Margin Service API - REST

See the following Representation State Transfer (REST) methods and error codes:

Portfolio

Use Case	Path	Method	Request Headers	Post Data
Add Portfolio	/MarginServiceApi/portfolios	POST	'username' AND 'password'	<?xml version="1.1" encoding="UTF-8" standalone="yes"?> <ns2:portfolioReq xmlns:ns2="http://cmegroup.com/schema/core/1.2"> <portfolio desc="My Desc" name="My Name" rptCcy="AUD" id="0"> <entities clrMbrFirmId="My Firm" custAcctId="My Account"/> </portfolio> </ns2:portfolioReq>
Get Portfolio	/MarginServiceApi/portfolios/{portfolioId}	GET	'username' AND 'password'
Update Portfolio	/MarginServiceApi/portfolios/{portfolioId}	PUT	'username' AND 'password'	<?xml version="1.1" encoding="UTF-8" standalone="yes"?> <ns2:portfolioReq xmlns:ns2="http://cmegroup.com/schema/core/1.2"> <portfolio id="{portfolioId}" desc="My New Desc" name="My New Name" rptCcy="AUD"> <entities clrMbrFirmId="My New Firm" custAcctId="My New Account"/> </portfolio> </ns2:portfolioReq>
Delete Portfolio	/MarginServiceApi/portfolios/{portfolioId}	DELETE	'username' AND 'password'
List All Portfolios	/MarginServiceApi/portfolios/	GET	'username' AND 'password'

Margin

Use Case

Path

Method

Request Headers

Post Data

Request Margin Calculation

/MarginServiceApi/margins

POST

'username' AND 'password'

<?xml version="1.1" encoding="UTF-8"?>
<core:marginReq xmlns:core="http://cmegroup.com/schema/core/1.2">
<margin portfolioId="{portfolioId}">
<amounts ccy="AUD" conc="0.0" init="0.0" maint="0.0" nonOptVal="0.0" optVal="0.0"/>
</margin>
</core:marginReq>

Get Margin Status/Result

/MarginServiceApi/margins/{marginId}

GET

'username' AND 'password'

Transaction

Use Case	Path	Method	Request Headers	Post Data
Get Transaction	/MarginServiceApi/transactions/{transactionId}	GET	'username' AND 'password'
Delete Transaction	/MarginServiceApi/transactions/{transactionId}	DELETE	'username' AND 'password'

Delta Ladders

Use Case

Path

Method

Request Headers

Post Data

Add Transaction

/MarginServiceApi/transactions

POST

'username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="ak">
<transaction portfolioId="{portfolioId}" type="DELTA_LADDER" id="{transactionid}">
<payload encoding="STRING" format="CSV">
<string>
Value Date,CMF,PB Account,Curve Name,Currency,91D,183D,274D,365D,457D,548D,639D,731D,1096D,1461D,1826D,2192D,2557D,2922D,3287D,3653D,4383D,5479D,7305D,9131D,10958D,14610D,18263D
10/24/2013,test1,999,AUD_BBSW_6M_ERS,,32.0105455,64.58305936,31.13621844,20.35769193,15.41416217,96.80729233,75.32927274,25.67151709,24.23397357,0.687566587,9.694415416,58.80629205,31.95172325,15.3822619,79.15949202,32.98592737,94.26023515,17.7372275,20.18054008,15.11060597,42.29062295,33,44
</string>
</payload>
</transaction>
</ns2:transactionReq>

Update Transaction

/MarginServiceApi/transactions/{transactionId}

PUT

'username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="ak">
<transaction portfolioId="0" type="DELTA_LADDER" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Value Date,CMF,PB Account,Curve Name,Currency,91D,183D,274D,365D,457D,548D,639D,731D,1096D,1461D,1826D,2192D,2557D,2922D,3287D,3653D,4383D,5479D,7305D,9131D,10958D,14610D,18263D
01/01/2011,UPDATE,UPDATE,AUD_BBSW_6M_ERS,,32.0105455,64.58305936,31.13621844,20.35769193,15.41416217,96.80729233,75.32927274,25.67151709,24.23397357,0.687566587,9.694415416,58.80629205,31.95172325,15.3822619,79.15949202,32.98592737,94.26023515,17.7372275,20.18054008,15.11060597,42.29062295,33,44
</string>
</payload>
</transaction>
</ns2:transactionReq>

Futures

Use Case

Path

Method

Request Headers

Post Data

Add Transaction

/MarginServiceApi/transactions

POST

username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="ak">
<transaction portfolioId="{portfolioId}" type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
TED,1234,CME,,,ED,201906,,,,100,FUT
TED,1234,CME,,,ED,201909,,,,100,FUT
TED,1234,CME,,,ED,201912,,,,100,FUT
TED,1234,CME,,,ED,202003,,,,100,FUT
</string>
</payload>
</transaction></ns2:transactionReq>

Update Transaction

/MarginServiceApi/transactions/{transactionId}

PUT

username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="ak">
<transaction portfolioId="0" type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
Test,UPDATE,CME,,,ED,201906,,,,100,FUT
</string>
</payload>
</transaction>
</ns2:transactionReq>

Options

Use Case

Path

Method

Request Headers

Post Data

Add Transaction

/MarginServiceApi/transactions

POST

username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="ak">
<transaction portfolioId="{portfolioId}" type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
Test,123,CME,GEH7 C9200,,ED,201703,CALL,92,201703,10,
Test,123,NYMEX,LM1M6 P6200,,LM1,201606,PUT,62,201706,25,
</string>
</payload>
</transaction>
</ns2:transactionReq>

Update Transaction

/MarginServiceApi/transactions/{transactionId}

PUT

username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="ak">
<transaction portfolioId="0" type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
Test,UPDATE,CME,GEH7 C9200,,ED,201703,CALL,92,201703,10,
</string>
</payload>
</transaction>
</ns2:transactionReq>

Interest Rate Swaps

Use Case

Path

Method

Request Headers

Post Data

Add Transaction

/MarginServiceApi/transactions

POST

username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="ak">
<transaction portfolioId="{portfolioId}" type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm ID,Account ID,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate
TEST,1234,FRA,EUR,9/16/2016,12/16/2016,125000,R,0.05
TEST,1234,OIS,GBP,11/21/2017,7/22/2022,1000000,P,0.05
TEST,1234,Vanilla,CAD,6/18/2016,6/18/2045,20000,P,0.05
TEST,1234,Vanilla,USD,6/6/2017,6/6/2027,2050000,R,0.05
TEST,4567,ZERO_COUPON,EUR,9/17/2017,9/17/2037,25000,P,0.05
TEST,4567,ZERO_COUPON,USD,12/15/2017,12/15/2027,50000,R,0.05
</string>
</payload>
</transaction>
</ns2:transactionReq>

Update Transaction

/MarginServiceApi/transactions/{transactionId}

PUT

username' AND 'password'

<?xml version="1.1." encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2" reqUserId="ak">
<transaction portfolioId="0" type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm ID,Account ID,Product Type ,Currency,Effective Date,Maturity Date,Notional,Direction,Fixed Rate
TEST,UPDATE,FRA,USD,9/16/2016,12/16/2016,125000,R,0.05
</string>
</payload>
</transaction>
</ns2:transactionReq>

Forwards

Use Case

Path

Method

Request Headers

Post Data

Add Transaction

/MarginServiceApi/transactions

POST

username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="ak">
<transaction portfolioId="{portfolioId}" type="TRADE" id="">
<payload encoding="STRING" format="FIXML">
<string>
&lt;FIXML xmlns=&quot;www.cmegroup.com/fixml50/1&quot;&gt;  &lt;TrdCaptRpt LastQty=&quot;4&quot;&gt;   
&lt;Instrmt Exch=&quot;CME&quot; SecTyp=&quot;FWD&quot; ID=&quot;USDCAD&quot; MMY=&quot;20130508&quot; /&gt;   
&lt;RptSide Side=&quot;2&quot;&gt;      &lt;Pty R=&quot;4&quot; ID=&quot;123&quot; /&gt;&lt;Pty R=&quot;24&quot; ID=&quot;CUSTACCT1&quot; /&gt;    &lt;/RptSide&gt;  &lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;
</string>
</payload>
</transaction>
</ns2:transactionReq>

Update Transaction

/MarginServiceApi/transactions/{transactionId}

PUT

username' AND 'password'

<?xml version="1.1" encoding="UTF-8" standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.0" reqUserId="ak">
<transaction portfolioId="{portfolioId}" type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="FIXML">
<string>
&lt;FIXML xmlns=&quot;www.cmegroup.com/fixml50/1&quot;&gt;  &lt;TrdCaptRpt LastQty=&quot;4&quot;&gt;   
&lt;Instrmt Exch=&quot;CME&quot; SecTyp=&quot;FWD&quot; ID=&quot;USDCAD&quot; MMY=&quot;20130508&quot; /&gt;   
&lt;RptSide Side=&quot;2&quot;&gt;      &lt;Pty R=&quot;4&quot; ID=&quot;123&quot; /&gt;&lt;Pty R=&quot;24&quot; ID=&quot;CUSTACCT1&quot; /&gt;    &lt;/RptSide&gt;  &lt;/TrdCaptRpt&gt;&lt;/FIXML&gt;
</string>
</payload>
</transaction>
</ns2:transactionReq>

Multiple Trades

Use Case

Path

Method

Request Headers

Post Data

Add Transaction

/MarginServiceApi/transactions

POST

username' AND 'password'

?xml version="1.1" encoding="UTF-8"
standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2"
reqUserId="ak">
<transaction portfolioId="10353741"
type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period
Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
TED,1234,CME,,,ED,201906,,,,100,FUT
TED,1234,CME,,,ED,201909,,,,100,FUT
TED,1234,CME,,,ED,201912,,,,100,FUT
TED,1234,CME,,,ED,202003,,,,100,FUT
</string>
</payload>
</transaction>
<transaction portfolioId="10353741" type="TRADE"
id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period
Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
TED,1234,CME,,,ED,201906,,,,100,IRS
TED,1234,CME,,,ED,201909,,,,100,IRS
TED,1234,CME,,,ED,201912,,,,100,IRS
TED,1234,CME,,,ED,202003,,,,100,IRS
</string>
</payload>
</transaction>
</ns2:transactionReq>

Update Transaction

/MarginServiceApi/transactions/{transactionId}

PUT

username' AND 'password'

?xml version="1.1" encoding="UTF-8"
standalone="yes"?>
<ns2:transactionReq xmlns:ns2="http://cmegroup.com/schema/core/1.2"
reqUserId="ak">
<transaction portfolioId="10353741"
type="TRADE" id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period
Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
TED,UPDATE,CME,,,ED,201906,,,,100,FUT
TED,UPDATE,CME,,,ED,201909,,,,100,FUT
TED,UPDATE,CME,,,ED,201912,,,,100,FUT
TED,UPDATE,CME,,,ED,202003,,,,100,FUT
</string>
</payload>
</transaction>
<transaction portfolioId="10353741" type="TRADE"
id="{transactionId}">
<payload encoding="STRING" format="CSV">
<string>
Firm Id,Acct Id,Exchange,Ticker Symbol,Product Name,CC Code,Period
Code,Put / Call,Strike,Underlying Period Code,Net Positions,Margin Type
TED,1234,CME,,,ED,201906,,,,100,IRS
TED,1234,CME,,,ED,201909,,,,100,IRS
TED,1234,CME,,,ED,201912,,,,100,IRS
TED,1234,CME,,,ED,202003,,,,100,IRS
</string>
</payload>
</transaction>
</ns2:transactionReq>

Error Codes

Code	Description	Request	Example Message
400	Bad XML syntax or missing content More information will be provided in the error message.	Calculate Margin	<?xml version="1.0" encoding="UTF-8" standalone="yes"?> <ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="ERROR"> <error code="400" msg="Portfolio ID [123] was not found."/> </ns2:marginRpt>
403	The user does not have permission to perform calculations on the analytic	Add Transaction	<?xml version="1.0" encoding="UTF-8" standalone="yes"?> <ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="ERROR"> <error code="403" msg="Access denied. User does not have permission to execute action on the submitted trades."/> </ns2:transactionRpt>
404	The requested portfolio/transaction/margin could not be found.	Get Portfolio	<?xml version="1.0" encoding="UTF-8" standalone="yes"?> <ns2:portfolioRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="ERROR"> <error code="404" msg="Portfolio ID [123] was not found."/> </ns2:portfolioRpt>
404		Get Margin	<?xml version="1.0" encoding="UTF-8" standalone="yes"?> <ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="ERROR"> <error code="404" msg="Margin ID was not found."/> </ns2:marginRpt>
500	The server was not able to process the request or if validation errors exist. More information (if available) will be provided in the error message.	Add Portfolio	<?xml version="1.0" encoding="UTF-8" standalone="yes"?> <ns2:portfolioRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="ERROR"> <error msg="Internal API error. Error ID: MP52trfB3vvy" code="500"/> </ns2:portfolioRpt>
		Add Transaction	<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:transactionRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="ERROR"><error msg="Internal API error. Error ID: k8jeBfA3nU4m" code="500"/></ns2:transactionRpt>
		Calculate Margin	<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2"><error msg="72013111: Error message text goes here" code="500"/></ns2:marginRpt> In the above example, 72013111 represents the transaction id that had the validation error.
		Get Margin	<?xml version="1.0" encoding="UTF-8" standalone="yes"?><ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2"><error msg="marginRpt id=3970 Error: ErrorMsg Text" code="500"/></ns2:marginRpt>