Market Data Management

You can transfer market data to the system in two ways:

Datafeed: You have an exchange information system such as Reuters or Dow Jones and a relevant external partner program installed on your system with which the datafeed can communicate. File interface: You can store your market data in SAP format and transfer this to the system using a report program. Make sure you use the correct file format.

There are 3 possible ways to do it:

1. Manual OB08 2. Importing from TBDM, TBDX 3. Implementing Market data feed

Importing from TBDM or TBDX Importing from TBDM works but you will still require obtaining a file with the currency rates. Which means the rates will have to be downloaded, changed to the file format that is required, then uploaded using TBDM. Depending on the frequency of exchange rate maintenance, it might be easier to use transaction TBEX. It is an upload via the excel spreadsheet that is provided in the Web Repository (TR_DATAFEED_EXCEL.XLS). This transaction is more user friendly then TBDM. However, if you are maintaining daily rates for multiple currencies, then the custom program to use TBDM might be the best option.

TBDM data import requires the file to have the following: 1. Format defined as per the record structure (if you press the blue button on TBDM page, it gives the definition required) 2. Edit the file in excel and save in .prn file 3. The file has to be in fixed length For example, 01NZD CAD M 16012012 0.8097 01 01

Procedure to Start Up the Datafeed

Procedure for start-up of datafeed Requirements This procedure describes the steps that must be carried out before you make your Customizing settings for SAP datafeed. It also covers who is responsible for these steps. The knowledge of the following people is required to set up the datafeed:

Customer: specifies his requirements. Datafeed provider: e.g. Dow Jones, Reuters. These supply the knowledge about the available data and the external interface program. SAP basis administrator: a person who knows how to install an SAP system or parts of it. This person must be able to install an SAP Standalone Gateway. This could be a customer employee or an external SAP consultant. SAP application administrator: A person who has Treasury- specific knowledge and can perform Customizing in the SAP system.

The following steps are carried out prior to or during datafeed Customizing. Note that the steps are partly based on one another. Step 1: Datafeed provider installs the datafeed (feed handling hardware, communications link). Step 2: Install the hard- and software of the datafeed provider. In this procedure, we are assuming that, as is normally the case, the software of the datafeed provider is installed on a separate computer. Step 3: Install SAP Treasury Management together with your SAP basis administrator. If you are reading this document in the system, this step has already been completed. Step 4: In SAP Treasury Management, make the Customizing settings that are relevant for market data and for the customer. In particular, this includes all master data for currencies, securities, indexes, reference interest rates, forwards, and volatilities. The prerequisites are described in more detail in the "Translation table" chapter in the datafeed IMG documentation. Important: You do not perform the Customizing for step 4 in the "Datafeed" section of the IMG. In this step, you only make Customizing settings in other areas in order to fulfill the prerequisites for datafeed. Step 4 can be carried out in parallel to steps 1 and 2. The market data range must be specified by the customer and/or SAP applications administrator. If the market data is to be fed into the system via datafeed, the availability of the market data must be discussed with the datafeed provider. Step 5: Make sure the TCP/IP-network link between the computer with the datafeed provider's software and the SAP system works and runs smoothly. This is the customer's responsibility.

Step 6: Install the interface program of the datafeed partner on the separate computer, and ensure it is ready for operation. Step 7: Install the Standalone SAP Gateway on the separate computer. This is the responsibility of the customer or the SAP Basis administrator. Note that this requires very specific knowledge! In some cases, you can do without the Standalone Gateway, but then settings must be carried out at operating system level. Ask your SAP administrator about this. In the following description, we assume that the Standalone Gateway has been installed. Step 8: Make the technical settings in datafeed Customizing. You should do this directly after steps 6 and 7. This involves customers, SAP basis administrators, and datafeed providers. Step 9 Maintain the translation table in datafeed Customizing. To do this, you must have completed step 4. The customer and the datafeed provider must agree upon the datafeed parameters in the translation table. Step 10:Make the Customizing settings for market data monitoring, variants and jobs in order to supply the SAP system with market data on a regular basis. Customers and/or SAP application administrators are responsible for this step. Once you have completed step 10, you can go live with your datafeed. Further notes Steps 1, 2, 6, and 7 are not necessary if you are connected to a WEB server. Ask your datafeed provider if he can deliver the data to you from his WEB server and if he is certified to do this. SAP provides both an RFC interface and a WEB interface and lets the datafeed providers decide how the data reaches the SAP system. Note that the web interface can deliver the market data only synchronously and thus on request of the SAP system.