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

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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 where the second factor is the IP of the machine connecting to the API so that we won’t have to expire the API passwords.

  

API Input API 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

 

  

Related Content
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Subscriptions

Subscriptions will only permit users to retrieve real time data

  

API Input API 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 Request Subscription Polling Response
Subscription Signoff Request

Successful Subscription Signoff

Subscription Signoff Error Response

 

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  
  7. Spreads are supported in the PM API
  8. Allocation Notifications (Single trade allocation)
  9. Allocation Notifications (Trades are grouped)
  10. Allocation Release/ Reversal Notifications
  11. MOS Allocations- CME firm offsets and onsets included, we won’t include the SGX offsets and onsets

  

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.  The names of query parameters will match those in the FIXML messages.

Query Name

Parameters used

(HTTP or FIXML)

Query Trade Records Both

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>>
  8. Product Type <<new>>
  9. Exchange <<new>>
  10. Product Group <<new>>

   

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