L2 Run Book
Component:
Reference Data Import Workflow
Stream:
Phase 1 Murex Integration
Version:
0.1
12 October 2005
Transact Program
L2 Run Book
1 General Information
1.1
Contacts
Function
Name
Email
JPM Build contact for
Reference Data Import
Workflow
Steve Bowman
[email protected]
1.2
Document History
Version
Comments
Author
0.1
Initial draft
Steve Bowman
Reviewed By
Date
12 October
2005
Please note that this document is intended as an addendum to the Transact /Credit Murex L2 Run Book
that has already been signed-off for this component, which is already in production:
http://intraspectkm.jpmorganchase.com/gm/document-1.9.258617
In particular please refer to section 2.3.2.2 for the COSMOS Interface to Murex.
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2 Component Overview
2.1
Business details
The Reference Data Import workflow component is used to load reference data from COSMOS into
Murex in real time. Examples of data currently being loaded are: Bonds, Partys, Calendars,
Countries, Portfolios, Credit Indexes, and Rates Indexes etc.
It has been customized in order that certain reference and market data business objects support
timestamping. This is used to ensure that the Mx workflow does not act on old requests to update
existing business objects received from COSMOS, by checking this timestamp before inserting,
modifying, or deleting such data.
It has also been customized to catch and correct requests attempting to insert existing data or update
non-existing data.
2.2
Implementation details
The Reference Data Import component is implemented as an MxML Exchange workflow with custom
java tasks.
There are two entry points into the customized workflow:
MQ interface - reference data is sent to Murex by the COSMOS DIM via MxML messages placed
on MQ.
File interface messages to be processed are placed in the ImportFS task Received directory
see (5.2.2).
Successful processing results in the reference data being forwarded to the Trades repository.
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3 Operation
The Customised Reference Data Workflow is started and stopped using the Murex MxML Exchange.
To start and stop any flow sheet, it is necessary to login as a CONFIG user. For example, log in as user
MX_CONFIG with group MX_CONFIG.
Open the Murex MxML Exchange: Go to Infrastructure->Processing Center->Processing Templates.
JPM has only one Processing Center. Open this. Then expand the PostTrade->Exchange nodes on the
tree; double lick on the Task Config node.
To start/stop the workflow, right-click on the CustomizedReferenceData tab, and click Start Flow
Sheet/Stop Flow Sheet.
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4 Trouble shooting
4.1
Workflow Activity Monitor
The Murex Workflow Activity Monitor can be used to retrieve the following statistics:
number of incoming messages processed
number of entries awaiting processing
percentage of time by activity type
average processing time
memory usage
It can also be used to start and stop MxML Exchange flow sheets.
4.2
Logs
All logs are to be found in one of the two following files in the logs directory:
launcherxatasks.mxres.log from the timestamp task.
launchermxmlexchangeall.mxres.log from all other tasks.
4.3
Configuration
The design document and section (5) outlines the various configuration requirements.
This section gives some examples of workflow behaviour where mis-configuration may be the cause:
Task
Description
Import FS
Fail to detect reference data
file to import from directory.
Import FS
Reference data file
successfully imported from
directory, but file does not
appear in expected Processed
directory.
Reference data file import from
directory fails, but file with
error information does not
appear in expected Error
directory.
Failed to connect to MQ queue
on workflow startup.
Unable to connect to the
database in order to access
the REF_DATA_BO table.
Pure technical error
Import FS
Import JMS
Bo Id
Timestamp
Filter
12 October 2005
Possible reason
1. Received directory
incorrectly
configured.
2. File-scan
periodicity set to
high.
Processed directory
incorrectly configured.
Remedy
1. Correct the
Received directory in
Mx config see
(5.2.2).
2. Correct Seconds
between scans in Mx
config see (5.2.2).
Correct the Processed
directory in Mx config see
(5.2.2).
Error directory incorrectly
configured.
Correct the Error directory in
Mx config see (5.2.2).
MQ connectivity incorrectly
configured.
Database configuration
incorrect. For example:
Correct the MQ connectivity
in Mx config see (5.2.1).
Fix configuration inTBD
TBD
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generated.
Bo Id
Timestamp
Filter
EVS
TBD
Pure technical error
generated.
Failed to build XML document.
TBD
TBD
Timestamp format
incorrectly configured.
Correct the timestamp format
in Mx config see (5.2.7).
Transformation formula
incorrect. TBD
Configuration of EVS task
incorrect. See (???) for a
description of the
configuration of this task.
Repository setup.
TBD
TBD
similarly for other
tasks. TBD
4.4
Reference Data
This section gives some examples of workflow behaviour in situations where the input of errored data
may be the cause:
Description
TBD
12 October 2005
Possible reason
Error within reference data attempting to import.
For example: TBD
Remedy
TBD
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5 APPENDIX Definition and Configuration
5.1
Workflow
Start a Mx client and start a session, logging in as a config user, as MX_CONFIG for both username and
group for example.
Proceed to Infrastructure/Processing center, and double-click on processing templates:
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Double-click (or right-click->Open) on PCGLOBAL_P1 in the resulting window:
Then double-click on Post Trade/Exchange/Task Config in the resulting window:
Selecting the CustomizedReferenceData tab in the lower right-hand window will reveal the defined
workflow diagram:
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5.2
L2 Run Book
Tasks
Double-clicking on an individual task within the workflow diagram above will reveal the task configuration.
5.2.1
p1exg_RefData_ImportJMS
The main configuration items are:
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5.2.2
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p1exg_RefData_ImportFS
The main configuration items are:
In particular the configuration of the paths used by the workflow:
Received directory: The directory from which the ImportFS task will upload reference data MxML files for
processing.
Processed directory: The directory to which the ProcessedMsgDump task will download reference data
MxML files that have been successfully forwarded to the ImportMxML task for processing by the trade
repository component.
Error directory: The directory to which the ErrorMsgDump task will download reference data MxML files
that failed to be processed.
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5.2.3
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p1exg_RefData_JMSDump
The main configuration items are:
5.2.4
p1exg_RefData_EventFilter
The main configuration items are:
5.2.5
p1exg_RefData_RouteHandledReferenceData
The main configuration items are:
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5.2.6
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p1exg_RefData_ConvertEvent
The main configuration items are:
5.2.7
p1exg_RefData_BoIdTimestampFilter
The main configuration items are:
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5.2.8
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p1exg_RefData_ProcessedMsgDump
The main configuration items are:
5.2.9
p1exg_RefData_ErrorMsgDump
The main configuration items are:
Note that a data dictionary formula may be viewed or edited by clicking on the edit formula button to the
right of the formula name.
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5.3
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Data Dictionary Formulae
Selecting the Data Dictionary tab in the following window, and selecting View->Formula will result in a
view of all the data dictionary formulae involved in the workflow:
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