Margin Service API - Analytics - RealTimeMargin

Request structure 

Name

Required

Notes

Name

Required

Notes

Cycle Date 

Date/Time 

Yes

The date in which the maintenance margin requirement is from 

Code 

String

No

The point in time in which the maintenance margin requirement is for

Entities clrOrgID

String

No

The central clearing organization that is clearing the trades submitted by the clearing member frim on behalf of themselves or their client 

ClrMbrFirmID

String

No

The ID of the clearing member firm that is currently clearing the trades within a given performance bond account for a given client 

PbAcctID

String

Yes

The ID used to identify the the performance bond account in which the cleared trades exist 

CustAcctID

String

No

 

Origin 

String

No

The segregation of the performance bond account 



Response structure 

Name

Type  

Required

Notes

Name

Type  

Required

Notes

Status

Async Status

Yes

 

Error Code

Async Status

No

 

Error Message

Async Status

No

 

Cycle Date 

Date/Time 

Yes

The date in which the maintenance margin requirement is from 

Code 

String

Yes

The point in time in which the maintenance margin requirement is for

Entities clrOrgID

String

Yes

The central clearing organization that is clearing the trades submitted by the clearing member frim on behalf of themselves or their client 

ClrMbrFirmID

String

Yes

The ID of the clearing member firm that is currently clearing the trades within a given performance bond account for a given client 

PbAcctID

String

Yes

The ID used to identify the the performance bond account in which the cleared trades exist 

CustAcctID

String

Yes

 

Origin 

String

Yes

The segregation of the performance bond account 

Stats TradeCount

String

Yes

The amount of trades within the performance bond account

MarginMaintAmt

Decimal

Yes

The maintenance margin of the performance bond account 

Ccy 

Currency

Yes

Currency of the maintenance margin amount 



REST Request type: POST



URL: /MarginServiceApi/ 1.4 /analytics/RealTimeMargin



Code:

Within the API request, a user may specifiy either EOD or CUR.

If EOD, the API will reurn the margin result for the previous day's EOD postions.

If CUR, the API will return the margin requirement for the current day's positions, which may change throughout the day. 

EOD: End of Day 

CUR: Current Day 

 

Availability of Service:

CUR Margin Calls

CUR margin calls, with refreshed trades and market data, will be available week days from 4:00 a.m. CT until 4:00 p.m. CT.

CUR margin calls will be unavailable weekends from Friday 8:00p.m. CT – Sunday 5:00 p.m. CT, as well as scheduled down times for the CME CORE API and GUI. 

CUR margin calls should only be utilized for current day (T).

 

EOD Margin Calls

EOD margin calls for the previous day(s) will be unavailable weekends starting Friday 10:00p.m. CT – Sunday 5:00 p.m. CT and during scheduled downtimes for the CME CORE API and GUI. 

EOD margin calls for the current business day will be unavailable until approximately 8:00 p.m. CT

 

Real Time Margin Request - Single Account 

<?xml version="1.1" encoding="UTF-8" standalone="yes"?> <ns2:portfolioStatsReq xmlns:ns2="http://cmegroup.com/schema/core/1.4"> <cycle date='2016-05-05' code='EOD' /> <entities clrOrgId='CME' clrMbrFirmId='123' pbAcctId='account1' custAcctId='123' origin='CUST' /> </ns2:portfolioStatsReq>

Real Time Margin Response - Single Account 

<?xml version="1.0" encoding="UTF-8" standalone="yes"?> <ns2:portfolioStatsRpt xmlns:ns2="http://cmegroup.com/schema/core/1.4" status="SUCCESS"> <portfolioStats> <cycle date="2016-05-04" code="EOD"/> <entities clrOrgId="CME" clrMbrFirmId="123" pbAcctId="account1" origin="CUST"/> <stats tradeCount="14" marginMaintAmt="1234.123" ccy="USD"/> </portfolioStats> </ns2:portfolioStatsRpt>

Real Time Margin Request - Multiple Accounts

<?xml version="1.1" encoding="UTF-8" standalone="yes"?> <ns2:portfolioStatsReq xmlns:ns2="http://cmegroup.com/schema/core/1.4"> <cycle date='2016-05-05' code='CUR' /> <entities pbAcctId='account1' /> <entities clrOrgId='CME' clrMbrFirmId='123' pbAcctId='account1' custAcctId='123' origin='CUST' /> <entities clrOrgId="CME" clrMbrFirmId="123" pbAcctId="account2" custAcctId='123' origin='CUST'/> </ns2:portfolioStatsReq>

Real Time Margin Response - Multiple Accounts

Real Time Margin Request - All Accounts 

Real Time Margin Response - All Accounts 






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