TRANSaCT FuncSpec

Transact ProgramL2 Run Book

L2 Run BookComponent:

Reference Data Import WorkflowStream:

Phase 1 Murex Integration

Version:

0.112 October 20051 General Information1.1 Contacts

FunctionNameEmail

JPM Build contact for Reference Data Import WorkflowSteve Bowmanstephen.r.bowman@jpmchase.com

1.2 Document History

VersionCommentsAuthor Reviewed ByDate

0.1Initial draftSteve Bowman12 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-1.9.258617In particular please refer to section 2.3.2.2 for the COSMOS Interface to Murex.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.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.

4 Trouble shooting4.1 Workflow Activity MonitorThe 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 LogsAll 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:

TaskDescriptionPossible reasonRemedy

Import FSFail to detect reference data file to import from directory.1. Received directory incorrectly configured.

2. File-scan periodicity set to high.1. Correct the Received directory in Mx config see (5.2.2).

2. Correct Seconds between scans in Mx config see (5.2.2).

Import FSReference data file successfully imported from directory, but file does not appear in expected Processed directory.Processed directory incorrectly configured.Correct the Processed directory in Mx config see (5.2.2).

Import FSReference data file import from directory fails, but file with error information does not appear in expected Error directory.Error directory incorrectly configured.Correct the Error directory in Mx config see (5.2.2).

Import JMSFailed to connect to MQ queue on workflow startup.MQ connectivity incorrectly configured.Correct the MQ connectivity in Mx config see (5.2.1).

Bo Id Timestamp FilterUnable to connect to the database in order to access the REF_DATA_BO table.

Pure technical error generated.Database configuration incorrect. For example:

TBDFix configuration inTBD

Bo Id Timestamp FilterTBD

Pure technical error generated.Timestamp format incorrectly configured.Correct the timestamp format in Mx config see (5.2.7).

Failed to build XML document. TBDTransformation formula incorrect. TBDTBD

EVSTBDConfiguration of EVS task incorrect. See (???) for a description of the configuration of this task. Repository setup.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:DescriptionPossible reasonRemedy

TBDError within reference data attempting to import. For example: TBDTBD

5 APPENDIX Definition and Configuration

5.1 WorkflowStart 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:

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:

5.2 TasksDouble-clicking on an individual task within the workflow diagram above will reveal the task configuration.

5.2.1 p1exg_RefData_ImportJMSThe main configuration items are:

5.2.2 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.

5.2.3 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:

5.2.6 p1exg_RefData_ConvertEvent

The main configuration items are:

5.2.7 p1exg_RefData_BoIdTimestampFilter

The main configuration items are:

5.2.8 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.5.3 Data Dictionary FormulaeSelecting 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:

12 October 2005

Page 7 of 16