The Design of an Information Pipeline for Security Master Data

11 Pages Posted: 22 Aug 2014

See all articles by Jay Walters, CFA

Jay Walters, CFA

blacklitterman.org; Boston University - Metropolitan College - Department of Computer Science

Date Written: August 20, 2014

Abstract

A large variety of information flows through a financial services firm. This information can come from a variety of sources, both external and internal. It is a significant task to reconcile the data from multiple sources and ensure that it is correct before being used within the firm.

In this paper we will describe the pipeline through which a portion (security master data) of this information flows. We will discuss a variety of issues impacting how the information is processed and stored. We will conclude the discussion with a proposed solution using the Entity-Attribute-Value (EAV) pattern. Though, we will focus on security master data, the same analysis can be applied to other types of data such as pricing data as well.

Keywords: Financial Informatics, Enterprise Design Patterns, Security Master

JEL Classification: G10, C63, C88

Suggested Citation

Walters, Jay and Walters, Jay, The Design of an Information Pipeline for Security Master Data (August 20, 2014). Available at SSRN: https://ssrn.com/abstract=2484182 or http://dx.doi.org/10.2139/ssrn.2484182

Jay Walters (Contact Author)

Boston University - Metropolitan College - Department of Computer Science ( email )

United States

blacklitterman.org ( email )

United States

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