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1. Added 2 new columns Volume and Open Inerest to Trends Prices table. Backpopulated these columns with historical data for all tickers in the table.
2. Added ITRAXX Japan CDX Series from QDD and last generic of CL, HO, XB Comdty from Bloomberg to the daily load into Trends database. Removed bogus data for C 10 commodity.
In-progess:
1. Addition of 2 new securities to daily load: TWT and XB Index. [ETA: 2nd October]
2. Data quality checks using QDD's Validation Framework. [ETA: 2nd October]
3. Detailed documentation and providing a Runbook for operations to the Prod Ops team. [ETA: 2nd October]
Swaption Vol:
1. Setup directory structure, scheduled parallel jobs in Autosys/CMEF to generate data, distributed CMEF Jobs over multiple grids for parallelization.
QDD Infrastructure/Miscs:
1. Addition of 2 new routes/resources to 'qdd_external' microservice:
splice_natural_key: Splice data of 2 TSS series using only their natural keys.
splice_cds : Request from Niels to extend CDS tickers' backhistory by splicing existing tickers' data with data in a mat file.
2. Registered 56 new timeseries for Hybrid 1y and Floating leg Swaps, and 32 new timeseries for CDS tickers with extended backhistory.
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