POST
/
margin
/
submit_job
/
montecarlo
/
{data_format}
curl --request POST \
  --url https://5uftseufe1.execute-api.us-east-2.amazonaws.com/prod/margin/submit_job/montecarlo/{data_format} \
  --header 'Content-Type: application/json' \
  --header 'x-api-key: <api-key>' \
  --data '{
  "marginDate": "<string>",
  "numScenarios": 123,
  "timeHorizonDays": 123,
  "volatilityLookbackDays": 123,
  "ewmaDecayFactor": 123,
  "volatilityMultiplier": 123,
  "settings": {
    "distributionAssumption": "Normal"
  },
  "portfolio": {
    "futures": [
      {
        "ticker": "<string>",
        "type": "long",
        "quantity": 123
      }
    ]
  }
}'
[
  "ticker,positionType,currency,entryDate,entryMarketValue,currentMarketValue,initialMargin,maintenanceMargin,variationMargin,size,quantity,portfolioWeight",
  "ES=F,Short,USD,2024-12-06,-304950.0,-299450.0,-14681.758163104834,-11011.318622328625,-5337.5,50.0,1.0,0.2169906625467773",
  "YM=F,Long,USD,2024-11-15,217840.0,217330.0,-18107.6417134145,-13580.731285060876,3570.0,5.0,1.0,0.16041000851789522",
  "NQ=F,Long,USD,2025-01-06,217445.0,214002.5,-26749.0148508842,-20061.76113816315,4807.5,10.0,1.0,0.15800564714694185"
]

Authorizations

​
x-api-key
string
header
required

Server authentication header of the form x-api-key: <api-key>, where <api-key> is your auth token

Path Parameters

​
data_format
enum<string>
required

Format of the portfolio data

Available options:
fpml,
csv,
json,
xml,
yaml

Body

application/json

Job to submit to the server

The body is of type object.

Response

200
text/csv

server response

The response is of type file.