Now when we made configuration for Data feed (TRM Market Data Management: Datafeed: Configuration.), we can process market data.
We can process market data in two ways:
All transaction we can find by following this menu path: SAP Menu -> Accounting -> Financial Supply Chain Management -> Treasury and Risk Management -> Basic Functions -> Market Data Management -> Datafeed -> …
I will describe transactions that i use.
TBD3 – Display Market Data:
Using this transaction we can display values from table VTB_MARKET where market data is saved.
Selection screen description:
- Market data class: we need to choose what market data class we would like to see. Values from “Market data selection” depens on “Market data class”.
- Market data selection:
- 1st Key Definition: you can read F1 help (screenshot is below) to know what you can enter in this field. But values depends on “Market data class”.
- 2nd Key Definition: you can read F1 help (screenshot is below) to know what you can enter in this field. But values depends on “Market data class”.
- Instrument Property: you can read F1 help (screenshot is below) to know what you can enter in this field. But values depends on “Market data class”.
- Name: name of datafeed.
- Output controll:
Output Volume: all data or only real-time
Output List of Results: distinguish between all results, only errors, only correct results
Error Status: if you choose in “Output list of results” all or only errors, you can distinguish between ‘W’ – Warning, ‘E’ – Error, ‘I’ – Information, ‘ ‘ – all errors. Also you can enter Dara provider’s error. Consult the documentation/support team of your datafeed provider. These errors occur outside the SAP system, in other words, in the external partner program.
Layout – layout of result screen.
On the selection screen we chose only market data class: currency and interest rate. SAP will display all three currencies we configured and one reference interest rate.
You can limit result by using “Market data selection” set of fields. For example, let’s choose Currency class and 2nd key definition – EUR. You can see the results – only EUR exchange rate displayed.
TBD4 – Request Current Market Data
Selection screen is very similar to tr. TBD3 Display market data.
- Request mode: in my case i only use Synchronous.
- Save market data in System Permanently if defined in customizing: i hope it is clear everything from description. I my configuration i indicated everywhere to save data.
Saving process is the following:
- Market data is saved in VTB_MARKET table. 1 configuration parameter – 1 line in the table. For example, i configured currency pair BYN – EUR. In table you will find only one line for BYN – EUR pair with the lates result. There is no several lines on several dates.
- Then market data is saved in other tables: currencies in table TCURR, reference interest rate in T056P table, etc.
According to selectioin screen above, we will have the following results below.
You can use “Market data selection” fields to narrow the result list.
TBDJ – Request Historical Market Data
The difference betwee TBD4 and TBDJ transactions is:
TBD4 – is use to upload current market date.
TBDJ – historical market data
Everything else is the same.
Results according to selection screen.
SAP Menu -> Accounting -> Financial Supply Chain Management -> Treasury and Risk Management -> Basic Functions -> Market Data Management -> Datafeed -> Usage Log
You can take a look at log files if something wrong, or you need to check where request was made, etc.
Automatically: Planned task
You can plan a task for tr. TBD4 – Request Current Market Data to get market data, for examlpe, daily.
IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Basic Functions -> Market Data Management -> Datafeed -> Market Data Retrieval -> Define Variants (tr. TBC1)
First of all we need to make Variants for our transaction.
Select parameters you need and save variant.
Schedule a Jobs.
IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Basic Functions -> Market Data Management -> Datafeed -> Market Data Retrieval -> Schedule Jobs (tr. SM36)
Now let’s Schedule a Jobs.
Type a Job name, for example, Refinance. Then press “Step” button.
Type programm name: for transaction TBD4 – programm is RFTDBF07
Variant – /REFINANCE
Press Save button.
The step wa created, return back.
Press “Start condition” button.
Press “Date/Time” button.
Enter data and time.
Check “Periodit job” checkbox.
Press “Period values” button.
Press “Daily” button.
Press Save botton two times.
Press Save button.
Press “Job selection” button.
Now you are in tr. SM37.
Check “Sched.” button,
Change “To date”.
Press “Execute” button.
Now you can see scheduled job to get reference interest rate values dayily at 01:00:00.
TIPS for Market data management:
1. There is a user-exit for market data management:SAP Enchancement TRTMDF01:
- Function module: EXIT_RFTBFF01_001 “Market Data: Modification of Request List in RFTBFF01”
- Function module: EXIT_SAPLTBDF_001 “Market Data: Interface for Reading Saved Rates”
- Function module: EXIT_SAPLTBDF_002 “Market Data: Rate/Price Interface to Market Data Buffer VTB_MARKET”
2. To check errors in tr. TBD4/TBDJ: you can check function module TB_DATAFEED_R3TABLES_UPDATE for different Instrument Classes:
- CASE sap_answer-sclass. (apprxmtl – 544 line)
- WHEN ’01’.
- WHEN ’02’.
- WHEN ’34’.
There you can find some code which can tell you what is the problem.
More about Jobs:
More information about Market data management – Index.