| Description |
*BACKGROUND:*
The daily crush is managed through a single derivative entry that is modified each day. What is noticed is that backdating the position is still pulling the "current" crush number. The derivative trade date doesn't change, only the audit log.
On back-dating position, the audit log should be considered when determining the as of date position for crush trades. In reality, this should be checked for regular derivative trades as well.
*Example:*
11/10 - Enter trade for 5 contracts
11/11 - Modify trade from 11/10 to be 10 contracts
If I run the position on 11/12 for 11/10 date, it should only be 5 contracts. The audit log shows that the change from 5 to 10 is on 11/11.
*Resolution:*
-To use the tblRKFutOptTransactionHistory table.
-tblRKFutOptTransactionHistory.dtmTransactionDate records the date whenever the derivative entry is added, edited and deleted. Therefore, this is the system date when you do those actions
-This is applicable on Crush Report only.
|