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, retrieve your API credentials by logging in to the Cumulus9 app and going to Settings → Credentials.
If you have any issues finding your credentials, please email support@cumulus9.com requesting credentials.
Once you have your API credentials, pick a language and follow the Quickstart to get started. If you need an example in another language, contact support@cumulus9.com.
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.
Reg T versus portfolio margin
Compare OCC strategy-based Reg T with risk-based TIMS on the same book.
Event-market analytics
Run event margin, VaR, expected shortfall, settlement scenarios, and probability shocks.
Batch processing
Submit large portfolios in the background, poll batch status, and fetch every account result in one call.
Endpoints
Portfolios
Submit your portfolios to calculate margin requirements and risk metrics.
Results
Drill into one account by request ID, or read the latest live results across your book.
Stress test scenarios
Manage reusable sector, sub-sector, underlying, and expiry stress scenarios.
Contract discovery
Discover licensed contracts and validate portfolio positions before calculating.
Event markets
Search active event contracts when the venue is enabled on your licence.
Staged What-If
Compare a staged portfolio with a stored baseline calculation.
OpenAPI Schema
For a complete reference you can check out our OpenAPI schema, available on GitHub: