doc 15 NewYorkFed

Information about doc 15 NewYorkFed

Published on September 27, 2007

Author: Aric85

Source: authorstream.com

Content

SDMX at the New York Fed:  SDMX at the New York Fed Paul Asman 10 January 2007 Outline:  Outline What we’ve done How it’s being used What’s ahead for us Representational changes Registry Rationale:  Rationale Goals To represent our most sought data in a guaranteed format That the consumers of that data can easily integrate into their own applications SDMX meets these goals NY Fed Data in SDMX (1):  NY Fed Data in SDMX (1) Utility Messages Foreign Exchange Rates Interest Rates (Fed Funds) Primary Dealer Statistics Utility Structure Sample:  Utility Structure Sample Utility Data Sample:  Utility Data Sample NY Fed Data in SDMX (2):  NY Fed Data in SDMX (2) Cross-Sectional Messages Temporary Open Market Operations (repurchase agreements) Permanent Open Market Operations (for our own portfolio) Securities Lending Cross-Sectional Data Sample:  Cross-Sectional Data Sample Message Type Not Important:  Message Type Not Important Our choice of message type (at least between utility and compact) is a matter of convenience SDMX has utilities for converting messages in one format to messages in another What matters is that we publish data in a guaranteed format, not which format we guarantee Web Traffic (SDMX Use):  Web Traffic (SDMX Use) Web Traffic (SDMX Use):  Web Traffic (SDMX Use) Future Representational Directions:  Future Representational Directions SDMX 2.0 features Hierarchical code lists Code list translation tables Extended key families The time-value pairs will remain, and automated consumption of them will not be affected More to Be Done:  More to Be Done We do not offer automatic expansion of codes for key family dimensions We do not offer automatic discovery of what we have An automated registry can fill these gaps. Registry:  Registry Supports automatic discovery Represents a professionalizing of our SDMX implementation We have implemented some registry functionality, but by no means all. Registry Architecture:  Registry Architecture Registry Functionality Implemented:  Registry Functionality Implemented Storage of structural metadata Code lists Key families Concepts Other maintainable artifacts Query and retrieval Submission, modification, and removal Web Service interface Administrative Functions:  Administrative Functions Message Submission:  Message Submission And Response:  And Response Directions:  Directions Take advantage of SDMX 2.0 Take advantage of Registry functionality we have implemented Implement more Registry functionality This will meet the needs of the foreseeable future. Contact Information:  Contact Information Paul Asman Federal Reserve Bank of New York [email protected] 1-212-720-6637 Presentation (including notes): www.newyorkfed.org/xml/sdmxConferenceJanuary2007.ppt

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