Portfolio payload structure

The Cumulus9 API supports multiple contract types, including ETD (Exchange-Traded Derivatives), FX (Foreign Exchange), Fixed Income Cash contracts, and positions formatted according to ISDA’s Common Risk Interchange Format (CRIF).

Each contract type has specific required fields and formatting rules.

For exchange-specific calculation context, review the Eurex PRISMA portfolio workflow and the scope and limitations of Cumulus9's independent B3 CORE replication. Confirm supported instruments and account treatment before mapping a new book.

Supported formats

ETD (Exchange-Traded Derivatives)
FX (Foreign Exchange)
Fixed Income Cash contracts
CRIF (ISDA Common Risk Interchange Format)

Position types

The top-level portfolio array may contain any supported position type. Each row needs an account_code, followed by the fields that identify and size that instrument:

ETD: exchange, contract, type, expiry, optional strike, net position, and account type
Fixed income: currency, contract type, maturity, coupon, frequency, and notional
Fixed income by CUSIP: CUSIP and notional
FX: currency pair, FX contract type, maturity date, and amount
ISDA CRIF: product class, risk type, qualifier, bucket, labels, and USD amount
Event markets: licensed exchange, ticker, side, quantity, and price
Cleared IRS: clearing house, trade details, dates, rates, index, and frequency
Rates delta ladder: index, tenor, and DV01

For ETD positions, sub_account_code produces calculations at both the parent account level and the sub-account level. Use omnibus_ind = Y only for omnibus sub-accounts where longs and shorts should not net for margin purposes.

The canonical field definitions, required properties, enums, and examples live in the OpenAPI schema.

Use the contract discovery endpoints before building exchange-traded, fixed-income, FX, IRS, or delta-ladder rows. Event-market reference and calculation are available only for exchanges enabled on the caller's licence.