Versions Compared

Key

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

Use this search bar to search topics within the Margin Service API. 

Page Tree Search
rootPageMargin Service API

The Margin Service API is designed to give all market participants direct access to CME Clearing initial margin engines for portfolios. It allows users to pass through portfolios of all CME Cleared products for initial margin and incremental margin calculation and provides features such as Interest Rate Portfolio Margin savings and margin estimation.

This information is intended to provide a complete overview of the Margin Service API for development purposes. To discuss certification testing and the licensing process, please see Onboarding and Verification.

Contact us for any onboarding or production support.

This page describes:

  

Table of Contents
maxLevel4

Related Content
Children Display

 

 

Features

The Margin Service API supports the following features:

The Margin Service has 5 main endpoints: Analytics, Margin, Portfolio, Transactions, and All-in-One. Each endpoint supports the standard GET, POST, PUT, and DELETE HTTP functions.

Margin Service API Versions and Latest Schema

Margin Service API supports concurrent versions.  An XML schema is provided for validation of XML requests and responses supported by the API.

Note

For best results, use right click + Save As to download each file.

Version/SchemaDownload LinkAdditional API FeaturesNR Release DateProduction Release Date
1.0Download 1.0Original Version

Original

Original

1.1Download 1.1All-In-One Call

Nov 17, 2013

Nov 17, 2013

1.2Download 1.2What-If Analysis

Dec 4, 2013

Jan 20, 2014

1.3*Download 1.3SwaptionsMar 2, 2016

Apr 11, 2016

1.4Download 1.4

RTM over API

MM over API

July 6, 2016July 18, 2016

*Latest Version

Minor (.X) API versions are backward compatible. We ask that all users update to the latest version of the Margin API schema at their earliest convenience.  

For all POST/PUT calls, the core schema version is auto-detected based on the xmlns specified in the root element of the request; the response will be returned in the same schema version. 

For all GET/DELETE calls, the API will return the latest schema unless the version is specified as a request parameter in the URL (e.g. /MarginServiceApi/1.1/portfolios/${marginPortfolio}).

Best Practice is to specify the version on every request: (e.g. /MarginServiceApi/1.1/portfolios/${marginPortfolio})

 

The Endpoints for the Schema 1.3 are:

Transactions

/MarginServiceApi/1.3/transactions

 Margin

/MarginServiceApi/1.3/margins  

 Poll Margin

/MarginServiceApi/1.3/margins/id

The Endpoints for the Schema 1.4 are:

Margin Matrix:

/MarginServiceApi/1.4/analytics/margin-matrix/us-swaptions-buy

/MarginServiceApi/1.4/analytics/margin-matrix/us-swaptions-sell

/MarginServiceApi/1.4/analytics/margin-matrix/us-swaptions-straddle

/MarginServiceApi/1.4/analytics/margin-matrix/us-vanilla

/MarginServiceApi/1.4/analytics/margin-matrix/us-ois

/MarginServiceApi/1.4/analytics/margin-matrix/us-cds

Real-time Margin:

/MarginServiceApi/ 1.4 /Analytics/RealTimeMargin

 

Info

Notes:

The default if no schema is provided is always 1.2 

Schema 1.0, 1.1, 1.2 are supported 

Schema 1.3 is optional for Swaptions

Schema 1.4 is optional for RTM and MM over API

You can call the API using latest and it will always reply with latest schema version. 

Example:

/MarginServiceApi/latest/margins/id

 

Technology

REST

The Margin Service API is built upon Representation State Transfer (REST) web service technology. In this methodology HTTP URLs and methods (such as GET, POST, etc.), parameters, and statuses are used to model the remote procedure call behavior.  

The API utilizes a custom XML language for requests and responses, which can contain contents in various formats, including industry standard XML formats such as FpML and FIXML.  Schemas have been provided for validating the various request and response XMLs which are possible in the API.

Asynchronous vs. Synchronous Requests

For requests which are expected to be executed quickly, the API will return the results of the request in the action (synchronously).  For some requests (such as margin calculation) which may take longer to process, an asynchronous model is provided.  After submitting the request, the service will return an identifier which can be used to query for the results of the operation with subsequent requests.  It is then up to the client to poll the server for completion of the request

Contact

For more information and questions please contact the support team