Programme SAP RFTBDF06 - Datafeed: Import External Market Data in Datafeed Notation

Description
Report RFTBDF06 makes it possible for market data in datafeed notationto be imported into the SAP system. Instead of an online interface usingRFC, a file interface of a similar form is used here. This means thathistorical data, provided only in file form by the datafeed provider,can also be imported into the SAP system. The report requires an inputfile in a certain form (see below), the entries are then added to themaster data if they are error-free.

Precondition
The input file must have the following format:
Description,,Category/Length,,Example
Instrument name,,CHAR 20,,=FSAG
Data source,,CHAR 15,,REUTERS
Instrument property,,CHAR 15,,CLOSE
Date (DDMMYYYY),,CHAR 08,,10091995
Time (HHMMSS),,CHAR 06,,173030
Value of instr.property,,CHAR 20,,250.03
Currency,,CHAR 5,,EUR
Price notation,,CHAR 5,,bG
(only for securities, optional)
From-factor,,CHAR 7,,100
Currency ratio (only for currencies, enter)
To-factor,,CHAR 7,,1
Currency ratio (only for currencies, enter)
Term,,CHAR 10
(only for volatilities, optional)
Note:
All file lines in the supplied file must have this structure. Other filelines are not permitted. Each of the fields must be filled and the fieldlength must be filled with blank characters if the entry does not fillthe field entirely. Tabs are not permitted. Unrequired fields are to befilled with blank characters.
Ensure that you have authorization for transaction TBD5 at the start ofthe report. You need authorization for access to files from ABAP/4programs for importing via the applications server (i.e. no PC upload).In order to maintain rate/prices in the operative SAP tables, yourequire authorization groups FC32 (currencies), FC16 (interest), TRZ(indexes), FC00 (currency volatilities) and TRMK (interest ratevolatilities).