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FTP Download of Risk Parameter Files

By Clarence Foster,2014-09-15 20:23
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LCH.Clearnet Limited Internet Communications FTP Download of Risk Parameter Files Version: 1.00 [1] Document: FTP Download of Risk Parameter Files Folder: Date: March 19975 February 2012 19:23 Internet Comm..

    LCH.Clearnet Limited

    Internet Communications

    FTP Download of Risk Parameter Files

     Version: 1.00 [1]

     Document: FTP Download of Risk Parameter Files

     Folder:

     Date: March 19975 February 2012 19:23

    Internet Communications LCH.Clearnet Limited FTP Download of Risk Parameter Files IT Department

    1 FTP DOWNLOAD

    The server for FTP download of SPAN risk parameter files is ftp.lch.co.uk.

    Anonymous FTP should be used.

    2 FILE NAMES

    Risk parameter file names will be constructed as follows:

Directory

“FTP Root Directory” /SPANArray/ “Exchange” “Version” / “filename”

Where:

    Exchange corresponds to the single character exchange

    identifier used within the array file.

    Version corresponds to the array file version identifier, e.g.

    02, 03

Filename

etyymmdd.dat|zip

where:

    e corresponds to the single character exchange

    identifier used within the array file.

    T corresponds to the array timing identifier, e.g. E, F,

    or I

    yymmdd business date of the risk arrays.

    dat|zip file format DAT = uncompressed ASCII, ZIP =

    PKZIP format ASCII data.

As an example:

     \SPANArray\L02\LF970401.ZIP

     st April 1997. This will be in will be the final risk parameter file for LIFFE for 1version 2 format and will have been compressed using PKZIP.

    March 19975 February, 2012 Version 1.00 Issue [1] -1-

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