Tag Archives: xPath

Sniffing xml messages stored in SQL Server with xPath.

If you have a database table with actual xml messages stored as a column value on a record (an xml payload) you can use the “.nodes” method to inspect the xml in each record using xpath queries.

Lets say you have a table of records that store details on interest rate swap trade….

The FpML schema for a IR Swap is here: http://www.fpml.org/spec/fpml-5-3-2-wd-2/html/reporting/schemaDocumentation/schemas/fpml-ird-5-3_xsd/complexTypes/Swap.html

CROSS Apply the results of your xPath queries to SQL placeholder aliases such then can then be used as regular SQL data column values in the rest of the query:

-- IRD XCCY Swap, find me a fixed fixed IRD Swap 
WITH xmlnamespaces( 'http://www.fpml.org/2008/FpML-4-5' AS fpml, 
'http://www.w3.org/2001/XMLSchema-instance' AS xsi, 
'http://www.kcbank.com/messagebus/core/FpML-4-5/extension' AS kc )
SELECT trade_id, update_time, trade_event
,x.col.value('.', 'VARCHAR(100)') [productType]
,y.col.value('.', 'VARCHAR(100)') [fixRate1]
,z.col.value('.', 'VARCHAR(100)') [fixRate2]
FROM [dbo].[tradeMessages] 
CROSS apply xml_trade_payload.nodes('//fpml:swap/fpml:productType') x(col) 
CROSS apply xml_trade_payload.nodes('//fpml:swapStream[1]/fpml:calculationPeriodAmount/fpml:calculation/fpml:fixedRateSchedule/fpml:initialValue') y(col) 
CROSS apply xml_trade_payload.nodes('//fpml:swapStream[2]/fpml:calculationPeriodAmount/fpml:calculation/fpml:fixedRateSchedule/fpml:initialValue') z(col) 
where asset_class = 'IRD' 
	and product_type = 'Interest Rate Swap' 
	and update_time >= CONVERT(datetime, '2018-01-01')
	and trade_event = 'ADD'
and 
(x.col.value('.', 'VARCHAR(100)') != y.col.value('.', 'VARCHAR(100)')
or y.col.value('.', 'VARCHAR(100)') != z.col.value('.', 'VARCHAR(100)')
or x.col.value('.', 'VARCHAR(100)') != z.col.value('.', 'VARCHAR(100)'))
order by unique_trade_id, seq_id desc
G

This will find all trades added to a TradeMessages table that have 2 fixed rate schedules (a fix/fix swap), that were traded in 2018.

Nice link here to CROSS Apply: https://docs.microsoft.com/en-us/sql/t-sql/xml/nodes-method-xml-data-type?view=sql-server-2017