Datamart fun

Datamart is a great tool in Murex but it also quite confusing as to how to use it and make the most out of it. As always, your Murex consulting team is the best source of advice.

The process to produce reports is usually the following:

  1. Define Simulation view with the data you want to retrieve
  2. Define a Dynamic table based on that Simulation view (note that you could base a dynamic table directly on TRNRP_PL or TRNRP_CS for instance)
  3. Define a feeder on that dynamic table  (this will store the results into the reporting DB)
  4. Then use an extraction to retrieve the data from the reporting DB into a viewer.

The feeder can also source data from Murex tables or from other reporting tables. You’ll just have to build a map of the data you need and how to best access it. The feeders with SQL can retrieve data from different tables.

The advantage of using the simulation view as the source is that you can easily add fields and in a way do some WYSIWYG (what you see is what you get).

Now when designing reports, it is important to decide how frequently you would need to run the reports. For instance, if your feeders call upon other reporting tables, these ones won’t be refreshed. So re-running the reports on request is probably not always possible. Again it depends on your setup. If you’re simply sourcing from a dynamic table then it won’t apply to your case, but again each reporting setup is different.

Now one of the best feature of the reporting in Murex is the job recovery. If some of your report generation fail, from the job recovery you can re-run the report on the failed subset.
It might take many iterations but in the end you will end up with the failed trades. You can then exclude the failed trades or investigate them.

It can be used as a great tool to test if the EOD will run ok and zero on the trades that might cause issue.

Then of course, once you have your datamart¬†running and all is good, what you need to build is the proper view/layout but that’s a different lesson.

What about you? Any good tip to share?

6 thoughts on “Datamart fun”

  1. Hi, I am running a particular simulation (over a specific set of portfolios) on detailed mode on a daily basis, after which, I would choose a specific user defined viewer and manually export the data out. Is there a specific way to automate this process?

    Also, is there a way to replicate my simulation and its corresponding view, the way it reflects on the simulation viewer in the form of a dynamic table?

    Thank you very much!

    1. Hi,

      Any simulation view can be built into a dynamic table (choose type Simulation view in your dynamic table definition) and you can then integrate them as any report: they can generate automatically during EOD or any other time.
      The only limitation is that you need to have the viewers trade based (trade number should be part of the breakdown) and you should avoid column breakdown (use instead multiple time the same output with output filters or do put everything as horizontal breakdown (for example Option maturity and Instrument maturity) and you can re-arrange the results easily in Excel pivot tables. (or open the report results in the Murex viewer and then re-arrange there)

      1. Thank you! I learnt plenty from reading your blog.

        I usually change the currency of a certain column from native to a specific currency in the simulation viewer. Is there anyway I can incorporate this into the dynamic table, or do I have to manually convert the currency after I export the results from the dynamic tables.

        Could you be a little more specific on the part about integrating them into reports. Would an end user be allowed to specify his own reports to be generated?

        1. If you force a column to be in a specific currency, it will be exported in the dynamic table as a specific currency also.

          I usually would not let an end user create their own dynamic tables: except if they know what they are doing it is messy and hard to support. But when you create your dynamic table, you simply choose Simulation viewer as the dynamic table type and can then choose the simulation view you want to use. The list of fields is then the fields you have selected in your viewer.
          You can then test out your dynamic table to show that you have the data you want.
          If ok, then you create a datamart table based on that dynamic table. Put that table in a feeder (and then the feeder in a batch of feeders if necessary) and you are all set to generate your viewer results into a DM table.

  2. Hi Manu,

    I am trying to create a simulation view. When i try to add fields to the view, my data vanish. if i remove the field which was reason for disappear of data, i still don’t see it. Also there are lot of simulation types like portofolio based, predefined, user defined. Which should i select. Also sometime if the data is visible in the simulation, it is not visible via dyn table. Same fields are available in different placess in data dictionary, how to select the right one. also any rule on wht should be in breakdown and wht should be in output, i end up adding lot in breakdown.

    1. Hi Santosh,
      Unfortunately, defining a new view is a lot of trials and errors. Yes, some fields will not work from the wrong spot.
      So your best bet is to go quite crazy with fields that you are taking, just drag and drop till you get the right information.

      It is sometimes easier (expecially at the beginning) to start from an existing MXPress view and customize it from there. Don’t forget to check out the errors on the top right corner as you might have formulas and fields linked to each other (this is especially true when you try but cannot delete some existing fields from the view).

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