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SRA_FINANCIAL_AUC_MARGIN

Records the amount of Cash Security required to be held by an Auction Participant after settlement

Column Schema

PARTICIPANTID

Unique participant identifier.

For more information, see the dedicated documentation page.

SQL Type: VARCHAR2(10) Polars Type: pl.Categorical

This column is mandatory, and a primary key.

SRA_QUARTER

Relevant Quarter of the Tranche

SQL Type: NUMBER(3) Polars Type: pl.UInt16

This column is mandatory, and a primary key.

SRA_RUNNO

SRA Run Number

SQL Type: NUMBER(3) Polars Type: pl.UInt16

This column is mandatory, and a primary key.

SRA_YEAR

Year of the Tranche

SQL Type: NUMBER(4) Polars Type: pl.UInt16

This column is mandatory, and a primary key.

REQUIRED_MARGIN

The amount of trading cash security required to be held by the participant after settlement.

SQL Type: NUMBER(18,8) Polars Type: pl.Float64

This column is not mandatory.

RETURNED_MARGIN

The amount of cash security returned to the participant.

SQL Type: NUMBER(18,8) Polars Type: pl.Float64

This column is not mandatory.

RETURNED_MARGIN_INTEREST

The amount of interest applicable to returned cash security amounts.

SQL Type: NUMBER(18,8) Polars Type: pl.Float64

This column is not mandatory.

TOTAL_CASH_SECURITY

Total cash security held by the participant.

SQL Type: NUMBER(18,8) Polars Type: pl.Float64

This column is not mandatory.

New Data Timing

On successful posting of an SRA financials run

Code Examples

Polars

Casting is enums, categoricals etc is not essential, but may speed up parsing. Swapping int for pl.UInt16, pl.Int32 would also speed up parsing. However some of the datatypes are inferred, so they may be wrong.

This code deduplicates for you. Deduplication is normally only required across multiple months.

This code assumes that all columns are present, which may not be true for older files.

import polars as pl
import polars.selectors as cs

csv_paths = ["SOMEFILE.CSV", "OTHERFILE.CSV"]

lf = (
    pl.concat(
        [
            pl.scan_csv(
                csv_path,  # must be unzipped beforehand
                skip_rows=1,  # skip the header
                infer_schema=False,  # much faster
            )
            .filter(cs.by_index(0) == "D")  # drop the footer
            .select(~cs.by_index(range(4)))  # drop metadata columns
            for csv_path in csv_paths
        ],
        how="diagonal_relaxed",
    ).cast(
        {
            "PARTICIPANTID": pl.Categorical,
            "SRA_QUARTER": int,  # or pl.UInt16
            "SRA_RUNNO": int,  # or pl.UInt16
            "SRA_YEAR": int,  # or pl.UInt16
            "REQUIRED_MARGIN": pl.Float64,
            "RETURNED_MARGIN": pl.Float64,
            "RETURNED_MARGIN_INTEREST": pl.Float64,
            "TOTAL_CASH_SECURITY": pl.Float64,
        }
    )
    # Deduplicate
    # We want one row per ['PARTICIPANTID', 'SRA_QUARTER', 'SRA_RUNNO', 'SRA_YEAR']
    .unique(
        subset=["PARTICIPANTID", "SRA_QUARTER", "SRA_RUNNO", "SRA_YEAR"], keep="any"
    )
)

Nemosis

This table is not yet available in Nemosis.

Availability

Visibility: Private

This table is not available in the public monthly MMSDM archive. Is is only available to registered market participants over FTP inside a VPN.

Deduplication and PDR Loader Configuration

The primary keys are:

The transaction type is "insert", which means that you will usually not see duplicate data. If you do, you can deduplicate based on the primary keys, without sorting first. Rows from different files with the same primary keys should have the same values.

PDR Loader configuration is:

Report Name Report Subtype Version
IRAUCTION SRA_FINANCIAL_AUC_MARGIN 1

This means that the CSV files start with metadata columns:

I,IRAUCTION,SRA_FINANCIAL_AUC_MARGIN,1,...
D,IRAUCTION,SRA_FINANCIAL_AUC_MARGIN,1,...

This page as JSON (schema documented here, but may change)

Download a JSON Schema specification for this table.

Official AEMO schema documentation

Other Information

Package: IRAUCTION