Use this search bar to search topics within the Portfolio Manager API.
This section lists all the flows supported currently by CTAPI. The Portfolio Manager API will support these flows.
Trade Capture Report and Notifications
- Cleared Trade Notifications
- Click here to view the FIXML flow for this function
- Trade Void Notification
- Allocation Notifications (single trade allocations are treated as group allocations, where the group has just one trade
- Allocation Release/ Reversal Notifications
- Spreads are supported in the PM API. Note that the Portfolio Manager API will support both Spread and Leg level messages.
- 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.
- MOS Allocations- CME firm offsets and onsets included, we won’t include the SGX offsets and onsets
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
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 Query responses will continue as long as the client passes a token to the Portfolio Manager API.
Subscription and Query Parameters
- Party Role (R) <<Broker, Asset Manager, Trading Firm>>
- Trade Date (TrdDt)
- Venue (InptSrc)
- Product (Instrmt.ID)
- Product Type <<SecTyp eg. FUT, OPT, MLEG>>
- Exchange (Exch)