Margin Service API - Analytics - RealTimeMargin

Request structure

Name	Type	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
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

<?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="CUR"/>
<entities clrOrgId="CME" clrMbrFirmId="123" pbAcctId="account1" origin="CUST"/>
<stats tradeCount="14" marginMaintAmt="1234.123" ccy="USD"/>
</portfolioStats>
<portfolioStats>
<cycle date="2016-05-04" code="CUR"/>
<entities clrOrgId="CME" clrMbrFirmId="123" pbAcctId="account2" origin="CUST"/>
<stats tradeCount="35" marginMaintAmt="4321.12" ccy="USD"/>
</portfolioStats>
</ns2:portfolioStatsRpt>

Real Time Margin Request - All 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' />
</ns2:portfolioStatsReq>

Real Time Margin Response - All Accounts

<?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="CUR"/>
<entities clrOrgId="CME" clrMbrFirmId="123" pbAcctId="account1" origin="CUST"/>
<stats tradeCount="14" marginMaintAmt="1234.12" ccy="USD"/>
</portfolioStats>
<portfolioStats>
<cycle date="2016-05-04" code="CUR"/>
<entities clrOrgId="CME" clrMbrFirmId="123" pbAcctId="account2" origin="CUST"/>
<stats tradeCount="35" marginMaintAmt="4321.12" ccy="USD"/>
</portfolioStats>
<portfolioStats>
<cycle date="2016-05-04" code="CUR"/>
<entities clrOrgId="CME" clrMbrFirmId="123" pbAcctId="account3" origin="CUST"/>
<stats tradeCount="16" marginMaintAmt="6789.12" ccy="USD"/>
</portfolioStats>
</ns2:portfolioStatsRpt>