Portfolio risks (derivatives)

Private resource

The request cannot be executed anonymously. The required token parameter must contain an up-to-date Access Token.

HTTP API

This operation can be performed with request to HTTP API.

The request creates a subscription to the information on derivatives market risks (FORTS) for the specified portfolio.

Request

To create a subscription to a data channel, send a message to the established WebSocket connection with a request body containing the details of the subscription to be created.

Request body
Schema

{
  "opcode": "SpectraRisksGetAndSubscribe",
  "portfolio": "D39004",
  "skipHistory": false,
  "exchange": "MOEX",
  "instrumentGroup": "TQBR",
  "format": "Simple",
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813",
  "token": "eyJhbGciOiJ..."
}

Request body parameters

opcodestringrequired

Operation code:

OrderBookGetAndSubscribe — Subscription to order book
BarsGetAndSubscribe — Subscription to price history (candlesticks)
QuotesSubscribe — Subscription to quotes
InstrumentsGetAndSubscribeV2 — Subscription to security information updates on the selected exchange
AllTradesGetAndSubscribe — Subscribe to all trades
PositionsGetAndSubscribeV2 — Subscription to information about current positions on securities and money
SummariesGetAndSubscribeV2 — Subscription to portfolio summary information
RisksGetAndSubscribe — Subscription to consolidated information on portfolio risks
SpectraRisksGetAndSubscribe — Subscription to information on derivatives market risks (FORTS)
TradesGetAndSubscribeV2 — Subscription for information on trades
OrdersGetAndSubscribeV2 — Subscription to information about current orders on the market for the selected exchange and security
StopOrdersGetAndSubscribeV2 — Subscription to information about current conditional orders in the market for the selected exchange and security
unsubscribe — Cancelation of previously created subscription

portfoliostringrequired

Client portfolio ID

Example: D39004

skipHistoryboolean

Flag for filtering out historical data:

true — display only new data
false — display including historical data

Example: false

exchangestringrequired

Exchange code:

MOEX — Moscow Exchange
SPBX — SPB Exchange

Example: MOEX

instrumentGroupstring

Trading mode code (Board):

List of Moscow Exchange codes is available in table
SPB Exchange securities always have SPBX code

Example: TQBR

formatstring

The format of the JSON object returned by the server:

Simple is the original data format. Supports legacy (deprecated) parameters to ensure backward compatibility
Slim is the lightweight data format for fast messaging. Does not support legacy (deprecated) parameters
Heavy is the complete data format, evolving and augmented with new fields. Does not support legacy (deprecated) parameters

Example: Simple

guidstringrequired

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

tokenstringrequired

Access Token

Example: eyJhbGciOiJ...

Responses

The content of the response returned to the WebSocket connection depends on the results of processing the request:

If the request is processed successfully, the server will send one 200 code message in response, confirming that the subscription has been created, after which it will begin transmitting 100 code messages containing the information requested as part of the subscription.
If the request processing failed, the server will send back one message with an error code corresponding to the reason for the failure, after which it will close the WebSocket connection.

Messages from the channel containing the requested information

Simple
Slim
Heavy

Response body
Schema

{
  "data": {
    "balanceMoney": 0,
    "portfolio": "D39004",
    "moneyFree": 452404,
    "moneyBlocked": 12560,
    "fee": 651717,
    "moneyOld": 651717,
    "moneyAmount": 199313,
    "moneyPledgeAmount": 552061,
    "vmInterCl": 651717,
    "vmCurrentPositions": 199313,
    "varMargin": 552061,
    "isLimitsSet": false
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Response body parameters

data

object

Requested data

balanceMoneydecimaldeprecated

Balance of monetary trade remittances for the current session. The field is deprecated and will be deleted in future updates

Example: 0

portfoliostring

Client portfolio ID

Example: D39004

moneyFreedecimal

Free funds. The amount of cash and collateral discounted into cash available for opening positions. (moneyFree = MoneyAmount + VmInterCl - MoneyBlocked - VmReserve - Fee)

Example: 452404

moneyBlockeddecimal

Funds reserved as collateral

Example: 12560

feedecimal

Collected fee

Example: 651717

moneyOlddecimal

Total cash and collateral discounted into cash at the beginning of the session

Example: 651717

moneyAmountdecimal

Total cash and collateral discounted into cash

Example: 199313

moneyPledgeAmountdecimal

Amount of cash collateral discounted into cash

Example: 552061

vmInterCldecimal

Variation margin charged or collected in the intermediary clearing

Example: 651717

vmCurrentPositionsdecimal

Variation margin aggregated by current positions

Example: 199313

varMargindecimal

VmCurrentPositions + VmInterCl

Example: 552061

isLimitsSetboolean

Presence of applied cash and collateral limits

Example: false

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Response body
Schema

{
  "data": {
    "p": "D39004",
    "f": 452404,
    "b": 12560,
    "fee": 651717,
    "o": 651717,
    "a": 199313,
    "pa": 552061,
    "mgc": 651717,
    "mgp": 199313,
    "lim": false
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Response body parameters

data

object

Requested data

pstring

Client portfolio ID

Example: D39004

fdecimal

Free funds. The amount of cash and collateral discounted into cash available for opening positions. (moneyFree = MoneyAmount + VmInterCl - MoneyBlocked - VmReserve - Fee)

Example: 452404

bdecimal

Funds reserved as collateral

Example: 12560

feedecimal

Collected fee

Example: 651717

odecimal

Total cash and collateral discounted into cash at the beginning of the session

Example: 651717

adecimal

Total cash and collateral discounted into cash

Example: 199313

padecimal

Amount of cash collateral discounted into cash

Example: 552061

mgcdecimal

Variation margin charged or collected in the intermediary clearing

Example: 651717

mgpdecimal

Variation margin aggregated by current positions

Example: 199313

limboolean

Presence of applied cash and collateral limits

Example: false

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Response body
Schema

{
  "data": {
    "portfolio": "D39004",
    "moneyFree": 452404,
    "moneyBlocked": 12560,
    "fee": 651717,
    "moneyOld": 651717,
    "moneyAmount": 199313,
    "moneyPledgeAmount": 552061,
    "vmInterCl": 651717,
    "vmCurrentPositions": 199313,
    "varMargin": 552061,
    "isLimitsSet": false
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Response body parameters

data

object

Requested data

portfoliostring

Client portfolio ID

Example: D39004

moneyFreedecimal

Free funds. The amount of cash and collateral discounted into cash available for opening positions. (moneyFree = MoneyAmount + VmInterCl - MoneyBlocked - VmReserve - Fee)

Example: 452404

moneyBlockeddecimal

Funds reserved as collateral

Example: 12560

feedecimal

Collected fee

Example: 651717

moneyOlddecimal

Total cash and collateral discounted into cash at the beginning of the session

Example: 651717

moneyAmountdecimal

Total cash and collateral discounted into cash

Example: 199313

moneyPledgeAmountdecimal

Amount of cash collateral discounted into cash

Example: 552061

vmInterCldecimal

Variation margin charged or collected in the intermediary clearing

Example: 651717

vmCurrentPositionsdecimal

Variation margin aggregated by current positions

Example: 199313

varMargindecimal

VmCurrentPositions + VmInterCl

Example: 552061

isLimitsSetboolean

Presence of applied cash and collateral limits

Example: false

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Successful request processing report

Body
Schema

{
  "message": "Handled successfully",
  "httpCode": 200,
  "requestGuid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Response body parameters

messagestring

Text description of the returned HTTP code

Example: Handled successfully

httpCodeint32

HTTP message code

Example: 200

requestGuidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Failed to process request. Access token is invalid, not specified in the message or belongs to other system environment

Body
Schema

{
  "requestGuid": "c328fcf1-e495-408a-a0ed-e20f95d6b813",
  "httpCode": 401,
  "message": "Invalid JWT token!"
}

Response body parameters

requestGuidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

httpCodeint32

HTTP message code

Example: 401

messagestring

Text description of the returned HTTP code

Example: Invalid JWT token!

Portfolio risks (derivatives)

Request​

Request body parameters

Responses​

Response body parameters

Response body parameters

Response body parameters

Response body parameters

Response body parameters

Request

Responses