Page tree

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

Use this search bar to search topics within the Portfolio Manager API.

Page Tree Search
rootPagePortfolio Manager API

These topics illustrate the interactions between various organizations using either:

 

Related Content
Children Display
pageCLIMP:Portfolio Manager API

This section lists all the flows supported currently by CTAPI. The Portfolio Manager API will support these flows.

User Authentication

:

 

API InputAPI output
Logon

Successful Logon Response

Logon Error Response

Logoff

Successful Logoff Response

Logoff Error Response

Change Password

Successful Change Password Response

Change Password Error Response

 

 

 Subscriptions

:

 

API InputAPI Output

Subscription Request for all data

Successful Subscription Response for all data

Subscription Error Response – Inappropriate permission

Subscription Request with Filters

 Subscription Error Response – Inappropriate permission
Subscription Polling RequestSubscription Polling Response
Subscription Signoff Request

Successful Subscription Signoff

Subscription Signoff Error Response

 

 

 

Trade Capture Report and Notifications

:

  1. Cleared Trade Notifications
  2. Trade Updates like Account, CTI and Origin Notification
  3. Trade Void Notification
  4. Price & Quantity Updates
  5. Trade Transfers (same flow as Delta?)
  6. Deltas- When the Trading Firm is changed on the transaction, a Cancel Notification is sent to the previous Trading Firm and a New Trade Notification is sent to the new Trading Firm  
  7. Spreads are supported in the PM API
  8. Allocation Notifications (Single trade allocation)
  9. Allocation Notifications (Trades are grouped)
  10. Allocation Release/ Reversal Notifications
  11. MOS Allocations

  

Query types

<<Note: There will be one generic Query flow >>

The Portfolio Manager API will use both REST style HTTP parameters for queries and FIXML message (e.g. TrdCaptRptReq) parameters.  The names of query parameters will match those in the FIXML messages.

Query Name

Parameters used

(HTTP or FIXML)

Query Trade RecordsBoth

Query Next page

Both

  

All queries will support filtering including fields like the following from CTAPI:

  1.  Party Role (R) (Trading Firm, account, clearing member), <<Only 1=Executing Firm is used in current CTAPI queries>>
  2. Trade Date (TrdDt), <<Used heavily in current CTAPI queries>>
  3. FEC Firm Trade ID (TrdID),
  4. CME Unique ID (ExecID),
  5. Order ID (ClOrdID),
  6. Venue (InptSrc) <<Used in current CTAPI queries>>
  7. Product (ID) <<Used in current CTAPI queries>>