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rootPagePortfolio Manager API

 

This page describes supported Portfolio Manager API message flows:

 

Table of Contents

 

User Authentication

To initiate a session with the API, users must obtain a Customer ID and use a token generated upon each log in. Tokens generate automatically and enable users to remain logged into the system for multiple 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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pageCLIMP:Portfolio Manager API

Trade Capture Report and Notifications

Introduction text needed.

  1. Cleared Trade Notifications and Trade Void Notifications
  2. Allocations: Click here to view the FIXML flow for this function
    1. Allocation Notifications (single trade allocations are treated as group allocations, where the group has just one trade
    2. Allocation Release/ Reversal Notifications
  3. Spreads are supported in the PM API. The Portfolio Manager API will support both Spread and Leg level messages.
  4. 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. Click here to view the FIXML flow for this function. 

  5. MOS Allocations- CME firm offsets and onsets included.  CME Group does not include the SGX offsets and onsets.

Subscriptions

 Subscriptions permit users to retrieve only real time data.

  Click here to view the FIXML flow for this function 

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 permit data retrieval for one previous day (ie. prior to the current 24 hour window).

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

The Query responses continue as long as the client passes a token to the Portfolio Manager API.

 Click here to view the FIXML flow for this function 

Subscription and Query Parameters

  1. Party Role (R) <<Broker, Asset Manager, Trading Firm>>
  2. Trade Date (TrdDt)
  3. Venue (InptSrc)
  4. Product (Instrmt.ID)
  5. Product Type <<SecTyp eg. FUT, OPT, MLEG>>
  6. Exchange (Exch)