SRA_PRUDENTIAL_CASH_SECURITY

Records the Cash Security details provided by an SRA Auction Participant as collateral to cover their Trading Position in the SRA market

Column Schema

CASH_SECURITY_ID

Unique identifier for the cash security.

SQL Type: VARCHAR2(36) Polars Type: str

This column is mandatory, and a primary key.

PARTICIPANTID

Unique participant identifier for the Auction Participant lodging the Cash Security

For more information, see the dedicated documentation page.

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

This column is mandatory, and a primary key.

PRUDENTIAL_DATE

The prudential date of the run.

Warning

Despite what the name suggests, this is a datetime, not a date.

SQL Type: DATE Polars Type: pl.Datetime()

This column is mandatory, and a primary key.

Example: 2026/01/20 00:05:00

PRUDENTIAL_RUNNO

The run number for the prudential date

SQL Type: NUMBER(8) Polars Type: pl.UInt32

This column is mandatory, and a primary key.

CASH_SECURITY_AMOUNT

Remaining Cash Security deposit available

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

This column is not mandatory.

New Data Timing

On authorisation of a cash security

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

# e.g. "2029/03/15 00:05:00"
dt_s_fmt = "%Y/%m/%d %H:%M:%S"

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",
    )
    .with_columns(
        pl.col("PRUDENTIAL_DATE").str.strptime(pl.Datetime, dt_s_fmt),
    )
    .cast(
        {
            "CASH_SECURITY_ID": str,
            "PARTICIPANTID": pl.Categorical,
            "PRUDENTIAL_RUNNO": int,  # or pl.UInt32
            "CASH_SECURITY_AMOUNT": pl.Float64,
        }
    )
    # Deduplicate
    # We want one row per ['CASH_SECURITY_ID', 'PARTICIPANTID', 'PRUDENTIAL_DATE', 'PRUDENTIAL_RUNNO']
    .unique(
        subset=[
            "CASH_SECURITY_ID",
            "PARTICIPANTID",
            "PRUDENTIAL_DATE",
            "PRUDENTIAL_RUNNO",
        ],
        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:

• CASH_SECURITY_ID

• PARTICIPANTID

• PRUDENTIAL_DATE

• PRUDENTIAL_RUNNO

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_PRUDENTIAL_CASH_SECURITY	1

This means that the CSV files start with metadata columns:

I,IRAUCTION,SRA_PRUDENTIAL_CASH_SECURITY,1,...
D,IRAUCTION,SRA_PRUDENTIAL_CASH_SECURITY,1,...

Links

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

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