Overview
There are a few reasons you might see Unknown alerts in your Position Limits dashboard. This article outlines the most common causes, including missing data, incorrect contract codes, and incorrect Market Identifier Codes (MICs). Along with how to resolve each one and bring your environment back to health.
Data Issues
The Data Issues page and the result details can identify the specific missing data points that are preventing Position Limits results from calculating. This can include:
A missing or incorrect CommoditySymbol
Depending on the exchange, missing any of the following:
OpenInterestAllMonths
OpenInterestSingleMonth
MarketWidePositionLimit
Incorrect Contract Code
You may receive an Unknown alert when the CommoditySymbol you provide for a contract doesn't match the contract code FIA Tech has for that contract.
To find the list of Commodity Symbols FIA Tech uses, click the FIA tab on the main Position Limits dashboard. Use the Exchange drop-down on the left to select the operating MIC you're looking for, and you'll see the contract codes associated with it.
To fix this issue, update the CommoditySymbol in your positions file to match the code that FIA Tech uses. If you're unable to update your positions file directly, you can create an override that applies when the Market property is "XXXX," replacing your current CommoditySymbol with the correct one FIA Tech has designated for that contract.
Duplicate Unknowns Caused by One Missing CommoditySymbol
As the rules are connected and aggregate into each other, one incorrect CommoditySymbol can prevent other rules from being calculated, so you may see many unknowns due to one CommoditySymbol being incorrect. This is why the first step should also be to solve any items on the Data Issues page.
Incorrect MIC
The Market field should contain the segment Market Identifier Code (MIC) for the primary market where the instrument trades. If the wrong market is supplied, the system won't be able to match the correct CommoditySymbol.
To confirm you're mapping to the correct MIC, check the Position Limits: Exchange Coverage page.
Note that the Position Limits dashboard displays exchanges by their operating MIC, since FIA Tech maps by operating MIC. Even though your positions file should use the segment MIC. For example, you'd supply "XMRV" in your positions file, but the dashboard would display it as "BMEX."
Limit Effective From is Missing
We periodically scrape contract trading calendar data published by the relevant exchanges. If you see an Unknown alert with the message "Limit Effective From is Missing," this is usually caused by an issue with that calendar data. Contact our Support team, and we'll investigate the Unknown alerts for you.
OpenInterestAllMonths
Some exchanges require open interest values, such as OpenInterestAllMonths or OpenInterestSingleMonth. If these values are missing, they may appear on the Data Issues page and in the result details as the cause of an Unknown alert.
We recommend providing these values directly in your positions file to keep your data accurate and your setup future-proof. If you need a short-term fix, you can use an override instead, sourcing the values from an exchange website, similar to here.
As always, we highly recommend providing all properties directly in your position file to ensure data integrity and futureproofing. However, if a tactical solution is required in the interim, an override could be used to temporarily provide this information.