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Archive Service (ARC)

ARC Overview

The Model Archive Service (ARC) provides data to instances of the NISASP Server configured to provide a Model Service. For example, the NISASP Server running on https://saas.northinfo.com/ implements the Model Service API, and it pulls its model data from the ARC server running in the same network. The Model Service is configured to request the appropriate archive file from the Archive Service when a model query is requested that the Model Service has not performed before. The file is downloaded, opened, indexed, and cached for the first and any subsequent calls.

The Archive Service provides the master set of files for a model on a date in a single archive. It will contain whatever files the model query requires on the requested date including:

  • factor files
  • correlation files
  • exposure files (Ticker, Cusip, Sedol, Munis, Funds)
  • ID cross indexes.
  • Factor adjustment data
  • exposure risk adjustment data
  • A reference to the model date that the daily model adjustes
  • Daily asset ID change data

The ARC Service allows User access to approved Archive Data Sets and lets the Model Service control User access to approved model configurations.

ARC Operation

The Archive Service is available from the ARC tab on the SaaS web application, and archives can also be downloaded using the Web Service Interface.

ARC File Formats

There are two ARC file formats:

  • EOM files contain the factor, correlation and exposure sets as at the end of the month.
  • EOD files contain the factor and exposure adjustment files, and a “mth” file which contains the end of month date to which the EOD files are related.

Some archives will contain additional information. For example, some sets include multiple exposure files indexed with different identifier types (Eg. CUSIP, Ticker, SEDOL), different asset types (Bonds, Funds etc), and additional data such as cross index files and return files.