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The Margin Service API defines the following enumerated types. |
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Async Report Status
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The async report status enumeration describes the status of a synchronous request. |
Value | Description |
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| An error occurred while processing the request. |
| The request is not yet complete, it is currently processing. |
| The request was successful. |
Boolean
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The boolean enumeration indicates true / false. |
Value | Description |
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| True. |
| False. |
Currency
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The currency enumeration specifies valid currencies used for cashflows and margins. |
Value | Description |
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| Australian Dollar |
| Brazilian Real |
| Canadian Dollar |
| Swiss Franc |
| Chilean Peso |
| Euro |
| British Pound |
| Japanese Yen |
| New Zealand Dollar |
| Norwegian Krona |
| Swedish Krone |
| United States Dollar |
Entity Modify Action
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The entity modify action enumeration is used to define the action to be performed on an entity. |
Value | Description |
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| The entity should be deleted/removed. |
| The entity is new and should be added. |
| The entity already exists and should be updated. |
Entity Status
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The entity status enumeration is used to describe the status of entities in the CORE database. |
Value | Description |
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| The entity was deleted in the CORE database. |
| An error occurred with the previous request. |
| The entity was inserted into the CORE database. |
| The entity was updated in the CORE database. |
Processing Mode
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The processing mode enumeration is used to indicate the action to take when adding or updating multiple transactions. |
Value | Description |
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| All transactions must pass validation and be added or updated, otherwise none will be added or updated. |
| Transactions are processed independently; failure of one or more transactions to validate will not inhibit processing of other transactions within the same message. |
Settlement Indicator
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The settlement indicator enumeration indicates whether a margin is for settlement or not. |
Value | Description |
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| No |
| Yes |
Settlement Qualifier
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The settlement qualifier enumeration indicates the status of settlement for margins. |
Value | Description |
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| Complete |
| Early |
| Final |
Sync Report Status
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The sync report status enumeration describes that status of a synchronous request. |
Value | Description |
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| An error occurred while processing the request. |
| The request was successfully processed. |
| At least one part of the request was successfully processed, and at least one part of the request failed due to an error. |
Transaction Encoding
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The transaction encoding enumeration identifies the encoding used for a transaction payload. Detailed information is available |
Value | Description |
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| String/non-binary |
Transaction Format
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The transaction formation enumeration identifies the format used to specify the transaction payload. Detailed information is available |
Value | Description |
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| Comma Separated Values |
| FIXML |
| FpML |
| JSON Risk API - for futures and options portfolios in SPAN 2 framework |
Transaction Subformat
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subformat is an attribute of the message payload. This attribute will be optional except for trades in a format of CSV. For all other types it can be left null or must be set to NONE. |
Value | Description |
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NONE | Can be used on all trades except for those in csv format. |
IRS_TRADE_REG | Trade Register of Interest Rate Swaps |
CORE_FX | Foreign Exchange |
CORE_IRS | Interest Rate Swaps |
Transaction Type
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The transaction type is used to describe the type of transaction being described in the payload. |
Value | Description |
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| A delta ladder, which must be represented as a tabular data in a CSV format. |
| Individual trades represented in FIXML or FpML format. |