2 files changed, 42 insertions, 1 deletions
diff --git a/python/position.py b/python/position.py
index c88e030c..51280765 100644
--- a/python/position.py
+++ b/python/position.py
@@ -391,6 +391,22 @@ def populate_cashflow_history(conn, session, workdate=None, funds=("SERCGMAST",)
     conn.commit()
 
 
+def update_iboxhy(conn, session, start_date: datetime.date = None):
+    d = retrieve_data(
+        session,
+        ["IBOXHY Index"],
+        fields=["PX_LAST", "CONTRBTD_ZSPREAD"],
+        start_date=start_date,
+    )
+    df = d["IBOXHY Index"]
+    with conn.cursor() as c:
+        c.executemany(
+            "INSERT INTO iboxhy_data VALUES (%s, %s, %s)",
+            df.itertuples(index=True),
+        )
+    conn.commit()
+
+
 def update_hyg_vol(conn, session, start_date: datetime.date = None):
     d = retrieve_data(
         session,
@@ -461,6 +477,21 @@ def update_hyg_option_quotes(conn, session, start_date: datetime.date = None):
                 "ON CONFLICT DO NOTHING",
                 [(d, exp, s, t, val) for d, val in df.items()],
             )
+
+
+def update_hyg_dvd(conn, session):
+    d = retrieve_data(
+        session,
+        ["HYG US Equity"],
+        fields=["DVD_HIST_ALL"],
+    )
+    data = d["HYG US Equity"]["DVD_HIST_ALL"]
+    del data["Dividend Frequency"]
+    with conn.cursor() as c:
+        c.executemany(
+            "INSERT INTO hyg_dvd_hist VALUES (%s, %s, %s, %s, %s, %s)",
+            data.itertuples(index=False),
+        )
     conn.commit()
 
 
@@ -498,6 +529,7 @@ if __name__ == "__main__":
         update_cash_rates(serenitas_conn, session, prev_business_day(workdate))
         update_hyg_option_quotes(serenitas_conn, session, workdate)
         update_hyg_vol(serenitas_conn, session, workdate)
+        # update_hyg_dvd(serenitas_conn, session)
         for vol_type in ["N", "V", "N_OIS"]:
             update_swaption_vol(
                 serenitas_conn, session, start_from=workdate, vol_type=vol_type
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 1e49ed7b..9b3ded65 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -1256,7 +1256,7 @@ CREATE TYPE quote_firmness AS ENUM('FIRM', 'INDICATIVE');
 CREATE TABLE markit_singlename_quotes (
        quoteid int8 primary key,
        redcode text,
-       ticker text, 
+       ticker text,
        maturity date,
        tenor text,
        runningcoupon int,
@@ -1293,4 +1293,13 @@ CREATE TABLE hyg_option_quotes (
     option_type option_type NOT NULL,
     price float NOT NULL,
 	UNIQUE (date, expiry, strike, option_type)
+
+CREATE TYPE div_type AS ENUM ('Income');
+CREATE TABLE hyg_dvd_hist(
+    declared date,
+    ex date,
+    record date,
+    payable date PRIMARY KEY,
+    amount float,
+    dividend_type div_type
 );