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Request structure 

Name
Required
Notes
Cycle Date Date/Time YesThe date in which the maintenance margin requirement is from 
Code StringNoThe point in time in which the maintenance margin requirement is for
Entities clrOrgIDStringNoThe central clearing organization that is clearing the trades submitted by the clearing member frim on behalf of themselves or their client 
ClrMbrFirmIDStringNoThe ID of the clearing member firm that is currently clearing the trades within a given performance bond account for a given client 
PbAcctIDStringYesThe ID used to identify the the performance bond account in which the cleared trades exist 
CustAcctIDStringNo 
Origin StringNoThe segregation of the performance bond account 


Response structure 

Name
Type  
Required
Notes
StatusAsync StatusYes 
Error CodeAsync StatusNo 
Error MessageAsync StatusNo 
Cycle Date Date/Time YesThe date in which the maintenance margin requirement is from 
Code StringYesThe point in time in which the maintenance margin requirement is for
Entities clrOrgIDStringYesThe central clearing organization that is clearing the trades submitted by the clearing member frim on behalf of themselves or their client 
ClrMbrFirmIDStringYesThe ID of the clearing member firm that is currently clearing the trades within a given performance bond account for a given client 
PbAcctIDStringYesThe ID used to identify the the performance bond account in which the cleared trades exist 
CustAcctIDStringYes 
Origin StringYesThe segregation of the performance bond account 
Stats TradeCountStringYesThe amount of trades within the performance bond account
MarginMaintAmtDecimalYesThe maintenance margin of the performance bond account 
Ccy CurrencyYesCurrency 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>


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