A system property is a built-in function belonging to a particular type of entity that can either be read-only or writable:
Category | Enables you to... | Example |
Read-only | Retrieve system information from LUSID that may not be available through other mechanisms. |
You can retrieve this system property for transactions in a derived portfolio and LUSID reveals the original portfolio in which each transaction is booked. |
Writable | Record data that LUSID can then use in valuation and other business operations. |
You can attach this system property to transactions with values that record exchange rates for those traded in a different currency, enabling LUSID to maintain the cost basis of the portfolio in the base currency |
You can interact with system properties in much the same way as the custom properties you create to extend the LUSID data model. System properties have a 3-stage key consisting of a domain, scope and code in exactly the same way, though note the underlying system property types are opaque.
The following types of entity have system properties:
Retrieving system properties for entities
To retrieve a system property, decorate it onto entities of the appropriate type when you retrieve the latter, in the same way as a custom property. For example, to decorate Transaction/default/SourcePortfolioId
onto transactions retrieved from one of the LUSID demonstration portfolios:
curl -X GET "https://<your-domain>.lusid.com/api/api/transactionportfolios/Finbourne-Examples/UK-Equities/transactions?propertyKeys=Transaction%2Fdefault%2FSourcePortfolioId"
-H "Authorization: Bearer <your-API-access-token>"
Note: FINBOURNE reserves the right to change the underlying format and data type of system properties, so retrievals at different times may yield different results.
Attaching writable system properties to entities
To attach a writable system property, enter the property key and a value when you upsert an entity of the appropriate type, in the same way as a custom property. For example, to use Transaction/default/TradeToPortfolioRate
to record the USD/GBP rate for a USD transaction in one of the GBP-denominated demonstration portfolios:
curl -X POST "https://<your-domain>.lusid.com/api/api/transactionportfolios/Finbourne-Examples/Global-Equity/transactions"
-H "Authorization: Bearer <your-API-access-token>"
-H "Content-Type: application/json-patch+json"
-d '[{
"transactionId": "01",
"type": "Buy",
"instrumentIdentifiers": {
"instrument/default/Figi": "BBG000C6K6G9"
},
"transactionCurrency": "USD",
"properties": {
"Transaction/default/TradeToPortfolioRate": {
"key": "Transaction/default/TradeToPortfolioRate",
"value": {
"metricValue": {
"value": 0.73,
"unit": ""
}
}
}
},
...
}
]'
Transaction system properties
Note you can only use transaction system properties with transactions (not other types of entity).
System property key | Writable? | Data type | Explanation | ||||||||||||||||
| YES | Number | Stores the bond interest bought or sold when buying or selling fixed income instruments. | ||||||||||||||||
| YES | Number | Stores the exchange rate between the transaction currency and the portfolio base currency. | ||||||||||||||||
| YES | Number | Stores the gross consideration, which is the total consideration plus any fees. | ||||||||||||||||
| YES | String | Overrides the transaction date when creating a new tax lot. This is mainly used for 'transfer'-type transactions; that is, the transfer is recorded with a transaction date of ‘today’ but it's an investment you've held for ten years, and you want to preserve the 'days held'. | ||||||||||||||||
| YES | String | As above, but for the settlement date. | ||||||||||||||||
| YES | String | Overrides the default accounting method (set either on the portfolio, or the transaction type). Available values are | ||||||||||||||||
| YES | String | Set the value to | ||||||||||||||||
| YES | String | Set the value to | ||||||||||||||||
| YES | Number | Stores the notional amount of a buy or sell transaction in a future or CFD instrument. | ||||||||||||||||
| NO | String | For a transaction in a portfolio group, retrieves the code of the portfolio in which it is booked. | ||||||||||||||||
| NO | String | As above, but retrieves the portfolio scope. | ||||||||||||||||
| NO | String | For a transaction in a derived transaction portfolio, retrieves the code of the original portfolio in which it is booked. | ||||||||||||||||
| NO | String | As above, but retrieves the portfolio scope. | ||||||||||||||||
| NO | String | For a transaction booked with a transaction type that is aliased to a source, retrieves the original transaction type. For example, transactions from SourceA might have a BUY transaction type, those from SourceB have an ACHETER type, and both are aliased to a PURCHASE type that is set as the default source:
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| NO | Number | For a transaction booked with a transaction type that itself has a movement with a ‘security’ side (that is, concerned with instruments and units), retrieves the current holding. For example:
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| NO | String |
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| NO | String |
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| NO | String |
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| NO | String |
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| NO | String | Retrieves the tax rule in a tax rule set that LUSID applied to an activity such as a corporate action based on matching property values. More information. |
Transaction type system properties
Note you can only use transaction type system properties with transaction types (not other types of entity).
System property key | Writable? | Data type | Explanation | ||||||||||||||
On the transaction type itself | |||||||||||||||||
| YES | String | Override the cash flow type associated with a particular transaction type. By default, LUSID's cashflow generation tool (the GetUpsertablePortfolioCashFlows API) generates a set of upsertable transactions with the built-in If you would prefer LUSID to assign a different transaction type to a particular upsertable transaction based on the cash flow type emitted by the underlying instrument, apply this property to that transaction type and give it one of the following cash flow type values:
For example, an interest rate swap transaction emits a cash flow type of
For an example, see the life cycle section of this Jupyter Notebook. | ||||||||||||||
| YES | String | Set the value to This is typically useful where transactions represent a single coupon or dividend payment but investments are held in multiple strategies. Note you can override this for an individual transaction. For an example, see this Jupyter Notebook. | ||||||||||||||
| YES | String | Set the value to By default, LUSID applies the built-in For example, you may want to override | ||||||||||||||
On a movement within the transaction type | |||||||||||||||||
| YES | String | Override the default accounting method (set on the portfolio) for all transactions of a particular transaction type. Available values are |
Holding system properties
System property key | Writable? | Data type | Explanation |
| NO | DateTime | Retrieves the date on which a set of assets was purchased. |
| NO | Decimal | Retrieves the price paid in the portfolio currency for the set of assets purchased. |
| NO | String | Retrieves a unique identifier for the set of assets purchased. |
| NO | String | For a holding in a portfolio group, retrieves the code of the portfolio to which it belongs. |
| NO | String | As above, but retrieves the portfolio scope. |
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Portfolio system properties
Note you can only use portfolio system properties with portfolios (not other types of entity).
System property key | Writable? | Data type | Explanation |
| YES | Number | Store fees for LUSID to use when calculating aggregated returns. |
| YES | Number | Store adjustments for LUSID to use when calculating aggregated returns. |
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| YES | Number | Store adjustments for constituents in a benchmark for LUSID to use when calculating aggregated returns. |
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Instrument system properties
Note you can use instrument system properties with transactions and holdings as well as instruments.
System property key | Writable? | Data type | Explanation |
| NO | String | Retrieves the display name of the instrument. |
| NO | String | Retrieves the scope in which the instrument is mastered. |
| NO | String | Retrieves the Bloomberg exchange code. |
| NO | String | Retrieves the automatically-generated LUID identifier. |
| NO | String | Retrieves the ClientInternal market identifier. |
| NO | String | Retrieves the market identifier code for the exchange. |
| NO | String | Retrieves the ISO 4217 currency code. |
| NO | String | Retrieves the Isin market identifier. |
| NO | String | Retrieves the Cusip market identifier. |
| NO | String | Retrieves the Sedol market identifier. |
| NO | String | Retrieves the RIC market identifier. |
| NO | String | Retrieves the Ticker market identifier. |
| NO | String | Retrieves the CompositeFigi market identifier. |
| NO | String | Retrieves the ShareClassFigi market identifier. |
| NO | String | Retrieves the Figi market identifier. |
| NO | String | Retrieves the Wertpapier market identifier. |
| NO | String | Retrieves the QuotePermId market identifier. |
| NO | String | Retrieves the EdiKey market identifier. |
| NO | String |
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| NO | String |
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Legal entity system properties
Note you can only use legal entity system properties with legal entities (not other types of entity).
System property key | Writable? | Data type | Explanation |
| YES | String | Store the Legal Entity Identifier, a 20-character alpha-numeric code based on the ISO 17442 standard. See gleif.org for further information. |