API Documentation
The Cumulus9 Analytics API is a Restful Web Service replicating the same Clearing Houses margin algorithms of all major derivatives exchanges, including SPAN, SPAN 2, IRM 1, IRM 2, EUREX PRISMA, Euronext VaR, JPX VaR, Nodal VaR, B3 CORE and more.
The API also includes a comprehensive set of analytics, including Greeks, VaR, PnL, and more.
The API allows you to load a portfolio of contracts and receive the margin and calculation drill-down explaining the offsets applied.
Getting started
To access the Cumulus9 Analytics API, please send an email to support@cumulus9.com requesting credentials.
Once you receive the credentials, choose your preferred programming language, such as python, to begin. If you prefer a different language, please email us and we will add it as an option.
Guides
Risk metrics
Configure historical Value-at-Risk and Expected Shortfall for analytics requests.
Sensitivity testing
Use stress_sensitivities to run a uniform shock grid across submitted positions.
Asynchronous requests
Submit long-running portfolio requests and poll for results by request ID.
Batch processing
Submit large portfolios in the background, poll batch status, and fetch results by account.
Endpoints
Portfolios
Submit your portfolios to calculate margin requirements and risk metrics.
Results
Retrieve completed async results by request ID or fetch live account results.
Stress test scenarios
Manage reusable sector, sub-sector, underlying, and expiry stress scenarios.
Healthcheck
Check engine status, versions, and available margin parameter metadata.
OpenAPI Schema
For a complete reference you can check out our OpenAPI schema, available on GitHub: