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

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This page describes supported Portfolio Manager API message flows:

 

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Trade Capture Report and Notifications

Below are the various types of information that will be received in the Trade Capture Reports

  1. Cleared Trade Notifications and Trade Void Notifications
  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

 Subscriptions permit users to retrieve only real time data. See the message flow for this function. 

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

Query types

Queries permit data retrieval for one previous day (ie. prior to the current 24 hour window).

The Portfolio Manager API uses both REST style HTTP parameters for queries and FIXML message (e.g. TrdCaptRptReq) parameters. 

The Query responses continue as long as the client passes a token to the Portfolio Manager API.

See the message flow for this function. 

Subscription and Query Parameters

  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)

   

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