Files
Work/ClassGen/historic.txt
2024-08-07 09:12:07 -04:00

103 lines
2.4 KiB
Plaintext

trade_date smalldatetime 4 0
trade_date_txt varchar 10 1
portfolio varchar 30 0
sub_portfolio varchar 30 0
ticker varchar 25 0
ticker_desc varchar 60 1
uticker varchar 25 0
instrument varchar 3 0
contract_size decimal 9 1
hedge_index varchar 4 1
hedge_sector varchar 4 1
area varchar 6 1
area_sector varchar 6 1
y_close decimal 9 1
uticker_close decimal 9 1
y_uticker_close decimal 9 1
delta decimal 9 1
y_delta decimal 9 1
hedge_beta decimal 5 1
area_beta decimal 5 1
sector_beta decimal 5 1
group_beta decimal 5 1
qty decimal 9 0
y_qty decimal 9 0
qty_change decimal 9 1
hedge_close decimal 9 1
hedge_perc decimal 9 1
area_close decimal 9 1
area_perc decimal 9 1
sector_close decimal 9 1
sector_perc decimal 9 1
mkt_value decimal 13 1
y_mkt_value decimal 13 1
exposure decimal 13 1
y_exposure decimal 13 1
hb_exposure decimal 13 1
y_hb_exposure decimal 13 1
ab_exposure decimal 13 1
y_ab_exposure decimal 13 1
sb_exposure decimal 13 1
y_sb_exposure decimal 13 1
pnl decimal 13 1
pnl_perc decimal 13 1
price_change decimal 13 1
price_change_perc decimal 13 1
price_change_amt decimal 13 1
sector_alpha_perc decimal 13 1
group_alpha_perc decimal 13 1
area_alpha_perc decimal 13 1
hedge_alpha_perc decimal 13 1
area_pnl_amt decimal 13 1
sector_pnl_amt decimal 13 1
sector_alpha_amt decimal 13 1
group_alpha_amt decimal 13 1
area_alpha_amt decimal 13 1
hedge_alpha_amt decimal 13 1
ab_return_amt decimal 13 1
ab_return_perc decimal 13 1
alt_index_return_perc decimal 13 1
alt_index_return_amt decimal 13 1
index_beta_adj_perc decimal 13 1
index_beta_adj_amt decimal 13 1
intraday_perc decimal 13 1
intraday_amt decimal 13 1
optionality_perc decimal 13 1
optionality_amt decimal 13 1
currency varchar 5 1
base_close decimal 9 1
y_base_close decimal 9 1
fx_perc decimal 9 1
fx_amt decimal 9 1
fx_rate decimal 9 1
y_fx_rate decimal 9 1
exposure_view varchar 5 1
market_view varchar 5 0
call_put varchar 4 1
days_expire int 4 1
strike_price decimal 9 1
associate nvarchar 30 1
ipo bit 1 1
ratio decimal 9 1
exported bit 1 0
source varchar 10 1
vwap decimal 13 1
vwap_pnl decimal 13 1
adh decimal 13 1
aac decimal 13 1
azap decimal 13 1
go_around smalldatetime 4 1
alpha_go_around decimal 13 1
alpha_real decimal 13 1
alpha_unreal decimal 13 1
pnl_real decimal 13 1
pnl_unreal decimal 13 1
cash_flow decimal 13 1
beta_cash_flow decimal 13 1
last_trade_date smalldatetime 4 1
last_trade_qty decimal 9 1
enterprise_value decimal 13 1
mkt_cap decimal 13 1
wgt_ave decimal 9 1
volume decimal 13 1
RowID bigint 8 0