Requesting Current Market Data (SAP Library - Market Risk Management (TR-MRM))

Requesting Current Market Data

Use

Current market data is requested using report RFTBDF07. The selected market data is obtained via the datafeed interface and written to a market data buffer.

Features

The R/3 master data table (Exchange rates, securities prices,etc.) is only updated with this report if an update is explicitly asked for in the selection. To do this, you must select Save market data in R/3 permanently, if defined in Customizing. The SAP R/3 System only updates market data if you set the Refresh indicator during Customizing. All others are updated in the market data buffer only.

You can generate an error log and/or a market data list as required.

Prerequisites

The link with the partner system/coupling program is working

Customizing settings are maintained in datafeed

At the start of the report, ensure that you have the following RFC authorizations:

Authorization object S_RFC with field attributes RFC-TYPE='FUGR', RFC_NAME='TBDF' and ACTVT=16 (Execute) and
Authorization object F_T_FBNAME for asynchronous calling up with field attributes ACTVT=01 (add or generate) and FNMA='TB_DATAFEED_RATE_R'.

These authorization objects are contained in the F_DTFEED_ALL profile.

To maintain the rates/prices in the operative SAP tables, you need the following authorization groups:

FC32 (Currencies)
FC16 (Interest rates)
TRZ (Indexes)
FC00 (Currency volatilities)
TRMK (Interest rate volatilities).

Features

Report RFTBDF07 generates an R/3 inquiry on one occasion that leads to a delivery of rates/prices.

If your external datafeed supports realtime rate/price provision, you can initialize a Real-time-rate/price provision with report RFTBDF14. In this case, the market data buffer and, if necessary, the R/3 master data table is updated then and several times via the external datafeed.

Activities

Choose Market data management ® Datafeed ® Market data ® Request current market data.

This takes you to the screen entitled Datafeed: Refresh Market Data and R/3 Tables.

Enter the data necessary for your selection.

Choose Program ® Execute.

The SAP R/3 System calls up the market data management basic list generated according to your selection criteria.

You can now select or flag the market data to view detailed information.

You can print out the list of market data via the menu path Market data ® Print.