Margin Service API - Enumerations
- CME Group
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 |
|---|---|
| An error occurred while processing the request. |
| The request is not yet complete, it is currently processing. |
| The request was successful. |
Boolean
The boolean enumeration indicates true / false.
Value | Description |
|---|---|
| True. |
| False. |
Currency
The currency enumeration specifies valid currencies used for cashflows and margins.
Value | Description |
|---|---|
| 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
The entity modify action enumeration is used to define the action to be performed on an entity.
Value | Description |
|---|---|
| The entity should be deleted/removed. |
| The entity is new and should be added. |
| 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 |
|---|---|
| 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
The processing mode enumeration is used to indicate the action to take when adding or updating multiple transactions.
Value | Description |
|---|---|
| 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
Value | Description |
|---|---|
| No |
| Yes |
Settlement Qualifier
Value | Description |
|---|---|
| Complete |
| Early |
| Final |
Sync Report Status
Value | Description |
|---|---|
| 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
Value | Description |
|---|---|
| String/non-binary |
Transaction Format
Value | Description |
|---|---|
| Comma Separated Values |
| FIXML |
| FpML |
| JSON Risk API - for futures and options portfolios in SPAN 2 framework |
Transaction Subformat
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
Value | Description |
|---|---|
| A delta ladder, which must be represented as a tabular data in a CSV format. |
| Individual trades represented in FIXML or FpML format. |
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