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Risk, limits and control Portfolio analytics Data and automation
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Overview Asset managers Wealth managers and advisors Pension funds Insurance companies Banks and treasuries Endowments and foundations
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Data sources

Extractors, the securities database and how TrackRecords connects market-data vendors, including on-premises sources

Cloud editions of TrackRecords already include reference and market data. You do not have to connect a separate market-data vendor to start portfolio accounting, performance, ratings, limits and risk.

Extractors and the securities database

TrackRecords is built around a structured securities database: issuers, instruments, identifiers, classifications, cash-flow calendars, ratings, exchange prices, FX and curves. Positions in the terminal and in the API are matched to that database (typically by ISIN or another instrument code), then enriched for valuation, risk, ratings and performance.

Data is loaded by Extractors, the TrackRecords ingestion layer. Extractors map vendor feeds onto the same schema, so analytics always read one consistent model rather than the raw layout of each provider. That is what lets the platform attach different market-data sources without rewriting the rest of the stack.

Typical objects in the database:

  • Issuers, exchanges, countries, sectors and indexes
  • Bonds, equities and other listed instruments, with identifiers and classifications
  • Coupon and redemption calendars (including floaters)
  • Credit ratings from several agencies
  • Exchange prices and trading results
  • FX, rates and curves used in valuation and scenarios

For portfolios, yield, duration, DV01, z-spread and beta are calculated in TrackRecords from cash flows and settings; see YTM, duration, DV01, z-spread and beta. That is the book used in holdings, risk, limits and the API.

On the instrument reference, the same database can also keep official yield, duration and similar series from exchanges or vendors, so you can plot published history next to the calculated figures.

Aggregated ratings and floater/linker scenarios are computed in the platform: Aggregated credit rating, Floaters and inflation-linked bonds.

Connecting sources, including on-premises

Because Extractors write into one securities model, a book can run on the included cloud feed or on sources the client already licenses.

For on-premises deployments we connect your data sources through TrackRecords connectors, map them onto the same database, and schedule automatic updates. Typical patterns:

  • A vendor API or file drop already used by the organisation
  • Exchange or custodian feeds
  • Internal reference files that must stay inside the client perimeter

The same schedule can refresh prices, reference data and ratings so the terminal, limits, reports and API stay on one snapshot. Use Contact to discuss which sources to attach and how often they should load.