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The Margin Service API defines the following enumerated types.

 


Async Report Status

The async report status enumeration describes the status of a synchronous request.
ValueDescription
ERRORAn error occurred while processing the request.
PROCESSINGThe request is not yet complete, it is currently processing.
SUCCESSThe request was successful.

Boolean

The boolean enumeration indicates true / false.
ValueDescription
trueTrue.
falseFalse.

Currency

The currency enumeration specifies valid currencies used for cashflows and margins.
ValueDescription
AUDAustralian Dollar
BRLBrazilian Real
CADCanadian Dollar
CHFSwiss Franc
CHPChilean Peso
EUREuro
GBPBritish Pound
JPYJapanese Yen
NZDNew Zealand Dollar
NOKNorwegian Krona
SEKSwedish Krone
USDUnited States Dollar

Entity Modify Action

The entity modify action enumeration is used to define the action to be performed on an entity.
ValueDescription
DELETEThe entity should be deleted/removed.
INSERTThe entity is new and should be added.
UPDATEThe 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.
ValueDescription
DELETEDThe entity was deleted in the CORE database.
ERRORAn error occurred with the previous request.
INSERTEDThe entity was inserted into the CORE database.
UPDATEDThe 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.
ValueDescription
COMPLETEAll transactions must pass validation and be added or updated, otherwise none will be added or updated.
PARTIALTransactions are processed independently; failure of one or more transactions to validate will not inhibit processing of other transactions within the same message.

Settlement Indicator

The settlement indicator enumeration indicates whether a margin is for settlement or not.
ValueDescription
NNo
YYes

Settlement Qualifier

The settlement qualifier enumeration indicates the status of settlement for margins.
ValueDescription
COMPComplete
EARLYEarly
FINALFinal

Sync Report Status

The sync report status enumeration describes that status of a synchronous request.
ValueDescription
ERRORAn error occurred while processing the request.
SUCCESSThe request was successfully processed.
SUCCESS_WITH_ERRORSAt least one part of the request was successfully processed, and at least one part of the request failed due to an error.

Transaction Encoding

The transaction encoding enumeration identifies the encoding used for a transaction payload.  Detailed information is available here.
ValueDescription
STRINGString/non-binary

Transaction Format

The transaction formation enumeration identifies the format used to specify the transaction payload. Detailed information is available here.
ValueDescription
CSVComma Separated Values
FIXMLFIXML
FPMLFpML
RISK_API_JSONJSON Risk API - for futures and options portfolios in SPAN 2 framework

Transaction Subformat

subformat is an attribute of the message payload.  This attribute will be optional except for trades in a format of CSV.  For all other types it can be left null or must be set to NONE.
Available from CORE schema 1.1
ValueDescription
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

The transaction type is used to describe the type of transaction being described in the payload.
ValueDescription
DELTA_LADDERA delta ladder, which must be represented as a tabular data in a CSV format.
TRADEIndividual trades represented in FIXML or FpML format.