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Properties required for the FundApps Adapptr

The FundApps Adapptr requires data from the Position Limits property list but in a CSV format and then transforms this into the xml file FundApps require for our Position Limits service..

For information on integrating via API, please see our GitHub repository. For example Adapptr upload files in the csv format, please see here

Current asset classes supported by Adapptr for Position Limits are:

  • Futures
  • Options (not single named equity options currently)
  • Properties

    Listed below are the properties you can send to Adapptr in the CSV file.

    Property Name Description Data type Valid values & notes
    AssetId Unique identifier for the asset String(255) e.g. Use ISIN + LocalTicker or ISIN + ExecutionVenue if possible (these are also provided by the exchange-level FIGI or quote-level PermID).
    Must be unique for every asset in the portfolio (but may be duplicated across portfolios) or else validation will fail
    AssetName required Name of the asset String(255) Used throughout Rapptr as the primary display name for the asset, so ensure this name is meaningful
    AssetClass required The asset class of the asset String(255) Used to construct the correct asset class and identify the correct limit to apply to the contract.
    ULAssetClass required The asset class of the underling instrument String(255) Only needed for single named Equity Options so FundApps can identify if the Option has an Equity underlier. Valid values: Equity, PreferredEquity, Commodity.
    Quantity required Derivatives - Number of contracts held Decimal Short sale positions - Insert a negative quantity for positions resulting from short sale transactions.
    Lending/Borrowing/Collateral (SFTType) - For any asset which does NOT have an SFTType set to 'Normal', insert only positive quantities.
    PortfolioId required Unique identifier for the portfolio / entity String(255) This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created.
    Market required Unique identifier for the portfolio / entity String(255) ISO 10383 code (MIC). Insert the MIC of the primary market that the instrument is traded on. Where the specific market segment is different to the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only.
    For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX
    For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases).
    CallOrPut required If an option is call or put. Only needed on Options. String(255) Valid values: Call, Put.
    CommoditySymbol required Exchange-specific commodity symbol (e.g. CL for NYMEX Crude Oil). This must be the FIA Tech Commodity Symbol. String(255)
    ContractSize Contract size of a derivative. If relevant, this should be in instrument currency Decimal e.g. 1000 would mean every option represents 1000 of the underlying.
    DeliveryMonth required Delivery month of exchange-traded derivatives. If a contract month has delivery over two different months, FundApps recommend using the first delivery month unless the regulation states otherwise. String(255) ISO 8601 YYYY-MM format
    Delta The Delta measures the degree to which the derivative is exposed to shifts in the price of the underlying asset (price sensitivity with relation to the underlying). Under the European Transparency Directive (TDA) cash settled instruments should be Delta weighted. All cash settled instruments (where IsCashSettled=True) must have a Delta value. Under the Short-Selling Regulation (SSR) all derivatives (including convertibles) should be delta weighted regardless of settlement and therefore a delta must be provided. Decimal Valid Values: 0 to 1
    IsCashSettled required If the derivative is cash settled (as opposed to requiring physical delivery) Boolean Most countries capture physically settled derivatives, many (but less) are interested in cash settled derivatives.
    Market required Market identification code (MIC) for the primary market that this instrument is traded on. String(255) ISO 10383 code (MIC). Insert the MIC of the primary market that the instrument is traded on. Where the specific market segment is different to the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only.
    For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX
    For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases).
    OpenInterestAllMonths Total number of open or outstanding (not closed/settled or delivered) contracts that exist on a given trading day across all contract months. The property should represent the all month open interest value for a futures contract if defined on a future, or for all options (call and put) combined if defined on an option. Decimal
    OpenInterestSingleMonth Total number of open or outstanding (not closed/settled or delivered) contracts that exist on a given trading day for the single contract month. Decimal

    Portfolio & Entity Properties

    A portfolio is the smallest unit that can hold assets (aka an account, fund etc.), an entity is a grouping of portfolios. The properties are generally set-up once and then only updated when changes occur. Portfolio properties can be entered directly into the Rapptr UI and do not need to be provided in an input file.

    The following are required for the rules / Rapptr to function correctly

    Property NameApplies ToDescriptionData typeValid values & notesRules Jurisdictions
    PortfolioId required Both Unique identifier for the portfolio / entity String(255) This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created. All All
    PortfolioName required Portfolio Name of the portfolio / entity String(255) 64 47
    PortfolioCurrency required Both Base currency of the portfolio / currency entity should use for calculations String(255) Valid values: ISO 4217 currency codes. 5 3
    PortfolioType required Both Portfolio: a container that holds assets (Accounts, Funds, Portfolios etc.);
    Entity: an aggregation of portfolios (Management Company, Controlling Entity, etc.)
    Umbrella: If a portfolio's direct parent is an umbrella and a portfolio level disclosure is required, Rapptr will trigger the disclosure on the parent umbrella, aggregating all portfolios underneath that specific umbrella
    String(255) Valid values: Entity, Portfolio, Umbrella. Click here for more information on umbrellas All All
    PortfolioCompany required Both If a Chinese wall, or similar, exists, you will be able to limit the visibility to specific areas of the business. String(255) More information is available here All All
    DefaultParentId Both Identifier (PortfolioId) of the Entity that a portfolio or (sub)Entity aggregates to String(255) Must match a PortfolioId of an Entity in the file. This is used to define the aggregation structure. In this case, an aggregation structure named 'Default' is used. For Entities which are at the top of the tree, the DefaultParentId will be its own PortfolioId. For clients with multiple aggregation structures, additional columns named 'XParentId' can be added, where X is the name of the tree (e.g. Voting, Legal, Management). More information here All All
    RuleFolders Portfolio Defines which rules run on the system. List Valid values all folders active in your system see bottom left panel in the rules page All All
    LiquidationDate Both When the portfolio / entity was / will be liquidated Date All All
    ExchangeAccountType Portfolio Values that indicate classifications for a portfolio/entity that have effect on the application of certain definitions within Position Limit monitoring. List All All

    Last generated: 2021-07-29 15:26:41 UTC

    /rest/api/v1/configuration/dataproviders/:providerId/credentials