Usage
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Download a copy of the Excel Trigger spreadsheet if you do not have it already. Go to a tab called Price Forensics Report. Fill in the required fields as mentioned below
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Press the Trigger Report macro button. You should see a message saying that the CSV file has been emailed. Contact Canopy Support in case of any issues
Output
Output is in the format of a CSV file
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The various fields in the report are:
Field | Description |
|---|---|
ticker | Ticker of the relevant security |
requested_date | Date for which the report is generated(it will be the preceding Friday in case report is generated for a Saturday or Sunday) |
child_username | Username of the child account |
outstanding_qty | Quantity as of requested date |
Client Px Date | Canopy uses the most recent reliable price to value all securities. Depending on the hierarchy set (between Bloomberg, Custodian and Customer Price Sources) and availability of prices from that source on or before the requested date, the most optimal price source is used. This field is the date of that most optimal price source (will be a date earlier than the requested date in case there is no price on requested date) |
Client Px Clean | For Bonds this is the price without accrued interest. It will be blank for all other securities |
Client Px Close(A) | Closing price (for Bonds this is price including accrued interest) for the most optimal price source |
CS Px Date | Price date for custodian source (which may not be the default source for this child account) |
CS Px Clean | |
CS Px Close(B) | |
Diff (B)-(A)% | |
Default Px Date | Price date for Bloomberg price source (which may not be the default source for this child account) |
Default Px Clean | |
Default Px Close(C) | |
Diff (C)-(A)% |