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:

  1. Logon
  2. Logoff
  3. Change Password 

 

Subscriptions:

 

List the CTAPI subscriptions (CTAPI Spec section 5.10)

Trade Confirm and Notification flows:

  1. Cleared Trade Notifications
  2. Trade Updates like Account, CTI and Origin Notification
  3. Allocation Notifications (Single trade allocation)
  4. Allocation Notifications (Trades are grouped)
  5. Allocation Release/ Reversal Notifications
  6. Price & Quantity Updates
  7. Trade Transfers
  8. Spreads are supported in the PM API
  9. 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  

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>>

   

Subscriptions:

List the CTAPI subscriptions (CTAPI Spec section 5.10)