Function documentationArchiving DCS-Based Market Data with DCS_MD

 

Archiving object DCS_MD is used to read, write, and archive market data that is based on derivative contract specifications.

Technical Data

Maximum size of the archiving file: 100 MB

Tables: TBAT_PRICE_FWD, TBAT_PRICEQUOT_O, TBAT_PRICEQUOT_F

(Note: For information about how to display tables, see Tables and Archiving Objects.)

Check authorization object: No

Structure

The following programs are available:

Program (Technical Name)

Function

RTBA_PRICEQUOT_ARCHIVE_WRITE

Write

RTBA_PRICEQUOT_ARCHIVE_DELETE

Delete

RTBA_PRICEQUOT_ARCHIVE_READ

Read

Prerequisites

Before you can archive market data, you need to have defined a retention period.

You can define an individual Retention Period for the market data of each derivative contract specification (DCS). This is the period of time for which the DCS-based market data is kept in the database before being archived. You can find the Retention Period setting in Customizing under Start of the navigation path Treasury and Risk Management Next navigation step Basic Functions Next navigation step Market Data Management Next navigation step Master Data Next navigation step Market Data Based on Derivative Contract Specifications Next navigation step Derivative Contract Specifications Next navigation step Specify Derivative Contract Specifications End of the navigation path (or you can use transaction FDCS01).

Activities

To create archive files, proceed as follows:

  1. In the area menu, navigate to Start of the navigation path Treasury and Risk Management Next navigation step Financial Risk Management for Commodities Next navigation step Utilities Next navigation step Archiving End of the navigation path, and call transaction DCS-Based Market Data (FDCS_MD_ARCH). The Archive Administration: Initial Screen appears (transaction SARA). Archiving object DCS_MD is displayed under Object Name.

  2. Choose Write.

    If archiving has already been performed for this archiving object, and there are still archive files from this archiving session that have not yet been processed by the respective deletion program, a corresponding message is displayed. If the variant that you have selected is already being used in other jobs, you can choose the Jobs with Selected Variant pushbutton to display the variant and delete it if necessary.

    Caution Caution

    Archiving data more than once can lead to problems. Hence some archiving objects require that no data is replicated in the archive, because this can lead to incorrect results (such as using archived data to produce totals). Make sure that the new write job that needs to be scheduled does not select any data that is contained in archive files that have not yet been processed by the deletion program. Make sure that no variants with overlapping selection values are used in parallel

    End of the caution.

  3. Use input help to select an existing variant, or choose Maintain to create a new one.

  4. Enter the start date and the spool parameters.

  5. To run the job, choose Execute.

    To determine how much storage space is available for the current object-specific archive directory before you start to archive, choose Archive Directory.

    You can find the logs of the jobs that have already run under Logs on the initial screen for archive administration.

After all archive files of a session have been written completely, the system event SAP_ARCHIVING_WRITE_FINISHED is triggered by the ADK. In reaction to this event, subsequent processes (such as automated file storage) can be triggered by external tools.

The following additional functions are available to you and can be found in the menu under Goto:

More Information

Deleting Archived Data from the Database

Derivative Contract Specification

Archiving Raw Exposures and Exposure Positions