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

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These topics illustrate the interactions between various organizations using either:

 

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pageCLIMP:Portfolio Manager API

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

Trade Confirm and Notification flows:

  1. Cleared Trade Notifications
  2. Trade Updates like Account, CTI and Origin Notification
  3. Give up Notifications (Single trade allocation)
  4. Give up Notifications (Trades are grouped)
  5. Give up Release/ Reversal Notifications
  6. Price & Quantity Updates
  7. Trade Transfers
  8. Spreads
  9. Deltas- show translation of previous state of trade to current

Query types: 

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

  1. Query and Query next page (CTAPI)
  2. Snapshots (CTAPI)??
  3. History of Markets (CTAPI)??
  4.  Positions (CTAPI)??
  5.  Real Time Margins (CTAPI)??
  6.  Query Trade Records (ConfirmHub API)
  7. Query Reference Data  (ConfirmHub API)
  8. Retrieve Events (ConfirmHub API)- If this is accepted as in scope then create new page Off off  the Message Specifications page to show list of Event Types

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

  1. Party Role (R) (Trading Firm, account, clearing member),
  2. Trade Date (TrdDt),
  3. FEC Firm Trade ID (TrdID),
  4. CME Unique ID (ExecID),
  5. Order ID (ClOrdID),
  6. Venue (InptSrc) and
  7. Product (ID).

   

And the following filter fields from ConfirmHub API:

  1. FromTradeDate
  2. ToTradeDate
  3. FromLastModified Date
  4. ToLastModified Date
  5. UpdatedSinceDate
  6. CHDealID
  7. SubmitterTypeID
  8. SubmitterID
  9. SubmitterDealIDQualifier
  10. SubmitterDealID
  11. CommodityID
  12. DealType
  13. Active
  14. TradeVerifiedStatus
  15. BidFlag
  16. ParentBrokerageCompanyID
  17. CompanyID
  18. MappingStatus
  19. MatchStatus
  20. TableName - Reference data specific filter
  21. UpdatedSinceDate - Reference data specific filter

 

Subscriptions

List of CTAPI subscriptions (CTAPI Spec section 5.10)

ConfirmHub API does not support subscriptions