Glossary

This page explains key concepts to successfully use the Sesame Data API.

Holding

An asset (the term is used generically, but also includes liabilities) within an entity on a business date.

Entity

An entity is an object which contains holdings of one or more assets. All Sesame Data requires an entity. For example, a holding is a position in an asset on date, within an entity. Transactions are also recognised as being for an asset, which is within an entity. An entity can either be a Portfolio or a Vehicle. A portfolio contains a collection of holdings from a single custodian. A vehicle is an aggregation of the holdings and transactions one of or more portfolios. Most Custodial use cases require data per portfolio (that is, per custodian), while Enterprise use cases typically require data at a vehicle (or consolidated) level.

Date Publication

A holdings date for which data which is ready for retrieval from the different endpoints is Published data. In order to be Published, after receipt, data is standardised and then run through the Sesame Pipeline. Once this is complete, the data will be available via the the various endpoints. To understand the status of a particular date, the entityDates endpoint can be used.

Pipeline

All data must flow through the Sesame Pipeline before being available in the various endpoints. The Pipeline performs various operations including data integrity checks, consolidations as well as risk and performance computations. Data must have the Pipeline status of Ready before it can be requested from an endpoint. You can see this status, as well as when an entity was published in the entityDates endpoint.

Usage of accountCode output field

The output field accountCode is a legacy field which contains the same information as entityId. It will be deprecated ultimately, but for now remains available to support backward compatibility.

AssetId

A distinct id per asset (or liability). You can use this in conjunction with asset name and ISIN to map assets to objects in your own software or system.