Risk API

Header

RequestID

User generated Request ID for margin request

requestId
"INPUT_abc123456789"

Optional

string

Version

Version of risk API

Version
"1.0"

Optional

decimal

Users should specifiy the version of the Risk API they are using

Sent Time

User generated system create time for message

sentTime"2018-03-01T17:43:09.422Z"

Optional

dateTime

Point In Time

Business Date

Business date of margin run

businessDt"2018-02-28"

Required

date

Date format expressed as: YYYY-MM-DD

Cycle Code

Defined description to distinguish between different point in time

cycleCode
"EOD"

Optional

string

Acceptable values are: AM, EARLY, ITD, or EOD

Run Number

Run Number field will increment if used multiple times within a specific CycleCode

runNumber"1"

Optional

integer

Time

Populated with the current timestamp when the market data file gets created

time
"17:43:09"

Optional

time

Portfolio

id

User-defined ID for the portfolio, margin results at portfolio level will correspond to this id

id"PORTFOLIO_1"

Conditional

string

Optional for non-omnibus portfolios
A unique key should be used to identify each portfolio in a request payload

Currency

User Defined Portfoio Currency.

currency"USD"

Required

string

See Appendix for complete list of acceptable values

Customer Account Type

Account Type considerations impacting the margin ratio

customerAccountType"HEDGE"

Required

string

Users set the default account type for the portfolio through this attribute

Acceptable values are MEMBER, HEDGE, SPECULATOR, HEIGHTENED*, NON_HEIGHTENED*.

Omnibus accounts can only be HEDGE, SPEC, HEIGHTENED*, or NON_HEIGHTENED*.

*(Note: Values Heightened and Non_Heightened are not yet supported. The values SPECULATOR and HEDGE are implied as HEIGHTENED and NON_HEIGHTENED , respectively.)

Omnibus Indicator

Omnibus Indicator

omnibusInd"NO"

Optional

string

Acceptable values are YES or No; Defaults to NO

Parent Portfolio ID

ID of the parent portfolio

parentPortfolioId"1.0"

Optional

string

Used for omnibus child portfolios
This field is the linkage between parent and child omnibus relationship

Memo

Free form field which can be used to pass through any information to the response message

Memo

Optional

string

Used to pass additional portfolio referential data between the margin request and margin response

Entities

Clearing Firm ID

User defined Clearing firm alphanumeric Id

firmId"001"

Required

string

Account ID

User defined account alphanumeric ID

accountId
"Account1"

Required

string

Account Name

User defined name for account

accountName"John Doe"

Optional

string

Origin Type

Used to designate the manner in which transactions, postions, and funds are segregated as required by requlators

originType
"CUST"

Required

string

Acceptable values are: HOUS, CUST, CUSTOMER, HOUSE
Users can only supply one of the listed values; otherwise error message

Fund Segregation Type

Fund segregation type

segregationType"CSEG"

Optional

string

Acceptable values are CSEG, CNSEG, COTC, NSEG, SECURED

Positions

Customer Account Type

Account Type considerations impacting the margin ratio

customerAccountType"MEMBER"

Optional

string

Acceptable values are MEMBER, HEDGE, SPECULATOR, HEIGHTENED*, NON_HEIGHTENED*.

Omnibus accounts can only be HEDGE, SPEC, HEIGHTENED*, or NON_HEIGHTENED*.

*(Note: Values Heightened and Non_Heightened are not yet supported. The values SPECULATOR and HEDGE are implied as HEIGHTENED and NON_HEIGHTENED , respectively.)Users can override the default customer account type that was supplied at the Portfolio level. Acount Override is applied at the Pod, not position, level. If multiple over-rides are present within the same Pod, the deployable software will first prioritize MEMBER type for the Pod if any positions are MEMBER, then prioritize HEDGE, and finally SPECULATOR.

Net Position

Net quantity is expressed as either positive (long) and negative (short)

netQty"1.0"

Conditional

decimal (can be negative)

Required if portfolio AccountType is not Omnibus
Acceptable values can only be integers

Naked Long Quantity

Buy quantity for naked margin treatment (see omnibus/PID notes)

nakedLongQty"1.0"

Conditional

decimal (cannot be negative)

Only allowable for Omnibus account types, but never required
Acceptable values can only be integers

Naked Short Quantity

Sell Quantity for naked margin treatment (See omnibus/PID notes)

nakedShortQty"1.0"

Conditional

decimal (cannot be negative)

Only allowable for Omnibus account types, but never required
Acceptable values can only be integers

Instrument

Clearing Organization Id

User defined clearing organization

clearingOrganizationId
"CME"

Required

string

Exchange ID

Name of Exchange in which the contracts are listed

exchangeId"CBT"

Required

string

For CME Group Exchanges, acceptable values are CME, CBT, NYMEX, COMEX, NYM, CMX

Product Code

CME Clearing House Product Code

productCode"17"

Required

string

Product Type

Name of the product type

productType"FUT"

Required

string

Acceptable values are FUT, OOF, OOP, OOC, FWD

Contract Period Code

Maturity Date of Product

periodCode"201809"
"20180920"
"201809W1"

Required

string

Example values are: YYYYMM, YYYYMMDD, YYYYMMW1, YYYYMMW2, YYYYMMW3, YYYYMMW4,
YYYYMMW5

Put/Call Indicator

Whether the option trade is a PUT or CALL

putCallInd"C"

Conditional

string

Required if ProductType = OOF, OOC, OOP
Acceptable values are P or C

Strike

Strike Price for options

strike"80.00"

Conditional