The Margin Service API defines the following enumerated types.
Async Report Status
The async report status enumeration describes the status of a synchronous request.
| Value | Description |
|---|---|
ERROR | An error occurred while processing the request. |
PROCESSING | The request is not yet complete, it is currently processing. |
SUCCESS | The request was successful. |
Boolean
The boolean enumeration indicates true / false.
| Value | Description |
|---|---|
true | True. |
false | False. |
Currency
The currency enumeration specifies valid currencies used for cashflows and margins.
| Value | Description |
|---|---|
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CHP | Chilean Peso |
EUR | Euro |
GBP | British Pound |
JPY | Japanese Yen |
NZD | New Zealand Dollar |
NOK | Norwegian Krona |
SEK | Swedish Krone |
USD | United States Dollar |
Entity Modify Action
The entity modify action enumeration is used to define the action to be performed on an entity.
| Value | Description |
|---|---|
DELETE | The entity should be deleted/removed. |
INSERT | The entity is new and should be added. |
UPDATE | The entity already exists and should be updated. |
Entity Status
The entity status enumeration is used to describe the status of entities in the CORE database.
| Value | Description |
|---|---|
DELETED | The entity was deleted in the CORE database. |
ERROR | An error occurred with the previous request. |
INSERTED | The entity was inserted into the CORE database. |
UPDATED | The entity was updated in the CORE database. |
Processing Mode
The processing mode enumeration is used to indicate the action to take when adding or updating multiple transactions.
| Value | Description |
|---|---|
COMPLETE | All transactions must pass validation and be added or updated, otherwise none will be added or updated. |
PARTIAL | 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
The settlement indicator enumeration indicates whether a margin is for settlement or not.
| Value | Description |
|---|---|
N | No |
Y | Yes |
Settlement Qualifier
The settlement qualifier enumeration indicates the status of settlement for margins.
| Value | Description |
|---|---|
COMP | Complete |
EARLY | Early |
FINAL | Final |
Sync Report Status
The sync report status enumeration describes that status of a synchronous request.
| Value | Description |
|---|---|
ERROR | An error occurred while processing the request. |
SUCCESS | The request was successfully processed. |
SUCCESS_WITH_ERRORS | 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
The transaction encoding enumeration identifies the encoding used for a transaction payload. Detailed information is available here.
| Value | Description |
|---|---|
STRING | String/non-binary |
Transaction Format
The transaction formation enumeration identifies the format used to specify the transaction payload. Detailed information is available here.
| Value | Description |
|---|---|
CSV | Comma Separated Values |
FIXML | FIXML |
FPML | FpML |
RISK_API_JSON | JSON Risk API - for futures and options portfolios in SPAN 2 framework |
Transaction Subformat
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.
Available from CORE schema 1.1
| Value | Description |
|---|---|
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
The transaction type is used to describe the type of transaction being described in the payload.
| Value | Description |
|---|---|
DELTA_LADDER | A delta ladder, which must be represented as a tabular data in a CSV format. |
TRADE | Individual trades represented in FIXML or FpML format. |