diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 3e639560..c5dc819d 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -42,7 +42,7 @@ HEADERS = {'bond_trades': HEADERS_PRE + [ 'CreditEvents', 'RecoveryRate', 'Settlement', 'InitialMargin', 'InitialMarginPercentage','InitialMarginCurrency', 'DiscountCurve', 'ClientReference', 'UpfrontFee', 'UpfrontFeePayDate', 'RegenerateCashFlow', - 'UpfrontFeeComment', 'ExecutingBroker','SwapType', 'OnPrice', + 'UpfrontFeeComment', 'Executing Broker','SwapType', 'OnPrice', 'OffPrice', 'AttachmentPoint', 'ExhaustionPoint', 'Fees', 'Fee Payment Dates', 'Fee Comments', 'Credit Event Occurred', 'Calendar', 'Clearing Facility', 'Adjusted', 'CcpTradeRef', 'BlockId', @@ -263,14 +263,15 @@ def build_line(obj, queue_name='bond_trades'): if obj['InitialMarginPercentage']: obj['InitialMarginCurrency'] = obj['Currency'] if obj.get('AttachmentPoint') is None: - obj['ExecutingBroker'] = obj['Counterparty'] + obj['Executing Broker'] = obj['Counterparty'] if obj['account_code'] == 'BAML': obj['Counterparty'] = 'BAMSNY' + obj['Custodian'] = 'BOMLCM' elif obj['account_code'] == 'WF': obj['Counterparty'] = 'WELFEI' + obj['Custodian'] = 'WELLSFCM' if obj['Clearing Facility'] is None: obj['Clearing Facility'] = 'NOT CLEARED' - obj['Custodian'] = 'BOMLCM' elif queue_name == 'future_trades': obj['Deal Type'] = 'FutureDeal' |