Description
Report RFTBFF30 allows external market data to be transferred in fileform into the SAP system. This data is prepared for further processingby batch input.
This market data concerns derivatives rates on the futures and optionsexchange (futures und tradable options).

Function of Report RFTBFF30
It is planned to link the transfer function for the derivatives rates onthe futures and options exchange in existing reports, to the transfer ofgeneral market data (for example report RFTBF00). Therefore, this reportis a temporary solution to be used for the time being.

Transfer Function
The entry structure of the file interface is identical to the structureof the file interface for the transfer of general market data, such asforeign currency rates, information on securites rates (stocks, bonds),reference interest rates and indexes, which is supported by reportRFTBFF00. For the following, the name "file interface 1" is used forthose functions supported in report RFTBFF00.
The transfer function of report RFTBFF30 is limited to category '05',the transfer of the derivatives rates of the German Futures and OptionsExchange.
The difference from "file interface 1" is how imported data is saved inthe SAP system. Using report RFTBFF30, the imported data is first savedin a batch input file to which you must assign a name. The file name ispreassigned but may also be renamed. The data is saved in the relevantmarket data table only by running the batch input file.
As in the case of "file interface 1", report RFTBFF30 also requires anentry file in a particular file format, and adds data to a batch inputfile created for this.
This file format corresponds to "file interface 1" and is described inmore detail below.
IMPORTANT:
You must use the correct file format because wrong entries can only becorrected manually (individual rate maintenance, or customer-specificABAP report). Therefore check your market data before using report R
FTBFF30 to import it into the system, and ensure that the data exists inthe file format described below. You can do this by running a testreport first. In the selection screen of the report choose "test run".
NOTE:
At the end of this document is a list of reports which you can use forsupplying market data from the SAP system by means of the fileinterface.

Precondition/parameter settings

Entry File
The directory path of the specified entry file must be valid before thereport is called up. By placing a cross in field 'UPLOAD' you specifywhether the entry file is located on the application server or on thelocal presentation server ('X').

Error File
By specifying an output file and placing a cross in field 'Create errorfile' you can output data records, which were incorrectly imported, inan error file. You are then able to correct manually this error file anduse it as an entry file in a new import run.
The directory path for the specified error file must be valid beforecalling up the report. If no file exists which has the specified filename, such a file will be created by the report. If such a file alreadyexists, its contents will be deleted and replaced with incorrect datarecords.
The output file is created either on the local presentation server or onthe application server according to selection box 'Download'. Take noteof the messages of the various operating systems when entering pathnames. When downloading an output file to the presentation server, youcan access a dialog box for file selection by using F4 values help.

Batch Input
Here you enter the name of the batch input file, in which the importeddata is to be stored before it is saved in the market data table.

Other Information
Test Run: Select this field if you want to check that the data iscorrect before carrying out the transfer.
Create Results List: You have the option for both the test runand for the update run to display the imported data. You can choose todisplay "all" data, "errors" and "correct results". If you choose"errors" the system displays only incorrect records. A text will beincluded that indicates the cause of the error. If you choose "correctresults" the system display only those data records that weretransferred without errors. By choosing "all" you are able to displaycorrect and incorrect data records. You can distinguish between correctand incorrect records by the existence of an error text.

Technical Description of Transfer Structures

Data Structures for the Transfer of General Market Data
A particular file structure is used for the transfer of market data. Thegeneral data structure used in the transfer of general market data isdescribed here first ("file interface 1").
The following is a description of the fields for the special transfer ofGerman Futures and Options Exchange rates.
General Record Structure:
FieldNo.,Meaning ,,Type ,,Length,,Reqd/Empty ,,Explanation
1 ,,Data class ,,CHAR ,,2 ,,Req ,,Data class type
,, ,, ,, ,, ,, ,,('01', '02
,,'03'...)
2 ,,Key 1 ,,CHAR ,,20 ,,Req ,,Data
,, ,, ,, ,, ,,description
3 ,,Key 2 ,,CHAR ,,20 ,,Req(Type 01) ,,Further
,, ,, ,, ,, ,,Req(Type 02) ,,data
,, ,, ,, ,, ,, ,,description or
,, ,, ,, ,, ,,Empty(Type 03),,Stock exchange
,, ,, ,, ,, ,,Empty(Type 04),,
4 ,,Mkt data type,,CHAR ,,15 ,,Req(Type 01) ,,Rate type,
,, ,, ,, ,, ,,Req(Type 02) ,,Volatility type
,, ,, ,, ,, ,,Req(Type 03) ,,
,, ,, ,, ,, ,,Req(Type 04) ,,
5 ,,Date ,,CHAR ,,08 ,,Req ,,Value date
,, ,, ,, ,, ,, ,,Format:DDMMYYYY
6 ,,Time ,,CHAR ,,06 ,,Req ,,Value date time
,, ,, ,, ,, ,, ,,Format: HHMMSS
7 ,,Value ,,CHAR ,,20 ,,Req ,,Value data
,, ,, ,, ,, ,,description
8 ,,Currency ,,CHAR ,,20 ,,Empty(Type 01 ,,Currency D
,, ,, ,, ,, ,,Req(Type 02) ,,Data
,, ,, ,, ,, ,, ,,description
,, ,, ,, ,, ,,Empty(Type 03),,
,, ,, ,, ,, ,,Empty(Type 04),,
9 ,,Currency ,,CHAR ,,07 ,,Req(Type 0) ,,Factor for the
,, ,,factor from ,, ,, ,,Req(Type 02 ,,units of from
,, ,, ,, ,, ,,Req(Type 03) ,,currency
,, ,, ,, ,, ,,Req(Type 04) ,,
10 ,,Currency ,,CHAR ,,07 ,,Req Type 01) ,,Factor for the
,, ,,factor to ,, ,, ,,Empty(Type 02),,units of from
,, ,, ,, ,, ,,Empty(Type 03),,currency
,, ,, ,, ,, ,,Empty(Type 04),,
11 ,,Price notatn ,,CHAR ,,05 ,,Empty ,,Price notation
,, ,, ,, ,, ,, ,,for security or
,, ,, ,, ,, ,, ,,val.per. in
,, ,, ,, ,, ,, ,,days
,, ,, ,, ,, ,, ,,for forwards
12 ,,Status ,,CHAR ,,02 ,,Empty ,,Error status
,, ,, ,, ,, ,, ,,(Values 50..99)
13 ,,Error ,,CHAR ,,80 ,,Empty ,,Error message
,, ,,message

General Notes:
Values must be entered in required (Req) fields. For some fields you donot need to make an entry. These fields are indicated by 'O' and aretransferred if they contain entries. Entries are not relevant for somefields. These fields (indicated by 'empty') are ignored duringassignments. Tabs are not permitted. The type of transfer (in this casethe transfer of German Futures and Options Exchange derivatives rates)or the data class (field number 1) determine whether a field is arequired or optional field.
Data Class Type '05' is processed in this transfer.

Special Data Structure for the Transfer of German Futures and OptionsExchange Derivatives Rates
The general data structure fields have a particular significance for thetransfer of German Futures and Options Exchange derivatives rates
Record Structure:
Field no. ,,Meaning ,,Type ,,Length ,,Req/Empty ,,Explanation
1 ,,Data class,,CHAR ,,2 ,,Req ,,Fixed value '05'
2 ,,Key 1 ,,CHAR ,,20 ,,Req ,,Securities desc.
,, ,, ,, ,, ,,(Sec.class,...)
3 ,,Key 2 ,,CHAR ,,20 ,,Req ,,Stock exchange
4 ,,MktDataTyp,,CHAR ,,15 ,,Req ,,Rate type
,, ,, ,, ,, ,,(bid/ask
,,/closing rate)
5 ,,Date ,,CHAR ,,08 ,,Req ,,Value date
,, ,, ,, ,, ,,(Format:
,,DDMMYYYY)
6 ,,Time ,,CHAR ,,06 ,,Empty ,,Value date - time
,, ,, ,, ,, ,,(Format: HHMMSS)
7 ,,Value ,,CHAR ,,20 ,,Req ,,Security rate
8 ,,Currency ,,CHAR ,,20 ,,Empty ,,insignigicant
9 ,,Currency ,,CHAR ,,07 ,,Empty ,,insignificant
,,facto ,, ,, ,, ,,
10 ,,Currency ,,CHAR ,,07 ,,Empty ,,insignificant
,,factor ,, ,, ,, ,,
11 ,,Price notn,,CHAR ,,05 ,,O ,,Price notation
,, ,, ,, ,, ,,
12 ,,Status ,,CHAR ,,02 ,,Empty ,,Error status
,, ,, ,, ,, ,,(Values 50..99)
13 ,,Error ,,CHAR ,,80 ,,Empty ,,Error message
,,message ,, ,, ,, ,,
Notes on Conversion:
Note that no conversion function, such as in "file interface 1", existsfor this transfer.
Notes on Securities Description:
You are free to choose a securities description in the SAP System. Youmust specify a securities description. You are responsible formaintaining in master data the securities description which is to beused in the transfer.
Notes on Stock Exchange:
You can choose freely the stock exchange. You must specify it. Note,however, that you must maintain the stock exchange in the master data.
Notes on Rate Type:
You can choose freely the description of the rate type. This must bespecified. Note, however, that you must maintain the rate type in themaster data.
Notes on Dates:
In "date" the value date is defined, which the system uses to establisror calculate the rate. You must enter the date in the format DDMMYYYY.
Notes on Securities Rates:
The field "Securities Rates" is a required field. The decimal places canbe separated either by a period or a comma. Note that currently (R3.04or 4.0A) only a period can be used as a decimal point in "file interface1".
Notes on Price Notation:
You can choose freely the description of price notations. You canspecify this, or leave the field blank. Note, however, that you mustmaintain the specified price notation in the master data.

Notes on the Authorizations Required:
When starting the report, ensure that you have the authorization forstarting transaction TVDT. For importing data using the applicationserver (not an upload from the PC), you need authorization to accessfiles from ABAP/4 programs.
In addition you need authorization for processing batch input files.

Further reports for Market Date File Interfaces:
RFTBFF00: Importing Market Data
RFTBFF01: Request List Output
RFTBFF03: Automatic Entry for Conversion Tables (forRFTBFF00)
RFTBFF20: Importing Statistical Data