Views:

LUSID's data model is designed to be flexible rather than constrain your data to our view of the world. We require you to model only a small set of real-world objects as entities. For example:

  • An instrument represents a real-world financial asset such as an equity, swap, option, bond, currency and more.
  • A transaction represents economic activity in a particular instrument, such as the purchase or sale of a quantity of an equity.
  • A portfolio represents a store of transactions and other economic activity affecting one or more instruments.
  • A holding represents your position in a particular instrument, automatically calculated by LUSID from the history of economic activity in a portfolio.

The full set of LUSID entities and their key characteristics are listed in the table below. You can extend the built-in set by creating custom entities.

Note the following:

  • Transactions and holdings are stored in portfolios, so some of their characteristics are determined by the 'parent' transaction portfolio.
  • A scoped entity is one that exists in a logical data partition known as a scope. You can use scopes for numerous purposes, including setting access control permissions to determine who can see or change the entity.
  • An identifier is a set of attributes that combine to identify an entity in some way.
  • Most entities have a single identifier whose value therefore uniquely identifies that entity. Some entities can have multiple identifiers, in which case the entity can be addressed using any of its identifiers, though note an identifier value may be shared between multiple entities.
  • A scoped identifier is an identifier that can itself be scoped (separately to the 'parent' entity).
  • A property is perpetual if its value is not expected to change (a person's date of birth) or time-variant if it is (a person's address).
  • A derived property has a value that is not hard-coded but rather calculated on demand by a mathematical or similar operation.

There's also a related table summarising access control support for entities here.

 IdentifiersCRUD operationsUser-defined properties
Entity typeScoped entity?Identified byMultiple identifiers?Scoped identifiers?CreateGetListUpdateDeleteProperty domainPerpetual multi-value properties?Perpetual properties?Time-variant multi-value properties?Time-variant properties?Derived properties?
AllocationTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEAllocationTRUETRUETRUETRUETRUE
BlockTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEBlockTRUETRUETRUETRUETRUE
CalendarTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUECalendarTRUETRUETRUETRUETRUE
Cds Flow ConventionTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEN/AN/AN/AN/AN/AN/A
Configuration RecipeTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEConfigurationRecipeFALSEFALSEFALSEFALSEFALSE
Corporate Action SourceTRUEScope/CodeFALSEFALSETRUEFALSETRUEFALSETRUEN/AN/AN/AN/AN/AN/A
Counterparty AgreementTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEN/AN/AN/AN/A N/AN/A
Credit Support AnnexTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEN/AN/AN/AN/AN/AN/A
Custom EntityFALSEIdentifiervalue/Identifierscope/
Identifiertype/Entitytype
TRUETRUETRUETRUETRUETRUETRUECustomEntityFALSETRUEFALSETRUETRUE
Custom Entity DefinitionFALSEEntitytypeFALSEFALSETRUETRUETRUEFALSEFALSEN/AN/AN/AN/AN/AN/A
Data TypeTRUEScope/CodeFALSEFALSETRUETRUETRUETRUEFALSEN/AN/AN/AN/AN/AN/A
Derived PortfolioTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEPortfolioTRUETRUETRUETRUETRUE
ExecutionTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEExecutionTRUETRUETRUETRUETRUE
Flow ConventionTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEN/AN/AN/AN/AN/AN/A
HoldingTRUE-Determined by transaction portfolio-FALSEFALSEFALSETRUETRUETRUETRUEHoldingTRUETRUEFALSEFALSETRUE
Index ConventionTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEN/AN/AN/A N/AN/AN/A
InstrumentTRUEIdentifiertype/Identifier/ScopeTRUEFALSETRUETRUETRUETRUETRUEInstrumentTRUETRUETRUETRUETRUE
Legal EntityFALSEIdtypescope/Idtypecode/CodeTRUETRUETRUETRUETRUETRUETRUELegalEntityTRUETRUETRUETRUETRUE
OrderTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEOrderTRUETRUETRUETRUETRUE
Order InstructionTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEOrderInstructionTRUETRUETRUETRUETRUE
PackageTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEPackageTRUETRUETRUETRUETRUE
ParticipationTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEParticipationTRUETRUETRUETRUETRUE
PersonFALSEIdtypescope/Idtypecode/CodeTRUETRUETRUETRUETRUETRUETRUEPersonTRUETRUETRUETRUETRUE
PlacementTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEPlacementTRUETRUETRUETRUETRUE
PortfolioTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEPortfolioTRUETRUETRUETRUETRUE
Portfolio GroupTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEPortfolioGroupTRUETRUETRUETRUETRUE
Property DefinitionTRUEDomain/Scope/CodeFALSEFALSETRUETRUEFALSETRUETRUEN/AN/AN/AN/AN/AN/A
QuoteTRUEScope/QuoteSeriesIdFALSEFALSETRUETRUETRUETRUETRUEN/AN/AN/AN/AN/AN/A
Reference PortfolioTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEPortfolioTRUETRUETRUETRUETRUE
Relationship DefinitionTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEN/AN/AN/AN/AN/AN/A
TransactionTRUE-Determined by transaction portfolio-FALSEFALSETRUETRUETRUETRUETRUETransactionFALSETRUEFALSEFALSETRUE
Transaction PortfolioTRUEScope/CodeFALSEFALSETRUETRUETRUETRUETRUEPortfolioTRUETRUETRUETRUETRUE