Backoffice Imports

Modified on 2021/07/19 11:35 by Ryan Byrne (CTS) — Categorized as: Uncategorized

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.

Please contact CTS for project approval and FTP credentials.

CTS requires the files be sent in parallel to a pair of secure FTP servers via SFTP or FTPS. The parallel processing should be such that failure of transfer to one host should not negatively effect the transfer to the other. If transfer to the primary host fails it is the responsibility of the customer firm to notify CTS in order to have files processed properly prior to the open.

ftp.t4login.com & ftp2001.t4login.com
SFTP and FTPS are supported.
Standard 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:
The data files must be fixed width. It is also helpful to include a delimiter. A delimiter within a fixed width file reduces the amount of documentation required (field positions and lengths). Delimiters also make troubleshooting a breeze as support staff can more easily read the data file to spot discrepancies.
If headers are included in the files the only additional documentation we need is a description of each field. Headers can be accomplished by using column widths wide enough to accommodate the header and the data. CTS compresses files prior to archive so we don't care about the files becoming slightly more bloated.
If headers are not included then we need field descriptions as well as field locations and lengths.
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.


Balance File:
Every account record should have a detailed description of the account as the users would see it on their statement.
Balance File Fields:
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 Description - What a user would expect to see on their statement.
(optional) Firm, Office, Salesman
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:
Every position and margin record should contain consistent exchange/contract codes as well as detailed exchange/contract descriptions.
The file should contain net/open positions only.
Position File Fields:
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 - Trade price as a decimal.
Strike Price
Detailed Product Description.
(optional) Firm, Office, Salesman


Margin File:
Every position and margin record should contain consistent exchange/contract codes as well as detailed exchange/contract descriptions.
Margin values must be in the native currency of the contract.
The file should be one row per product. Numbers should be in product native currency. Fixed width. Outright margin number as well as a spread number if possible. Product codes need to match the product codes in the position file.
Margin File Fields:
Exchange Code
Contract Code
Detailed Product Description.
Scan Period - A date corresponding to the Initial Spec calculations.
Initial Spec - For outrights.
Strategy Initial Spec - For strategies.


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”.