diff options
| -rw-r--r-- | python/process_queue.py | 4 | ||||
| -rw-r--r-- | sql/dawn.sql | 3 |
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; |
