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rootPagePortfolio Manager API

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

These topics illustrate the interactions between various organizations using either:

User Authentication

Will involve a 2-factor approach; the first being a Customer ID and the second being a token generated each time the user logs on.  Token generation will be automatic and will enable users to remain logged into the system for a number of days.

  

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

 

  

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Trade Capture Report and Notifications

  1. Cleared Trade Notifications
    1. Click here to view the FIXML flow for this function
  2. Trade Updates like Account, CTI and Origin Notification
  3. Trade Void Notification
  4. Price & Quantity Updates
  5. Trade Transfers 
  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. Note that only changes to Trading Firm are supported. 
  7. Spreads are supported in the PM API. Note that the Portfolio Manager API will support both Spread and Leg level messages.
  8. Allocation Notifications (single trade allocations are treated as group allocations, where the group has just one trade)
  9. Allocation Release/ Reversal Notifications
  10. MOS Allocations- CME firm offsets and onsets included, we won’t include the SGX offsets and onsets
     

 

Subscriptions

 

Subscriptions will only permit users to retrieve real time data 

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

   

Query types

Queries will permit users to retrieve data that is one day previous ie. prior to the current 24 hour window.

The Portfolio Manager API will use both REST style HTTP parameters for queries and FIXML message (e.g. TrdCaptRptReq) parameters. 

Query Name

Parameters used

(HTTP or FIXML)

Query Trade RecordsBoth

Query Next page

Both

  

Subscription and Query Parameters

  1. Party Role (R) <<1=Executing Firm >>
  2. Trade Date (TrdDt)
  3.  Venue (InptSrc)
  4.  Product (ID)
  5.   Product Type
  6. Exchange
  7. Product Group