Security master, price history, and benchmark data — unified under one clickable reference layer.
Data is the foundation every other calculation rests on. The platform maintains a consolidated security master, a complete price history across every market we cover, and benchmark constituents and returns for all standard indices and custom blends. Alongside those, we carry the market calendar, corporate actions, fundamentals, company news, SEC filings, and a live reference-data quality monitor. Every downstream number traces back to a row in this layer.
9 coverage domains in this category. Every cell is clickable to the source row.
Which securities do we cover, and what reference attributes are on each one?
Identifiers (ticker, CUSIP, ISIN, SEDOL, FIGI), classification (sector, industry, country, currency), corporate structure, listing history, and lifecycle status for every security in the platform. Every downstream module consumes this master as its single source of truth.
Do we have the daily price history I need for any period or back-test?
Daily closing prices across every covered market with full corporate-action adjustment (splits, dividends, spin-offs). Typical coverage depth is 20+ years for US equities and major indices; intraday history for derivatives and FX forwards.
What index returns and constituent weights are available for attribution?
Daily constituent-weight history and return series for every benchmark we track. Supports standard indices, custom blends, float-adjusted variants, and sector/style sub-indices — all consumable by Performance Attribution and Portfolio Construction.
Which days are valid trading and settlement days for this portfolio?
Per-exchange and per-currency trading calendars with holidays, half-days, early closes, and settlement conventions. Pre-computed period boundaries (WTD, MTD, QTD, YTD, inception) that every downstream module uses consistently.
What corporate actions affected my holdings, and how were they applied?
A per-security ledger of splits, dividends, spin-offs, mergers, rights issues, and name changes, with the effective date and the accounting treatment applied. Feeds both Price History (adjustments) and Cash (income recognition).
What are the current fundamentals for every holding?
Balance sheet, income statement, and cash-flow metrics per security, refreshed on filing cadence. Point-in-time snapshots so back-tests see what was actually known on each date.
What news items matter for the securities I hold?
Structured news feed per security — earnings, M&A, litigation, regulatory, management change, dividend — tagged with source, date, and relevance category. Feeds compliance checks (MNPI) and risk monitoring (event-driven exposure).
Where can I pull the latest 10-K, 10-Q, or 8-K for any security?
Filing metadata and document content from SEC EDGAR for every covered US security — 10-K, 10-Q, 8-K, DEF 14A, S-1, 424B. Used by the LLM to extract structured facts on demand.
Are my prices, identifiers, and classifications current — or am I going to be surprised?
Live monitor of stale prices, missing identifiers, classification conflicts, and vendor disagreements. Surfaces issues before they propagate into performance, risk, or compliance.