ores.refdata.currency_pair_convention

Table of Contents

Quoting and date-convention fields for a currency pair — pip factor, tick size, calendars, business day convention, spot-relative/end-of- month flags — folded in from the retired fx_convention entity (see Currency pair support in reference data). Keyed 1:1 by pair_code, the same value space as ores.refdata.currency_pair's own primary key — every pair has at most one convention record, so a separate identifier scheme would be pure overhead. Like every other soft-FK relationship in this codebase, pair_code is validated via trigger, not a hard DB foreign key.

1. Flags

2. Columns

2.1. pair_code

Same value as the owning currency_pair.pair_code (e.g. "EUR/USD") — a 1:1 extension key, not an independent identifier. 

std::string(faker::finance::currencyCode()) + "/" + std::string(faker::finance::currencyCode())

2.2. pip_factor

Converts pips to absolute rate moves (0.0001 for most pairs, 0.01 for JPY crosses). 

0.0001

2.3. tick_size

Minimum rate increment, in pips. 

0.1

2.4. decimal_places

Decimal places for rate display. 

4

2.5. business_day_convention

Soft FK to ores_trading_business_day_convention_types_tbl. 

std::string("Following")

2.6. spot_relative

Whether forward dates are generated relative to the spot date. 

true

2.7. end_of_month

Whether end-of-month convention applies. 

false

3. Artefact columns

The import carries advance_calendar, a comma-joined list of calendar codes. ores_refdata_publish_currency_pair_conventions_from_dq_fn explodes it into the convention-calendar child rows, so it is never stored on the convention itself.

3.1. pair_code

3.2. version

3.3. pip_factor

3.4. tick_size

3.5. decimal_places

3.6. advance_calendar

3.7. business_day_convention

3.8. spot_relative

3.9. end_of_month

4. SQL

4.1. Flags

4.2. Extra drops

drop function if exists ores_refdata_validate_currency_pair_convention_fn;

5. Validation function

6. Foreign keys

6.1. pair_code

The convention's pair_code doubles as its primary key, so this FK entry exists for eventing-test seeding only: the test must create the currency pair its convention references before writing (the shared test tenant's pair validation turns strict as soon as any pair exists). skip_check suppresses the redundant inline SQL check – the trigger's DQ validation (see below) remains the production guard, and seed_currency makes the seeded pair's own base_currency / quote_currency insert pass by reusing or seeding a currency first.

7. Insert trigger

7.1. Validations

column validation_function
pair_code ores_refdata_validate_currency_pair_fn
business_day_convention ores_refdata_validate_business_day_convention_type_fn
change_reason_code ores_dq_validate_change_reason_fn

8. C++

8.1. Flags

8.2. Repository

8.3. Domain includes

#include <chrono>
#include <optional>
#include <string>

8.4. Entity includes

#include <optional>
#include <string>
#include "sqlgen/Timestamp.hpp"

8.5. Conventions

8.6. Table display

column header
pair_code Pair
pip_factor Pip Factor
tick_size Tick Size
decimal_places Decimal Places
business_day_convention Business Day Convention
spot_relative Spot Relative
end_of_month End Of Month
modified_by Modified By
version Version

8.7. Presentation

8.7.1. Columns

enum_name field header type width is_badge badge_key formatter formatter_include tooltip
PairCode pair_code Pair string 100         The currency pair these quoting and date conventions apply to.
PipFactor pip_factor Pip Factor double 90         Converts a pip count into an absolute rate move.
TickSize tick_size Tick Size double 90         Minimum rate increment allowed when quoting or trading this pair.
DecimalPlaces decimal_places Decimal Places int 100         Number of decimal places used when displaying or rounding rates for this pair.
BusinessDayConvention business_day_convention Business Day Convention string 150 true currency_pair_convention_business_day_convention     Rule for adjusting a settlement date that falls on a non-business day.
SpotRelative spot_relative Spot Relative bool 100 true currency_pair_convention_spot_relative boolYesNoLabel   Whether forward value dates are calculated relative to the spot date.
EndOfMonth end_of_month End Of Month bool 100 true currency_pair_convention_end_of_month boolYesNoLabel   Whether this pair follows the end-of-month forward date rule.
Version version Version int 70        
ModifiedBy modified_by Modified By string auto        
RecordedAt recorded_at Recorded At timestamp auto        

8.7.2. Icon columns

Composites base+quote flags into the PairCode column's decoration, splitting the combined pair_code string (e.g. "EUR/USD") since this entity has no separate base/quote fields of its own.

column accessor field1 is_pair
PairCode currency_flag_icon_from_pair_code pair_code true

8.7.3. Related entity shortcuts

signal icon label tooltip
Calendars CalendarClock Calendars Open Calendars list

8.7.4. Detail fields

field label widget type is_key is_required placeholder combo_values badge_key flag_source combo_fetch combo_fetch_include tooltip
pair_code Pair Code pairCodeCombo flagged_combo true true e.g. EUR/USD     currency_pair fetch_currency_pair_codes   The currency pair these quoting and date conventions apply to (e.g. EUR/USD).
pip_factor Pip Factor pipFactorEdit line_edit   true e.g. 0.0001           Converts a pip count into an absolute rate move (0.0001 for most pairs, 0.01 for JPY crosses).
tick_size Tick Size tickSizeEdit line_edit   true e.g. 0.1           Minimum rate increment allowed when quoting or trading this pair, expressed in pips.
decimal_places Decimal Places decimalPlacesSpinBox spin_box   true             Number of decimal places used when displaying or rounding rates for this pair.
business_day_convention Business Day Convention businessDayConventionCombo static_combo       Following,ModifiedFollowing,Preceding,ModifiedPreceding,Unadjusted,HalfMonthModifiedFollowing,Nearest currency_pair_convention_business_day_convention       Rule for adjusting a settlement date that falls on a non-business day (e.g. rolling forward to the next good business day).
spot_relative Spot Relative spotRelativeCheckBox check_box                 Whether forward value dates for this pair are calculated relative to the spot date, rather than directly from the trade date.
end_of_month End Of Month endOfMonthCheckBox check_box                 Whether this pair follows the end-of-month rule: if the spot date falls on the last business day of a month, forward dates preserve month-end alignment.

9. See also

Emacs 29.3 (Org mode 9.6.15)