SAP DATAFEED Interface SAP Treasury SAP AG: Version 2.0 28.07.1997 Dr. Andreas Gebauer, Silvia Gruben

SAP DATAFEED Interface
AG
Version 2.0 28.07.1997

July 1997
SAP Treasury
SAP
Dr. Andreas Gebauer, Silvia Gruben

1
SAP AG
Treasury
SAP
Copyright
Copyright 1997 S A P AG. All rights reserved.
Neither this document nor any part of it may be copied or reproduced in any form or by any
means, or translated into another language, without the prior consent of SAP AG.
SAP AG makes no warranties or representations with respect to the content hereof and
specifically disclaims any implied warranties of merchantability or fitness for any particular
purpose. SAP AG assumes no responsibility for any errors that may appear in this document.
The information contained in this document is subject to change without notice. SAP AG
reserves the right to make any such changes without obligation to notify any person of such
revision or changes. SAP AG makes no commitment to keep the information contained herein
up to date.
SAP is a registered trademark of SAP AG.
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Contents
1. General Information ........................................................................................................... 4
1.1 General Requirements ..................................................................................................... 4
1.2 Functions.......................................................................................................................... 4
1.3 Technology....................................................................................................................... 4
1.4 Partner Concept ............................................................................................................... 5
1.5 Certification Requirements .............................................................................................. 5
2. Overall System Architecture .............................................................................................. 6
2.1 Overview ........................................................................................................................... 6
2.2 Application Scenario 1..................................................................................................... 6
3. Additional Functions of the Datafeed Interface................................................................ 9
3.1 Overview ........................................................................................................................... 9
3.2 Market Data/Error Buffer .................................................................................................. 9
3.3 Translation Table Settings............................................................................................. 10
3.4 User Log ......................................................................................................................... 11
3.4.1 Display ..................................................................................................................... 11
3.4.2 User Log Archive ...................................................................................................... 11
3.5 File Interface ................................................................................................................... 12
4. Technical Description of Transfer Structures ................................................................ 12
4.1 Structure of the Table for Requesting Market Data...................................................... 12
4.2 Structure of the Table for Delivering Market Data ........................................................ 13
4.3 Calling up External Functions from the SAP R/3 System ............................................ 14
4.4 Calling up SAP R/3 Functions from External Systems (Transactional RFC) .............. 15
5. Error Processing .............................................................................................................. 16
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1. General Information
1.1 General Requirements
As part of its R/3 client/server software solution, SAP has developed an application for the
treasury area (SAP R/3 TR).
The applications main task is to manage treasury transactions. Besides position management,
this includes monitoring and valuing positions on an ongoing basis.
To help the user work more efficiently, SAP R/3 TR supports an interface that allows the user
to transfer the market data required for valuation into the SAP System automatically.
This interface is called a datafeed interface. SAP aims to make it an open, universal interface,
via which every provider of datafeed platform systems can export market data into the SAP
R/3 TR System.
This document describes how external datafeed programs must be configured to allow them to
transfer market data to the SAP R/3 TR System.
The datafeed interface was first made available to all customers with SAP R/3 TR Release
3.0D.
1.2 Functions
In SAP R/3 TR Release 4.0A, the datafeed interface supports the following transfer functions:
Transfer of exchange rates
Transfer of security price information (stocks, bonds)
Transfer of reference interest rates (e.g. LIBOR, FIBOR)
Transfer of index values
Transfer of volatilities ( for currencies, securities, interest rates and indexes)
Transfer of forwards
Transfer of commodities
The data can be transferred real-time using Remote Function Call (RFC) (see Section 2), or by
means of a file interface in datafeed notation (see Section 3.5).
Note: SAP plans to support the transfer of additional market data types in later releases.
1.3 Technology
From Release 3.0D, data can be transferred between the external interface program and the
SAP R/3 TR datafeed module either synchronously, with direct program-to-program
communication, or asynchronously (transactional link). The SAP R/3 TR datafeed module sets
up the communication link when it requests the price/rate information. The advantage of this
processing method is that the SAP R/3 TR datafeed module can call up the required market
data independently, and vary the volume of data it requests according to its own processing
capacity and processing times.
To obtain market data, the SAP R/3 TR datafeed module calls up an external interface
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program that requests the market data from the datafeed server and returns it to the SAP R/3
TR System. This program is provided by the partner, and is executed outside the SAP R/3
System.
The link is based on SAPs synchronous Remote Function Call (sRFC) technology. The
technical details and the requirements the interface software must meet to be compatible with
the RFC are described in the handbook entitled SAP Remote Function Call (RFC) Interface.
Releases 3.0D and above allow asynchronous buffered data transmission between the SAP
R/3 TR datafeed module and external partner programs using transactional RFC (tRFC). When
this transmission method is used, the partner is responsible for updating the requested market
data on a continual basis according to SAP specifications (times, frequencies).
1.4 Partner Concept

To ensure that our customers have flexible and reliable datafeed links, SAP works with
selected partners. The tasks are assigned as follows:
As part of its standard package, SAP provides the technical tools, in particular the RFC
Software Library and the RFC program stub required to link up the SAP R/3 System to external
partner software. In addition, the market data transferred to the SAP R/3 TR datafeed interface
is incorporated into the treasury transactions in the SAP R/3 TR application modules.
The Partners are responsible for providing the complete software package for the external
interface, including processing logic, communication between the SAP R/3 System and the
partner, and configuration of the interface as described in this document. In particular, the
partner is the first to be contacted by the customer if communication errors occur.
SAP plans to implement a partner certification procedure. The procedure will examine whether
the partner meets the requirements to link external systems to the SAP R/3 System
successfully, using the technology described above.
1.5 Certification Requirements

SAP will either grant a full certificate or qualified certificates, depending on whether a partner
supports all the functions or only some of them.
Qualified certificates contain a list of the functions supported. At least one of the transfer
functions must be via sRFC.
Note: The certificate specifies the technology supported (sRFC, tRFC).
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2. Overall System Architecture

2.1 Overview
This section explains the overall system architecture and relates it to typical business
scenarios. The following graphic illustrates the overall architecture of the integrated systems.
Datafeed Architecture
SAP
Datafeed Provider
R/3 Applications
TR-TM
TR-MRM
...
Treasury
Market Risk
Management Management
Operative
SAP
tables
R
e
Market
q
data
u
buffer
e
s
t Translation
Information
providers
R
e
p
l
y
External
interface
program
table
Reply
RFC
Selective
Refresh
SAP AG
Datafeed
Server
Datafeed
Server
R
Request
Log
XXYYY / 22 - 1
Overall architecture of the integrated systems
2.2 Application Scenario 1

Objective: Import market data for yield curves within the SAP R/3 TR-MRM Market Risk
Management Module.
In the TR-MRM application module, the way yield curves are defined plays a significant role.
Reference interest rates (such as LIBOR and FIBOR) are used for short-term evaluations, as
they are for inter-bank money market trading. For long-term evaluations, bonds, futures or
options are commonly used. Both current and historical market data are required to value the
positions for the specified yield curves. The TR-MRM module manages the yield curves and
the link to the current market data.
Process: TR-MRM requests current market data from the SAP R/3 TR datafeed module by
calling up the internal SAP R/3 function module (FM)
TB_DATAFEED_RATE_REQUEST.
The TR-MRM application module transfers a table of requirements in R/3 notation to the
function module.
The SAP R/3 TR user defines the type, number and names of the treasury instruments, as well
as the required instrument properties. This is done in the TR-MRM module when the user
defines the yield curve in R/3 notation (for example, name of the reference interest rate or
security ID + stock exchange + rate/price type).
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The function module first converts the the market data request in R/3 notation into datafeed
notation by means of a translation table (Table VTB_DFCU in the SAP Data Dictionary). The
datafeed notation contains the instruments, the data source (producer) and the instrument
properties for which current values are being requested. A property describes which item of
information about an instrument is being requested from the external interface program.
Examples of properties are: BID, ASK, FIRST, LAST, HIGH, LOW, YR_LOW, YR_HIGH. The
property names are defined by the SAP R/3 TR user as part of TR-MRM Customizing.
Part of the function module TB_DATAFEED_RATE_REQUEST uses the RFC method. This
means that the function module calls up the external interface program of the partner (data
provider) using the CALL FUNCTION <ext. function name> DESTINATION <partner
destination>. The table of requested instruments, data sources (producers) and
corresponding instrument properties defined in the R/3 System is transferred to the partners
interface program. This part of the internal SAP R/3 System function module
TB_DATAFEED_RATE_REQUEST is an RFC client, and thus forms an interface to the
external interface program(s) outside the SAP R/3 System. The external interface program acts
as an RFC server and market data supplier. The function module
TB_DATAFEED_RATE_REQUEST can also be called up to read the values exclusively from
the market data buffer. In this case, the market data is retrieved by a separate report program
(RFTBDF07).
Note: RFC method: The SAP function module is responsible for setting up the link to the
external datafeed program.
To call up the partner functions, the internal SAP R/3 function module uses two parameters that
identify the program to be called up: the name of the function within the partner program (<ext.
function name>) and the RFC destination defined in the R/3 System (<partner destination>).
The RFC destination is used to define the technical details of the partner program to be called
up, and is defined in the R/3-System via transaction SM59 (Display and Maintain RFC
Destinations).
The line structure of the table of requirements REQUEST is described in structure
VTB_DFREQ in the SAP Data Dictionary (see Section 4.1 of this document).
A further table, ANSWER, is used to return the market values from the external datafeed
program to the SAP R/3 System. The structure of the table is defined in the SAP Data
Dictionary under VTB_DFANS, and corresponds to the structure of the table of requirements.
However, it also includes additional fields for transferring the market values identified by the
external datafeed program (see Section 4.2). When the external interface program is called up,
this table is initially empty.
The external program processes the market data requirements that have been transferred to it
in the table of requirements REQUEST. It determines the values for the requested instrument
properties and puts them into the return table ANSWER. During this time, it must make sure
that the communication link to the R/3 function module that called it up remains open, since the
function module waits for either the market values or an error message (sRFC). The
communication link is deactivated when the data are returned from the external partner
program to the function module in the R/3 System that called it up.
Note: When the requested data has been transmitted, the R/3 System deactivates the link.
The content of the keys in the table ANSWER for the instrument, the data source (producer)
and the property must match those in the table of requirements REQUEST. If errors occur, the
customer needs to follow the procedure for error processing (see Section 5).
The market data supplied in datafeed notation is translated back into R/3 notation by means of
a translation table, and made available to the TR-MRM application in the form of an internal
table. In addition, the market data buffer can be used to analyze the market data obtained or
the error situation. The market data/error buffer always stores the last external request on a
particular date. The function module TB_DATAFEED_RATE_REQUEST does not update the
SAP R/3 market data tables. This is the responsibility of the application module (here: TRMRM).
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Objective: Daily import of closing security prices into the TR-SE Securities application module,
storing them in the R/3 market data tables at the same time.
The application module TR-SE Securities is a comprehensive solution for securities
management. Examples of securities positions are stocks, subscription rights, investment
certificates, participation certificates, interest-bearing securities, convertible bonds, warrant
bonds and options. To value and manage these positions, market data are essential. Historical
price/rate trends must be available in graphic form to support the decision-making process,
which means that real-time market data need to be stored in the R/3 market data tables. For
large portfolios (>1000 security prices), SAP recommends calling up the closing security prices
as a batch (for example, during the night) to improve the system performance and
permissioning times.
Process: In the R/3 System, the closing security rates/prices are requested as a batch using
report program
RFTBDF07.
The program can also be called up online, allowing the user to display or print the answer list.
However, we can only recommend this for small amounts of data.
Note (synchronous RFC): When large volumes of data are being called up, the report
program can take a long time to run. If the program has been called up online, this can lead to
a timeout and program termination, since the standard runtime for an online program is set to
only a few minutes. To run program tests, this can be avoided by increasing the parameter
rdisp/max_wpruntime on the corresponding SAP R/3 application server. However, SAP
recommends always using batch mode to call up larger volumes of data (>200 market prices).
Note (asynchronous/transactional RFC): To call up large volumes of data, it is advisable to
use asynchronous RFC. Here, the communication link is deactivated as soon as the table of
requirements has been transferred to the external program. When the external program is
ready to deliver data, it calls up the R/3 function module
TB_DATAFEED_RATE_RECEIVE_ASYN
and transmits the requested data (see Section 4.4). A special SAP R/3 user must be configured
to allow the partner program access to the R/3 System (user category CPIC, authorization
F_DTFEED_ALL).
Within the R/3 System, the report program RFTBDF07 calls up the function module
TB_DATAFEED_RATE_UPDATE.
The selection criteria in the report program are translated into a table of requirements in R/3
notation. The function module TB_DATAFEED_RATE_UPDATE works in the same way as the
function module TB_DATAFEED_RATE_REQUEST, so that the process described for
application scenario 1 also applies here. In addition, TB_DATAFEED_RATE_UPDATE triggers
a selective automatic update of the R/3 market data tables. In application scenario 2, the R/3
security price table is filled with the closing prices if the corresponding update indicators have
been flagged in the translation table.
When program RFTBDF07 has finished running, the closing security prices that have been
transferred can be used directly by the TR-SE application module. To list the market data
transferred or any error messages, the user can refer to the spool list of report program
RFTBDF07, or to the market data and error buffer.
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Objective: Continuous transfer of market data (such as exchange rates for valuing portfolio
positions), for specified periods at defined times. The SAP R/3 System controls the orders,
whilst the partner initiates the deliveries.
Examples:
bid/ask rate USD/DEM
every current rate immediately
bid/ask rate ITL/DEM
4 times a day: 6, 12, 18, 24 hrs,
closing rate KWD/DEM
once a day.
Note: At present, this function is only available if special versions of report RFTBDF07 are
scheduled.
3. Additional Functions of the Datafeed Interface

3.1 Overview
The additional functions of the datafeed interface are geared to enable our customers to work
effectively and efficiently. These functions can be divided into four areas:
Management of the market data/error buffer: Both the current market data and any errors
that occurred when the market data was last transmitted can be listed and analyzed. In
addition, the market data buffer can be updated. This means that all or selected market
values defined in the translation table can be called up via the datafeed interface. From
Release 3.0D, SAP provides two report programs within the SAP R/3 TR datafeed interface
for this purpose.
Setting up the translation table: Before the datafeed interface can be used, the SAP R/3
TR user must first specify which market values are to be obtained. SAP provides a report
program that reads the R/3 master data defined by the customer and enters it automatically
into the translation table (constructing the R/3 notation). The customer must have entered
the master data in TR before the program is run. For each table entry in R/3 notation, the
customer must then enter the corresponding datafeed notation. The datafeed partner must
support the customer by providing relevant documentation and answering any queries. SAP
provides a report program for the securities area that can customize the translation table
automatically by importing a file created by the partner comprising the securities ID
numbers and the corresponding instrument names.
Note: To obtain certification for the function Transfer of securities prices, the partner must
offer customizing support.
User log: SAPs partners have a legitimate interest in knowing who obtains their market
data via the datafeed interface. SAP has written a report program the customer can run to
display or print the user log, which can be forwarded to the partner upon request. The
customer can also archive the user log.
File interface: SAP has developed a report program, with which any market data (current,
historical) in datafeed notation can be transferred into the SAP R/3 TR datafeed module and
into the TR application modules.
3.2 Market Data/Error Buffer

To display the market data, the customer can call up report program RFTBDF00. The market
data can be displayed and printed selectively.
Market data are updated using report program RFTBDF07. The market data selected are
obtained via the datafeed interface and written to the market data buffer. The R/3 market data
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tables (for example, for exchange rates or security prices) are only updated by this report
program if the update indicator has been flagged on the selection screen. An error and/or
market data list can be generated, if required.
Note: If an error occurs, the partner must return an error code. For more details, refer to
Section 5 (Error Processing).
3.3 Translation Table Settings

The R/3 master data are copied to the translation table using report program RFTBDF03. At
present, exchange rates, security master records, reference interest rates and indexes are
copied to the translation table automatically.
Note: In SAP R/3, master record information is assigned to classes. The following classes for
automatic translation table customizing are entered into the translation table when the R/3
master data are copied:
'01' Currencies
'02' Securities
'03' Interest rates
'04' Indexes
Note: SAP plans to provide functions to transfer addtional market data master records
automatically in later releases.
Manual customizing by the customer/partner

When the R/3 master data have been copied to the translation table, the customer can enter
the datafeed notation manually, with the partners support (Table VTB_DFCU). In the securities
area, automatic customizing is supported.
Note for our partners: From Release 3.0D, partners must provide detailed documentation of
their software. For each certified transfer function, the partner must provide the following (in
paper form or as an online query facility in the partner system):
Description of the instrument keys that can be called up via the datafeed interface. (If
necessary, this must be done separately for each datafeed that can be called up.)
Description of all the available data sources (producers) and their semantic meaning
for the R/3 customer.
Description of all the instrument properties that can be called up and their semantic
meaning.
The documentation should include a reference indicating where the R/3 customer can get
additional information from the partner (stating the appropriate partner support team/hotline).
The partner is the first to be contacted if the customer experiences problems setting up the
datafeed notation (instrument, data source/producer, instrument properties).
Automatic Customizing support

In the securities area, the translation table can be customized automatically, using the
securities ID held in the securities master record as a key. To support this function, the partner
must make a file available, in which the securities ID number and the corresponding instrument
(including stock exchange prefix/suffix) are listed line by line. This file is read by the TR report
program RFTBDF05, and the instrument keys are transferred to the translation table
automatically.
Note for our R/3 customers: From Release 3.0D, the customer must have defined the class
data and allocated the security to the relevant stock exchange and quoted currency. If this has
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not been done, report program RFTBDF05 cannot customize the translation table
automatically.
File format for report program RFTBDF05:
Description
Type
Length
Example
Instrument key
CHAR
20
=FSAG
Data source /producer
CHAR
15
QFRecord
Security ID number
CHAR
13
716460
Notes for our partners: Each line in the file must be structured in this way. No other lines are
permitted! Each field must be filled, and any unutilized characters must be filled up with spaces
to make up the field length. Tabulators are not permitted! The partner is responsible for
ensuring that the structure of this file is correct, and is the first to be contacted by the customer
when problems occur with this report program.
To be certified for the function Transfer of security price information, the partner is
required to support report program RFTBDF05.
Note: SAP plans to provide an intelligent Customizing interface for a later release.
Report program RFTBDF08 is used to check the translation table. The program determines
whether all the datafeed parameters have been entered or whether individual fields are still
empty. If there are any empty fields, no market data can be obtained, and the report program
outputs a corresponding error message.
3.4 User Log

Each time the SAP R/3 TR datafeed interface is called up, this is recorded in the user log. The
R/3 user can then display or print the user log, or download it as an ASCII file. The R/3 user
should archive the user log on a regular basis to avoid overflowing the database table.
3.4.1 Display
Report program RFTBDF02 allows the SAP R/3 TR user to display or print the user log. If the
partner requires an overview of all the market data obtained by the R/3 customer, the partner
must request the information from the customer. The R/3 customer can print the user log for a
past period and send it to the partner.
3.4.2 User Log Archive

The user log is a log file that is updated continually. It is thus advisable to reorganize the file at
regular intervals. The SAP R/3 TR user can archive the user log by calling up the R/3
transaction SARA, and entering the object name DATAFDLOG. There is report program for
each archive function. However, the R/3 user does not need to know the program, as they are
called up by the transaction SARA. SAP provides two variants of each report:
SAP_PRODUCTIVE and SAP_TEST. SAP_PRODUCTIVE archives the user log, SAP_TEST
performs a test run.
The archive functions/report programs are:
User log archive (report program RFTBDF09): The data is written to an external operating
system file.
Read an archive (report program RFTBDF10): The R/3 System reads an external operating
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system file in DATAFDLOG archive format.

Delete an archive (report program RFTBDF11): The archived data are deleted from the R/3
database.
Import archive (report program RFTBDF12): The R/3 System reads an external file in
DATAFDLOG archive format; the user log is imported back to the R/3 database.
During the archiving production run, the transaction SARA first archives the user logs and then
runs the deletion program. For this reason, the R/3 user should always call up the transaction
SARA to perform the archive function. There is separate, detailed documentation that
describes the SARA transaction and the prerequisites for using the archiving function. (e.g.
configuration of the archive file names).
3.5 File Interface

SAP has developed a file interface to transfer market data that is no longer available on the
datafeed platform into the SAP R/3 System. Both current and historical market data in datafeed
notation can be imported. Report program RFTBDF06 triggers the file import, and expects an
input file with the price data. The file must be in the following format:
Description
Type
Length
Example
Instrument key
CHAR
20
=FSAG
Instrument property
CHAR
15
CLOSE
Date
CHAR (DDMMYYYY)
08
10091995
Time
CHAR (HHMMSS)
06
173003
Value of the instrument property
CHAR
20
250.03
Currency
CHAR
DEM
Note for our partners: Each line in the file must be structured in this way. Any other lines are
not permitted! Each of the fields must be filled, and any unutilized characters must be filled up
with spaces to make up the field length. Tabulators are not permitted! The partner is
responsible for ensuring that the structure of this file is correct, and is the first to be contacted
by the customer when problems occur with this report program.
Note for our partners: In later releases there may be minor changes to this format.
4. Technical Description of Transfer Structures

Two transfer structures are used to facilitate communication between the external partner and
the SAP R/3 TR datafeed interface. One transfer structure is used to request market data, and
the other to deliver the market values.
4.1 Structure of the Table for Requesting Market Data

The internal SAP R/3 name for the table is VTB_DFREQ. It is structured as follows:
12
Name
Meaning
Type
Length
Req./
Opt.
Explanation
RINID1
Instrument
CHAR
20
Name of the instrument
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RINID2
Data source
CHAR
15
Producer = Source
SPRPTY
Property, value
CHAR
15
Instrument property
DFROMD From date

ATE
DATS
for historical data (YYYYMMDD)
DFROM
TIME
TIMS
for historical data (HHMMSS)
DTO
To date
DATE
DATS
for historical data (YYYYMMDD)
DTO
TIME
To time
TIMS
for historical data (HHMMSS)
UNAME
SAP user ID
CHAR
12
Name of the SAP R/3 user requesting

market data
From time
The table for requesting market data is filled by the SAP R/3 System using the translation table.
4.2 Structure of the Table for Delivering Market Data

The internal SAP R/3 name for the table is VTB_DFANS. It is structured as follows:
Name
Meaning
Type
Length
Req./
Opt.
Explanation
RINID1
Instrument
CHAR
20
Instrument name
RINID2
Data source
CHAR
15
Producer = Source
SPRPTY
Property, Value
CHAR
15
Instrument property requested
SSTATS
Status
CHAR
Value
' '
<>
ERROR
Error text
CHAR
80
Error message, if status <> ok.
RSUPID
Provider ID
CHAR
10
Name of data provider

(e.g. 'telerate', 'VWD', Reuters...)
RCONID
Contributor ID
CHAR
10
Name of contributor
RCONCN
Contributor country
CHAR
Country of contributor
DATE
Contribution date
DATS
Format: YYYYMMDD
TIME
Contribution time
TIMS
Format: HHMMSS
VALUE
Value
CHAR
20
Alphanumeric or numeric values, left

justification
CURRENCY Currency
CHAR
R*/-
*Currency key, only required for security

price information
MKIND
Price notation
CHAR
Price notation (for securities)
CFFACT
From currency
factor
CHAR
Only required for currencies
CTFACT
To currency factor
CHAR
Only required for currencies
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Meaning
ok
Error (see Section 5)
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UNAME
SAP User-ID
CHAR
12
Name of the SAP R/3 user requesting

market data
(copy from table of requirements)
RZUSATZ
Additional field
CHAR
10
Required for volatilities. Here: term in days
Notes for our partners:

Numeric values:
Decimal places must be separated from the whole number with a period. Decimal places
must be in decimal form (for example 0.375). Fractions (for example 3/8) are not permitted.
If fields overflow, decimal places can be omitted.
If the SSTATS (status) entry is <> OK, 'N/A' must be entered in the VALUE field.
If required, the table structures described above will be adapted and enhanced in a later
release.
4.3 Calling up External Functions from the SAP R/3 System

1. Synchronous RFC: The external program is called up as follows:
CALL FUNCTION <Name of external program>
DESTINATION
<RFC destination>
EXPORTING
feedname
history
update
TABLES
answer
request
EXCEPTIONS
system_failure
communication_failure
datafeed_failure.
The external program name and the RFC destination can both be customized in the SAP R/3
System, which means that the partner can define these variable names freely.
feedname:
CHAR 10:
name used for the datafeed in the R/3 System

(for example TELERATE, REUTERS)
history:
CHAR 1:
Flag which indicates whether historical data are to be

called up (X) or not( )
update:
CHAR 1:
Flag which indicates whether the system is to request the

data as a snapshot (update = ) or trigger a real-time
datafeed request(X). If a snapshot is requested, the
partner only needs to supply the market data once. If a
real-time datafeed request is initialized, the partner is
responsible for supplying up-to-date rates and prices on
a
continual basis.
The structure type of the table ANSWER is VTB_DFANS, and the structure type of table
REQUEST is VTB_DFREQ.
2. Asynchronous (transactional) RFC:

CALL FUNCTION <name of external program> IN BACKGROUND TASK
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AG
DESTINATION
EXPORTING
TABLES
SAP Treasury
SAP
<RFC destination>
feedname
history
update
request.
The external program name and the RFC destination can both be customized in the SAP R/3
System, which means that the partner can define these variable names freely.
feedname:
CHAR 10:
Name for the datafeed in the R/3 System
history:
CHAR 1:

update:
CHAR 1:
Flag which indicates whether the system is to request the

data as a snapshot (update = ) or trigger a real-time
datafeed request(X). If a snapshot is requested, the
partner only needs to supply the market data once. If a
real-time datafeed request is initialized, the partner is
responsible for supplying up-to-date rates and prices on
continual basis.
The structure type of table REQUEST is VTB_DFREQ.
4.4 Calling up SAP R/3 Functions from External Systems (Transactional

RFC)
1. Delivery of market data. Definition in the SAP R/3 System:
FUNCTION TB_DATAFED_RATE_RECEIVE_ASYNC
IMPORTING
feedname
history
update
TABLES
answer
EXCEPTIONS
no_authority
update_error
empty_table
invalid_feedname.
feedname:
CHAR 10:
Name for the datafeed in the R/3 System
history:
CHAR 1:

update:
CHAR 1:
Flag which indicates whether the operational SAP tables

are to be updated (X) or not ( ).
The structure type of the table ANSWER is VTB_DFANS.

The partner can call up the EXCEPTIONS to allow him to react to errors.
2. Initialization of real-time data transmission. Definition in the SAP R/3 System:
July 1997
FUNCTION
IMPORTING
TB_DATAFED_RATE_REQUEST_REALTIM
feedname
TABLES
request
error
error_doku EXCEPTIONS
no_authority
15
SAP AG
Treasury
SAP
empty_table
invalid_feedname
internal_error.
The partner can call up the real-time data requirements defined in the R/3 System. These are
returned in table REQUEST. Error messages are returned in the table ERROR and detailed
error documentation is returned in the table ERROR_DOKU (optional, advisable for external
TRACE).
5. Error Processing
As from Release 3.0D, the following error messages are defined in the R/3 System for error
processing. The error messages must be returned in the SSTATS field for each record in the
answer structure:
ok.
C SAP R/3 Datafeed Customizing: Entry of datafeed parameters incomplete.
Customizing of the SAP R/3 System must be changed.
Remedy: Maintain the translation table in Customizing.
Note: Error code can only be used by SAP.
E SAP R/3 Datafeed-Customizing: Incorrect entries in the translation tables,
see the long error text!
W SAP R/3 Datafeed market data monitoring: Rate/price differs too greatly from the last
rate/price delivered.
Remedy: If required, adjust the rate/price manually.
Note: If necessary, the market data monitoring function can be adapted by increasing
the difference tolerated.
The error name range 50..99 is reserved for the partners. The partners can use this range
freely. The partner must return an appropriate error message along with the error code.
Note for our partners: If the external interface program delivers error codes that lie outside
the name range 50..99, certification cannot be granted. If such an error arises for the first time
with a productive R/3 customer, SAP reserves the right to revoke an existing certificate.
16
July 1997

AG
SAP Treasury
SAP
Get information for certificate

Description
The partner receives a test protocol. If certification is successful, issue of a certificate
and logo will be set in action.
Preparation
Realize
SAP certification employees:
1. Maintain the certification status in the partner database (PDB).
2. Issue certificate number (Partner Database) .
The following information is required from the partner:
1. Exact product name and release
2. Exact name of partner company
3. Exact description of hardware platform
4. Operating systems and release
5. Exact description of the partners or third partys trademark that is to be observed
Check
Further Hints
Address of Technology Marketing:
SAP AG
Dr. Martin Hofmann
Technology Marketing
Postfach 1461
D-69185 Walldorf
phone#: 0049-6227-343254
FAX#: 0049-6227-341616
July 1997
17

SAP DATAFEED Interface SAP Treasury SAP AG: Version 2.0 28.07.1997 Dr. Andreas Gebauer, Silvia Gruben

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SAP DATAFEED Interface SAP Treasury SAP AG: Version 2.0 28.07.1997 Dr. Andreas Gebauer, Silvia Gruben

Uploaded by

Copyright:

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SAP DATAFEED Interface

Version 2.0 28.07.1997

Dr. Andreas Gebauer, Silvia Gruben