Page History: Backoffice Imports
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Page Revision: 2012/03/27 11:53
CTS is able to import a number of backoffice files from the FCM. These files include account balance, account net position and contract margin files.
CTS requires the files be sent to a pair of secure FTP servers via SFTP or FTPS. Please contact CTS for project approval and FTP credentails.
| We require files be sent to two secure ftp servers in parallel. |
| ftp.t4login.com & ftp2001.t4login.com |
| SFTP and FTPS are supported. Sandard FTP will not be accepted. |
| Standard GMI Files: |
| Account Balances = MNYF1 |
| Account Net Positions = POSF1 (sometimes POSF2 has been used) |
| No standard file we are aware of for margins. |
| General Formatting: |
| Both fixed width and comma separated. File layout documentation should be provided for each file. |
| If possible a header should exist in the first row. |
| The same file name should be used every day. Don't include the date in the file name. |
| Data must be uncompressed/expanded. No binary data. No special characters. The data should be human readable. Numeric values should look like 12345.67. |
| Every account record should have a detailed descripition of the account as the users would see it on their statement. |
| Every position and margin record should contain consistent exchange/contract codes as well as detailed exchange/contract descriptions. |
| Balance File: |
| Net Liq - The value of the account if open positions were closed right now. Does not include margin. |
| Account - A single value or instructions on pulling a two part composite value that matches the accounts that are created in T4. |
| Account Dscription - What a user would expect to see on their statement. |
| Firm, Office, Salesman (optional) |
| The file should contain a single record per account or a filter for determining which one record per account to import. |
| Numerical values should be in USD or a rate must be included to guarentee conversion to USD. |
| The file must include |
| Position File: |
| Exchange Code |
| Contract Code |
| Account - A single value or instructions on pulling a two part composite value that matches the accounts that are created in T4. |
| Account Dscription - What a user would expect to see on their statement. |
| Expiry Date - including month and year. Also, prompt day if LME. |
| Contract Type - Indicates future or option. Typically Future="", Call="C", Put="P" |
| Buy/Sell - Typically Buy="1", Sell="2" |
| Volume |
| Price - Decimal price. |
| Strike Price |
| Firm, Office, Salesman (optional) |
| Trigger Files: |
| Trigger files are used for timing purposes as well as to provide us with the clearing date corresponding to the data. |
| The name of the trigger file should match that of the data but with the extension "*.trg". |
| Trigger Files: |
| Trigger files are used for timing purposes as well as to provide us with the clearing date corresponding to the data. |
| The name of the trigger file should match that of the data but with the extension "*.trg". |
| The only value within the file should be the date in format "dd mmm yyyy". |
| If a data file FirmData.txt for clearing date Jan 2nd 2012 is transmitted at 2:00 am on the 3rd then the trigger file FirmData.trg must contain a single record with the value “02 JAN 2012”. |