Risk Administration

Risk Administration

File Layouts

When uploading credit, margin, or SOD files, ensure that you are using the correct file layout for each.

Account Credit File Layouts

The following account credit file formats are supported:

CSV

For the CSV file format, the file layout must be in the following order: Account, Credit, Currency.

Note: When uploading CSV files with a header row, the columns can be in any order, but must be labeled "Account", "Credit", and "Currency" (additional columns will be ignored). When uploading CSV files without a header row, there must only be three columns: account, credit, and currency in that order. All other uploaded files must be in the standard format for their file type.

GMI

For the GMI file format (Field / Column Position), the file layout is:

  • Account Number / 3
  • Currency / 12
  • Total Credit / 24

Rolfe & Nolan UK

For the Rolfe & Nolan UK file format (Field / Character Position), the file layout is:

  • Account Number / 6-11
  • Currency / 47-66
  • Cash Balance / 75-94

Note: Your company account names cannot be longer than 6 characters when using account credit files in the Rolfe & Nolan UK file format. Account names with more than 6 characters in the this file format will cause the upload to fail.

Rolfe & Nolan US

For the Rolfe & Nolan US file format (Field / Character Position), the file layout is:

  • Account Number / 6-13
  • Currency / 49-68
  • Cash Balance / 77-96

Rolfe & Nolan US files are formatted without commas or other characters between fields; it is a continuous row of characters. Each field must start in the correct character position. If any data has fewer characters than the maximum field length, there must be spaces to make up for the remaining characters.

Note: Your company account names cannot be longer than 8 characters when using account credit files in the Rolfe & Nolan US file format. Account names with more than 8 characters in the this file format will cause the upload to fail.

SOD File Layout

The SOD position file needs to contain the following columns:

  • Account — the account name in Setup.
  • Instrument — the instrument ID.
  • Quantity — The order quantity. A positive value indicates a buy order, and a negative value indicates a sell order.
  • Price — the instrument price at which to buy or sell. If blank, the TT system uses the settlement price for the instrument.

Margin File Layout

The margin file needs to contain the following columns:

  • Exchange — Name of the exchange.
  • Product Type — The type of product (Future, Options, Strategy, etc.).
  • Product — Product symbol (e.g., ES, FDAX, etc.).
  • Margin — The margin allowed for trading the product.
  • Currency — Currency type (USD, CAD, etc.).

When the CSV file contains column headers, the columns can be in any order as long as they are named according to the previous list.

Note: Margin values less than 0 or greater than 999999 will be ignored.