Reply To: Identification of market side in PnL Detail

Israr Ahmed

(1) and (2) probably will work for ComFuts / ComOptFuts .

For ComPhys – the only thing that distinguishes Market Side on the PnL Detail is Settlement Type = Physical.
For ComSwap – both sides are Cash – but you can’t limit to param_seq_num = 0 … as what you really want is the Float side.

If you ignore all the Cashflow Types of BrokerFee / Premium etc. then its an interesting question if there is a generic way to identify the Market Side on the PnL Detail. Which ( once the cashflows are ignored ) comes down to identifying the Market facing param_seq_num .

Potentially this could be done in a 2 stage logic.

Market side [ looking at the param_seq_num ] = {A} Physical Settlement side BUT IF no Physical Settlement side exists then {B} its the side(s) that have entries in the RESET table.

{B} could potentially be same as saying its a Float side

{A} is also to be able to distinguish between a formula priced physical deal as both sides will be float. So using it as first matching condition takes these out.

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