left outer join Lusid.Instrument.Property pC
      on pC.InstrumentIdType = 'LusidInstrumentId'
      and pC.InstrumentId = h.LusidInstrumentId
      and pC.PropertyCode = 'Coupon'
   left outer join Lusid.Instrument.Property pI
      on pI.InstrumentIdType = 'LusidInstrumentId'
      and pI.InstrumentId = h.LusidInstrumentId
      and pI.PropertyCode = 'Industry'
   h.PortfolioScope = 'Finbourne-Examples'