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153 Modules

    ODIN Modules

  • Import, Market Data

    ThomsonReuters DataScope Select

    This module is used to download data from ThomsonReuters DataScope select product.

  • Transform, Utility

    Time Series

    This module is generally used to create time indexed table sets. It takes a single table set and splits it into multiple table sets based on the identifier or group column. This module is used to split a single data set with historical prices, into multiple table sets, where each table set contains data for one identifier.

  • Transform, Utility

    Union

    This module is used to join or merge two data sets or table sets. This module requires the row header and column headers to be defined for each table set being merged. For example, it could merge market data to a portfolio of securities. The first module in the above list would be the module that defines the portfolio of securities and the second module would define the market data...

  • Export, Utility Modules

    User Automation Out

    This module can be used to automate any GUI task. The user defines the mouse movements, clicks, system commands and text needed for a task or sequence of tasks. This can be used, for example, to automate logging into a website and dowloading information or taking screenshots.

  • Export, Utility Modules

    Visualization Out

    This module is used to output data to the visualization tool, which includes heat maps, line graphs, pie charts, etc. This is a powerful tool to visualize large amounts of data, e.g., returns and market values for hundreds of portfolios over several years.

  • Import, Utility Modules

    Workflow Process Log

    This module can be used to source the process log file for workflow and make it more presentable. Also the dataset can be passed into the Generate Web Service HTML Data module to make it dynamic for instance.

  • Export, Text

    XML Out

    This module is used to write data to a file in XML format. The output of an ODIN process can be written out to XML and then used with XML for display on websites etc.

  • Analytical, Utility

    Yield Curve

    This module is used to perform shift, twist, and bend decomposition of fixed income yield curves. The user provides an open and close yield curve, with associated maturities, and it outputs the three intermediate curves.

  • Documents, Import

    Zip Files

    This module allows you to unzip or zip files.

ThomsonReuters DataScope Select

This module is used to download data from ThomsonReuters DataScope select product.

Inputs

  • identifierList.txt

    • Outputs

  • datascope.csv

    • Time Series

    This module is generally used to create time indexed table sets. It takes a single table set and splits it into multiple table sets based on the identifier or group column. This module is used to split a single data set with historical prices, into multiple table sets, where each table set contains data for one identifier.

    Inputs

  • data.xls

    • Outputs

  • ouput_opt1232.csv
  • ouput_opt5467.csv

    • Union

    This module is used to join or merge two data sets or table sets. This module requires the row header and column headers to be defined for each table set being merged. For example, it could merge market data to a portfolio of securities. The first module in the above list would be the module that defines the portfolio of securities and the second module would define the market data table set. If the first data set has multiple table sets and the second data set has only one table set, then each table in the first data set will be merged to the table set in the second data set. If two data sets with multiple table sets are merged, then the program will merge the tables whose table labels match.

    Inputs

  • mktData.csv
  • accounts.xls

    • Outputs

  • output.xls

    • User Automation Out

    This module can be used to automate any GUI task. The user defines the mouse movements, clicks, system commands and text needed for a task or sequence of tasks. This can be used, for example, to automate logging into a website and dowloading information or taking screenshots.

    Visualization Out

    This module is used to output data to the visualization tool, which includes heat maps, line graphs, pie charts, etc. This is a powerful tool to visualize large amounts of data, e.g., returns and market values for hundreds of portfolios over several years.

    Example

    Heat map example using Visualization.

    Workflow Process Log

    This module can be used to source the process log file for workflow and make it more presentable. Also the dataset can be passed into the Generate Web Service HTML Data module to make it dynamic for instance.

    Inputs

  • viaExcelExport.xls

    • XML Out

    This module is used to write data to a file in XML format. The output of an ODIN process can be written out to XML and then used with XML for display on websites etc.

    Inputs

  • data.xls

    • Outputs

  • output.xml

    • Yield Curve

    This module is used to perform shift, twist, and bend decomposition of fixed income yield curves. The user provides an open and close yield curve, with associated maturities, and it outputs the three intermediate curves.

    Inputs

  • yield_20140630.txt
  • yield_20140701.txt

    • Outputs

  • yieldCurveResult.xls

    • Zip Files

    This module allows you to unzip or zip files.