Professional Documents
Culture Documents
Component:
Stream:
Version:
0.1
12 October 2005
Transact Program
L2 Run Book
1 General Information
1.1
Contacts
Function
Name
Steve Bowman
stephen.r.bowman@jpmchase.com
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
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
Import FS
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).
MQ connectivity incorrectly
configured.
Database configuration
incorrect. For example:
TBD
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L2 Run Book
generated.
Bo Id
Timestamp
Filter
EVS
TBD
Pure technical error
generated.
Failed to build XML document.
TBD
TBD
Timestamp format
incorrectly configured.
Transformation formula
incorrect. TBD
Configuration of EVS task
incorrect. See (???) for a
description of the
configuration of this task.
Repository setup.
TBD
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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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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L2 Run Book
Selecting the CustomizedReferenceData tab in the lower right-hand window will reveal the defined
workflow diagram:
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Transact Program
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
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5.2.2
L2 Run Book
p1exg_RefData_ImportFS
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5.2.3
L2 Run Book
p1exg_RefData_JMSDump
5.2.4
p1exg_RefData_EventFilter
5.2.5
p1exg_RefData_RouteHandledReferenceData
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5.2.6
L2 Run Book
p1exg_RefData_ConvertEvent
5.2.7
p1exg_RefData_BoIdTimestampFilter
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5.2.8
L2 Run Book
p1exg_RefData_ProcessedMsgDump
5.2.9
p1exg_RefData_ErrorMsgDump
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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Transact Program
5.3
L2 Run Book
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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