Page tree
Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

« Previous Version 55 Next »

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

The selected root page could not be found.

This page describes supported Portfolio Manager API message flows:

 

Related Content
Unable to render {children}. Page not found: CLIMP:Portfolio Manager API.

Trade Capture Report and Notifications

Below is a list of the various types of information received in the PM API Trade Capture Reports

  1. Cleared Trade Notifications and Trade Cancellations
  2. Allocations: See the message 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. Change of Trading Firm: 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. See the message flow for this function. 

  5. MOS Allocations: The MOS is a system to allow foreign exchanges to allocate to a CME Firm and vice versa.

Subscriptions and Queries

Subscriptions and queries permit users to retrieve data.  Queries return trade messages ONLY upto the date and time that the query request was received by the API.  Subscriptions continue to send trade messages to the customer as long as this information becomes available; there is no end date time.

Continuing a Subscription or Query

As long as there is further information available for the subscription or query, a token is sent in the response to the customer.

The subscription or query response continues as long as the customer returns the token to the API.

If the customer sends the subscription or query response without the token, then the API returns a complete set of unfiltered trade messages.

See the message flow for this function. 

API Input API Output

Subscription/Query Request for all Data

Successful Subscription Response for all data

Subscription Error Response – Inappropriate Permission

Subscription/Query Request with Filters

Successful Subscription Response with Filtered Messages

Subscription Error Response – Inappropriate Permission

Subscription/Query Continuation with Token Subscription Response with Token

Subscription and Query Parameters

The following are the parameters that the customer can use to filter the query and/ or subscription results.

  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)

   

  • No labels