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-rw-r--r--python/process_queue.py4
-rw-r--r--sql/dawn.sql3
2 files changed, 5 insertions, 2 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index 6f6ad464..1d9870c5 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -337,7 +337,7 @@ def get_bbg_data(
asset_class=None,
**kwargs,
):
- fields = ["MTG_FACTOR_SET_DT", "INT_ACC"]
+ fields = ["MTG_FACTOR_SET_DT", "INT_ACC", "ISSUER"]
fields_dict = {
"Mtge": ["MTG_FACE_AMT", "START_ACC_DT"],
"Corp": ["AMT_ISSUED", "PREV_CPN_DT"],
@@ -398,6 +398,7 @@ def get_bbg_data(
"bbg_type",
"asset_class",
"start_accrued_date",
+ "issuer",
]
placeholders = ",".join(["%s"] * len(sql_fields))
columns = ",".join(sql_fields)
@@ -434,6 +435,7 @@ def get_bbg_data(
bbg_type,
asset_class,
bbg_data.get("START_ACC_DT") or bbg_data.get("PREV_CPN_DT"),
+ bbg_data["ISSUER"],
),
)
conn.commit()
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 2c0ec646..1dd8e094 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -584,7 +584,8 @@ CREATE TABLE securities(identifier varchar(12) PRIMARY KEY,
bbg_type bbg_type default 'Mtge',
asset_class asset_class,
paid_down date default 'Infinity',
- start_accrued_date date);
+ start_accrued_date date,
+ issuer text);
ALTER TABLE securities OWNER TO dawn_user;