openapi: 3.0.1 info: title: Services.AccountHistory description: Account history services providing historical and performance data about clients and accounts. version: 2.3.256+e322f9db50 x-framework-version: 41.0.17+46f32c3eb1 x-machine: SIMOAWEB9-DK2 servers: - url: https://gateway.saxobank.com/sim/openapi paths: /hist/v4/performance/summary: get: tags: - Performance summary: Performance Summary description: "Returns a summary containing aggregated trade results and related performance metrics of the requesting entity, within the specified period.\n ClientKey and either StandardPeriod or FromDate/ToDate are required fields, and we encourage the use of FieldGroups to return only the required metrics." operationId: PerformanceV4GetAccountSummary parameters: - name: AccountGroupKey in: query description: The account group key. schema: minLength: 1 type: string x-type-name: AccountGroupKey - name: AccountKey in: query description: The account key. schema: minLength: 1 type: string x-type-name: AccountKey - name: ClientKey in: query description: The client key. required: true schema: minLength: 1 type: string x-type-name: ClientKey - name: FieldGroups in: query description: The field groups. schema: type: array items: $ref: '#/components/schemas/AccountSummaryFieldGroup' - name: FromDate in: query description: From date. schema: type: string format: date x-type-name: Date - name: MockDataId in: query description: The mock data identifier. schema: type: string - name: StandardPeriod in: query description: The standard period. schema: $ref: '#/components/schemas/Application.v4.AccountPerformanceStandardPeriod' - name: ToDate in: query description: To date. schema: type: string format: date x-type-name: Date responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/Contracts.AccountSummary' example: AccumulatedProfitLoss: 100 BenchMarks: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 From: '2022-10-30' InceptionDay: '2022-10-30' LastTradeDay: '2022-10-30' Thru: '2022-10-30' TotalCashBalance: 5000 TotalCashBalancePerCurrency: - StringValue: CAD Value: -491.707122366824 TotalOpenPositionsValue: 6000 TotalPositionsValuePerCurrency: - StringValue: CAD Value: -491.707122366824 TotalPositionsValuePerProductPerSecurity: - Description: Position On Security And Product ProductName: Product Name Symbol: Symbol Value: 200 TradeSummary: Allocation: TradesPerAssetType: ClosedTradesAllocations: - AssetClassType: Equity ReturnAttribution: 1 TradeCount: 168 TradePercent: 0.38009049773755654 - AssetClassType: Commodity ReturnAttribution: 0.5628789450009563 TradeCount: 105 TradePercent: 0.23755656108597284 - AssetClassType: Currency ReturnAttribution: 0.249937016456527 TradeCount: 112 TradePercent: 0.25339366515837103 - AssetClassType: Fixed Income ReturnAttribution: -0.013150856136249162 TradeCount: 57 TradePercent: 0.12895927601809956 TradesPerInstrument: ClosedTradesAllocations: - AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 - AssetType: FxSpot InstrumentDescription: British Pound/US Dollar InstrumentSymbol: GBPUSD InstrumentUic: 31 ReturnAttribution: 0.14685155225185834 TradeCount: 37 TradePercent: 0.083710407239819 AverageTradeDurationInMinutes: 34260 AverageTradesPerWeek: 48.2325728770595 NumberOfDaysTraded: 1589 NumberOfLongTrades: 5434 NumberOfShortTrades: 5263 TopTradedInstruments: - DAX.I - DJI.I - EURUSD - GBPUSD - NAS100.I - NOKSEK - EURNOK - SP500.I TradeActivity: TradesPerDay: - Date: '2022-10-30' TradeCount: 100 TradedInstruments: - FxSpot - Stock - FxVanillaOption - ContractFutures TradesTotalCount: 10697 TradesWonCount: 6499 WinFraction: 5 '404': description: Summary not found. '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read community: Read /hist/v4/performance/timeseries: get: tags: - Performance summary: Performance Timeseries description: "Returns timeseries containing performance metrics for the requesting entity, within the specified period.\n ClientKey and either StandardPeriod or FromDate/ToDate are required fields, and we encourage the use of FieldGroups to return only the required metrics." operationId: PerformanceV4GetAccountPerformance parameters: - name: AccountGroupKey in: query description: The account group key. schema: minLength: 1 type: string x-type-name: AccountGroupKey - name: AccountKey in: query description: The account key. schema: minLength: 1 type: string x-type-name: AccountKey - name: ClientKey in: query description: The client key. required: true schema: minLength: 1 type: string x-type-name: ClientKey - name: FieldGroups in: query description: The field groups. schema: type: array items: $ref: '#/components/schemas/ContractsV4.AccountPerformanceFieldGroup' - name: FromDate in: query description: From date. schema: type: string format: date x-type-name: Date - name: MockDataId in: query description: The mock data identifier. schema: type: string - name: StandardPeriod in: query description: The standard period. schema: $ref: '#/components/schemas/Application.v4.AccountPerformanceStandardPeriod' - name: ToDate in: query description: To date. schema: type: string format: date x-type-name: Date responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/Contracts.AccountPerformance' example: Balance: AccountBalance: - Date: '2021-03-16' Value: 2713951 - Date: '2021-03-17' Value: 2697389 - Date: '2021-03-18' Value: 2697389 - Date: '2021-03-19' Value: 2697389 - Date: '2021-03-22' Value: 2697389 AccountValue: - Date: '2021-03-16' Value: 2713951 - Date: '2021-03-17' Value: 2697389 - Date: '2021-03-18' Value: 2697389 - Date: '2021-03-19' Value: 2697389 - Date: '2021-03-22' Value: 2697389 CashTransfer: - Date: '2021-03-16' Value: 700000 - Date: '2021-03-17' Value: 693217 - Date: '2021-03-18' Value: 693217 - Date: '2021-03-19' Value: 693217 - Date: '2021-03-22' Value: 693217 - Date: '2021-03-23' Value: 693217 - Date: '2021-03-24' Value: 693217 - Date: '2021-03-25' Value: 693217 - Date: '2021-03-26' Value: 693217 - Date: '2021-03-30' Value: 693217 - Date: '2021-03-31' Value: 693217 - Date: '2021-03-01' Value: 693217 - Date: '2021-03-02' Value: 693217 MonthlyProfitLoss: - Date: '2021-03-31' Value: 476960.78492 - Date: '2021-04-30' Value: 0.00151689069285646 SecurityTransfer: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 YearlyProfitLoss: - Date: '2021-12-31' Value: 473580.71199 Benchmark: - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-11' Value: 0.02 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-12' Value: 0.03 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-13' Value: 0.04 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-14' Value: 0.065 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-15' Value: -0.01 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-16' Value: 0.03 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-17' Value: 0.025 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-18' Value: 0.03 KeyFigures: ClosedTradesCount: 0 DrawdownReport: Drawdowns: - DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05T00:00:00' RecoveryDaysCount: 1 ThruDate: '2016-08-08T00:00:00' MaxDaysInDrawdownFromTop10Drawdowns: 3 LosingDaysFraction: 0.03 MaxDrawDownFraction: 1 PerformanceFraction: 0 ReturnFraction: -1 SampledStandardDeviation: 0.0618018874919214 SharpeRatio: -0.952069751000777 SortinoRatio: -0.0591710418985739 TimeWeighted: Accumulated: - Date: '2021-03-16' Value: 0.000707311584857981 - Date: '2021-03-17' Value: 0.00289876077113995 - Date: '2021-03-18' Value: 0.0030873830953917 - Date: '2021-03-19' Value: 0.000729201756574284 - Date: '2021-03-22' Value: 0.0016413754184318 - Date: '2021-03-23' Value: 0.00615470900076945 - Date: '2021-03-24' Value: 0.0145762714416127 - Date: '2021-03-25' Value: 0.0130120799919019 - Date: '2021-03-26' Value: 0.0109777093144279 - Date: '2021-03-29' Value: 0.109105521823687 - Date: '2021-03-30' Value: 0.109105521823687 - Date: '2021-03-31' Value: 0.174356723940404 - Date: '2021-03-01' Value: 0.176303239558097 - Date: '2021-03-02' Value: 0.175826866623672 MonthlyReturn: - Date: '2021-03-31' Value: 0.176303239558097 - Date: '2021-04-30' Value: 0.00151689069285646 YearlyReturn: - Date: '2021-03-31' Value: 0.175053781608446 '404': description: Performance not found. '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read community: Read '/hist/v3/perf/{ClientKey}': get: tags: - Performance summary: Get account performance. description: "Returns a collection of performance metrics for a specific account. The account performance returns \n confidencial information that is only allowed to be viewed by the account owner / owners.\n The required fields are ClientKey and either StandardPeriod or FromDate/ToDate." operationId: PerformanceV3GetPerformance parameters: - name: AccountGroupKey in: query description: Id of the account containing the historical positions. schema: minLength: 1 type: string x-type-name: AccountGroupKey - name: AccountKey in: query description: Id of the account containing the historical positions. schema: minLength: 1 type: string x-type-name: AccountKey - name: ClientKey in: path description: Id of the client owning the account required: true schema: minLength: 1 type: string x-type-name: ClientKey - name: FieldGroups in: query description: Specifies which data to return. Default is schema: type: array items: $ref: '#/components/schemas/AccountPerformanceFieldGroup' - name: FromDate in: query description: From date from which the historical positions are requested. schema: type: string format: date x-type-name: Date - name: MockDataId in: query description: Optional Mock Data Parameter schema: type: string - name: StandardPeriod in: query description: Standard period for account performance. schema: $ref: '#/components/schemas/Application.AccountPerformanceStandardPeriod' - name: ToDate in: query description: To date till which the historical positions are requested. schema: type: string format: date x-type-name: Date responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/AccountPerformance' example: AccountSummary: AverageTradeDurationInMinutes: 34260 AverageTradesPerWeek: 48.2325728770595 NumberOfDaysTraded: 1589 NumberOfLongTrades: 5434 NumberOfShortTrades: 5263 TopTradedInstruments: - DAX.I - DJI.I - EURUSD - GBPUSD - NAS100.I - NOKSEK - EURNOK - SP500.I TotalReturnFraction: -0.9999963956455 TradedInstruments: - FxSpot - Stock - FxVanillaOption - ContractFutures TradesTotalCount: 10697 TradesWonCount: 6499 WinFraction: 0.61 Allocation: TradesPerAssetType: ClosedTradesAllocations: - AssetClassType: Equity ReturnAttribution: 1 TradeCount: 168 TradePercent: 0.38009049773755654 - AssetClassType: Currency ReturnAttribution: 0.249937016456527 TradeCount: 112 TradePercent: 0.25339366515837103 - AssetClassType: Commodity ReturnAttribution: 0.5628789450009563 TradeCount: 105 TradePercent: 0.23755656108597284 - AssetClassType: Fixed Income ReturnAttribution: -0.013150856136249162 TradeCount: 57 TradePercent: 0.12895927601809956 TradesPerInstrument: ClosedTradesAllocations: - AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 - AssetType: FxSpot InstrumentDescription: British Pound/US Dollar InstrumentSymbol: GBPUSD InstrumentUic: 31 ReturnAttribution: 0.14685155225185834 TradeCount: 37 TradePercent: 0.083710407239819 BalancePerformance: AccountBalanceTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 AccountValueTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 MonthlyProfitLossTimeSeries: - Date: '2015-11-30' Value: 0 - Date: '2015-12-31' Value: 0 SecurityTransferTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 YearlyProfitLossTimeSeries: - Date: '2015-12-31' Value: 0 - Date: '2016-12-31' Value: 0 - Date: '2017-12-31' Value: 0 From: '2016-03-28' InceptionDay: '2015-11-24' LastTradeDay: '2017-03-27' Thru: '2017-03-27' TimeWeightedPerformance: AccumulatedTimeWeightedTimeSeries: - Date: '2016-03-25' Value: 0 MonthlyReturnTimeSeries: - Date: '2016-03-25' Value: 0 PerformanceFraction: -1 PerformanceKeyFigures: ClosedTradesCount: 0 DrawdownReport: Drawdowns: - DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05' ThruDate: '2016-08-08' MaxDaysInDrawdownFromTop10Drawdowns: 3 LosingDaysFraction: 0.03 MaxDrawDownFraction: 1 ReturnFraction: -1 SampledStandardDeviation: 0.0618018874919214 SharpeRatio: -0.952069751000777 SortinoRatio: -0.0591710418985739 YearlyReturnTimeSeries: - Date: '2016-03-25' Value: 0 TotalCashBalance: 20226.02 TotalCashBalancePerCurrency: - StringValue: CAD Value: -491.707122366824 TotalOpenPositionsValue: 29571.057 TotalPositionsValuePerCurrency: - StringValue: CAD Value: -491.707122366824 TotalPositionsValuePerProductPerSecurity: - Description: Abengoa SA - Warrants ProductName: Shares Symbol: LOCK - 1496:xxxx Value: 0 '404': description: Performance not found. '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read community: Read '/hist/v3/positions/{ClientKey}': get: tags: - HistoricalPositions summary: 'Get historical positions of an account of a client, that were closed within the specified period' description: "Returns a list of historical positions for a specific account owned by a client.\n The required fields are ClientKey and either StandardPeriod or FromDate/ToDate." operationId: HistoricalPositionsV3GetHistoricalPositions parameters: - name: $inlinecount in: query description: Specifies that the response to the request should include a count of the number of entries in the collection schema: enum: - AllPages - None type: string x-enum-descriptions: None: The result will not contain an inline count AllPages: The result will contain a total count of items in the queried collection example: AllPages - name: $skip in: query description: The number of entries to skip from the beginning of the collection schema: minimum: 0 type: integer format: int32 example: 1 - name: $skiptoken in: query description: Specifies an entity id to start retrieving entries from. This is normally only used in generated nextlinks. schema: type: string example: B17D8890-3C7A-4A47-A9AA-01B022ED03A5 - name: $top in: query description: The number of entries to return from the beginning of the collection schema: minimum: 0 type: integer format: int32 default: 0 example: 1 - name: AccountGroupKey in: query description: Id of the account containing the historical positions. schema: minLength: 1 type: string x-type-name: AccountGroupKey - name: AccountKey in: query description: Id of the account containing the historical positions. schema: minLength: 1 type: string x-type-name: AccountKey - name: AssetType in: query description: Filtering on asset type. If value not supplied all will be returned schema: $ref: '#/components/schemas/AssetType' - name: ClientKey in: path description: Id of the client owning the account required: true schema: minLength: 1 type: string x-type-name: ClientKey - name: FromDate in: query description: From date from which the historical positions are requested. schema: type: string format: date x-type-name: Date - name: MockDataId in: query description: Optional Mock Data Parameter schema: type: string - name: StandardPeriod in: query description: Standard period for account performance. schema: $ref: '#/components/schemas/AccountPerformanceStandardPeriod' - name: Symbol in: query description: The Instrument Symbol Code required: true schema: type: array items: type: string example: stringValue - name: ToDate in: query description: To date till which the historical positions are requested. schema: type: string format: date x-type-name: Date responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/IHistoricalPositionViewListResult' example: Data: - AccountId: 112209INET Amount: -1 AmountAccountValueCloseRatio: '2:1' AmountAccountValueOpenRatio: '2:1' ClosingAssetType: CfdOnIndex ClosingTradeDate: '2016-07-19' ClosingValueDate: '2016-07-19' CopiedFrom: '1' CorrelationType: None Decimals: 2 ExecutionTimeClose: '2016-07-19T07:25:37Z' ExecutionTimeOpen: '2016-07-18T10:38:06Z' InstrumentSymbol: GER30.I LongShort: PresentationValue: Short Value: Short OpeningAssetType: CfdOnIndex OpeningTradeDate: '2016-07-18' OpeningValueDate: '2016-07-18' PriceClose: 9998 PriceGain: 0.004778021102926538 PriceOpen: 10046 PricePct: -0.4778021102926538 ProfitLoss: 52.87 ProfitLossAccountValueFraction: 0.00807437613761156 Uic: '1373' '404': description: Positions not found. '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read community: Read '/hist/v1/unsettledamounts/exchanges/{ExchangeId}': get: tags: - Unsettled Amounts summary: 'Exchange Breakdown: Owed by Currency and Amount Type' description: 'For a specific Exchange Identifier, gets unsettled amounts for each currency and each underlying amount type.' operationId: UnsettledAmountsGetValueDatedAmountsForSingleExchangeAsync parameters: - name: AccountGroupKey in: query description: The key of the account group to which the resource belongs. schema: minLength: 1 type: string x-type-name: AccountGroupKey example: QEPWm2RyUefWudKFjRaJag== - name: AccountKey in: query description: The keys of the accounts to which the resource belongs. schema: minLength: 1 type: string x-type-name: AccountKey example: 7wfA7-TCgQ0ygd||aOXY0w== - name: AmountTypeSource in: query description: 'Specifies the response data granularity, providing access to source of AmountType.' schema: $ref: '#/components/schemas/AmountTypeSource' - name: ClientKey in: query description: The key of the client to which the resource belongs. required: true schema: minLength: 1 type: string x-type-name: ClientKey example: AbSTLYSoo499JZpp|ckGFw== - name: ExchangeId in: path description: 'The exchange identifier for which value dated amounts is requested. If no exchange is associated to those amounts, use "NoExchange" as the value.' required: true schema: type: string example: NYSE responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/ExchangeBreakdown' example: CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currencies: - CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currency: DKK Total: -0.57 Currency: DKK ExchangeId: NYSE Total: -0.57 '404': description: '' '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read /hist/v1/unsettledamounts/exchanges: get: tags: - Unsettled Amounts summary: 'Exchange Breakdown: Owed by Exchange and Currency' description: 'Gets unsettled amounts grouped by exchange, for each currency owed by (or to) the requester.' operationId: UnsettledAmountsGetValueDatedAmountsByExchangeAsync parameters: - name: AccountGroupKey in: query description: The key of the account group to which the resource belongs. schema: minLength: 1 type: string x-type-name: AccountGroupKey example: QEPWm2RyUefWudKFjRaJag== - name: AccountKey in: query description: The keys of the accounts to which the resource belongs. schema: minLength: 1 type: string x-type-name: AccountKey example: 7wfA7-TCgQ0ygd||aOXY0w== - name: AmountTypeSource in: query description: 'Specifies the response data granularity, providing access to source of AmountType.' schema: $ref: '#/components/schemas/AmountTypeSource' - name: ClientKey in: query description: The key of the client to which the resource belongs. required: true schema: minLength: 1 type: string x-type-name: ClientKey example: AbSTLYSoo499JZpp|ckGFw== responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/ExchangeRoot' example: CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' - Amount: -15.40352205 ValueDate: '2022-11-14' Currency: DKK Exchanges: - CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currencies: - CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currency: DKK Total: -0.57 Currency: DKK ExchangeId: NYSE Total: -0.57 - CashFlows: - Amount: -15.40352205 ValueDate: '2022-11-14' Currencies: - CashFlows: - Amount: -15.40352205 ValueDate: '2022-11-14' Currency: EUR Total: -2.07 Currency: EUR ExchangeId: NoExchange Total: -15.40352205 Total: -15.97352205 '404': description: '' '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read /hist/v1/unsettledamounts/instruments: get: tags: - Unsettled Amounts summary: 'Currency Breakdown: Owed by Instrument' description: 'For a specific Currency and AmountTypeId, gets unsettled amounts owed by (or to) the requester, for the underlying instruments.' operationId: UnsettledAmountsGetInstrumentsAsync parameters: - name: AccountGroupKey in: query description: The key of the account group to which the resource belongs. schema: minLength: 1 type: string x-type-name: AccountGroupKey example: QEPWm2RyUefWudKFjRaJag== - name: AccountKey in: query description: The keys of the accounts to which the resource belongs. schema: minLength: 1 type: string x-type-name: AccountKey example: 7wfA7-TCgQ0ygd||aOXY0w== - name: AmountTypeId in: query description: 'Amount Type Id of the owed amount, for which you want instruments returned.' required: true schema: type: string - name: ClientKey in: query description: The key of the client to which the resource belongs. required: true schema: minLength: 1 type: string x-type-name: ClientKey example: AbSTLYSoo499JZpp|ckGFw== - name: Currency in: query description: 'Currency code of the owed amount, for which you want instruments returned.' required: true schema: type: string responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/InstrumentBreakdownListResult' example: Data: - AssetType: FxSpot CashFlows: - Amount: 274 ValueDate: '2022-11-01' InstrumentDescription: Phillip Inc. InstrumentSymbol: PI:xnys Total: 320.45 Uic: 32154 '404': description: '' '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read /hist/v1/unsettledamounts: get: tags: - Unsettled Amounts summary: 'Currency Breakdown: Owed by Currency and Amount Type' description: Gets unsettled amounts for each currency owed by (or to) the requester. Scope can be extended in the request to include each currency's underlying amount types. operationId: UnsettledAmountsGetUnsettledAmountsAsync parameters: - name: AccountGroupKey in: query description: The key of the account group to which the resource belongs. schema: minLength: 1 type: string x-type-name: AccountGroupKey example: QEPWm2RyUefWudKFjRaJag== - name: AccountKey in: query description: The keys of the accounts to which the resource belongs. schema: minLength: 1 type: string x-type-name: AccountKey example: 7wfA7-TCgQ0ygd||aOXY0w== - name: AmountTypeSource in: query description: 'Specifies the response data granularity, providing access to source of AmountType.' schema: $ref: '#/components/schemas/AmountTypeSource' - name: ClientKey in: query description: The key of the client to which the resource belongs. required: true schema: minLength: 1 type: string x-type-name: ClientKey example: AbSTLYSoo499JZpp|ckGFw== - name: Scope in: query description: 'Specifies the response data granularity, providing access to either Currencies(default) or AmountTypes.' schema: $ref: '#/components/schemas/UnsettledAmountRequestType' responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/CurrencyRoot' example: CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' - Amount: -15.40352205 ValueDate: '2022-11-14' Currencies: - AmountTypes: - AmountType: Unrealized CFD Finance AmountTypeId: '65' AmountTypeSource: Financing CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Total: -0.57 CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currency: DKK Total: -0.57 - AmountTypes: - AmountType: Unr. Interest AmountTypeId: '42' AmountTypeSource: Financing CashFlows: - Amount: -15.40352205 ValueDate: '2022-11-14' Total: -2.07 CashFlows: - Amount: -15.40352205 ValueDate: '2022-11-14' Currency: EUR Total: -2.07 Currency: EUR Total: -15.97352205 '404': description: '' '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read '/hist/v3/accountvalues/{ClientKey}': get: tags: - Account Values summary: 'Get account summary values, on each individual account and rolled up.' description: Returns the rolled up performance for the accounts of specified client. All rolled up account values are converted to the client base currency. operationId: AccountValueV3GetStandardPeriodAccountValues parameters: - name: ClientKey in: path description: The client key required: true schema: minLength: 1 type: string x-type-name: ClientKey example: 6Fs62FqtJTLHcQbq4koW2Q== - name: MockDataId in: query description: Optional Mock Data Parameter schema: type: string responses: '200': description: OK content: application/json: schema: $ref: '#/components/schemas/StandardPeriodsAccountValuesListResult' example: Data: - AccountValue: 5028322.26953125 AccountValueMonth: 1510.67004394531 AccountValueYear: 0 Key: WMhrJRysCuCFlMbcGFvPVA== KeyType: Account - AccountValue: 1000 AccountValueMonth: 0 AccountValueYear: 0 Key: 076n7v5YfRys3|tNojPVcA== KeyType: Account - AccountValue: 5028469.04129028 AccountValueMonth: 1510.670043945311 AccountValueYear: 0 Key: xwhUCDYh8X|pIwV|og2Qag== KeyType: Client '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '503': $ref: '#/components/responses/ServiceUnavailable' '429': $ref: '#/components/responses/TooManyRequests' security: - OpenApiOAuthSecurityScheme: [ ] - OpenApiJWTSecurityScheme: [ ] x-required-permissions: personal: Read community: Read components: schemas: AccountPerformance: title: Account performance data model. type: object properties: AccountSummary: title: "The account summary consists performance metrics which is based on closed positions\n for an account over the entire lifespan of the account." allOf: - $ref: '#/components/schemas/Performance.AccountSummary' Allocation: title: The trades allocation. allOf: - $ref: '#/components/schemas/Allocation' AvailableBenchmarks: title: The list of available benchmarks. type: array items: $ref: '#/components/schemas/BenchMark' example: - AssetType: CertificateTracker Description: stringValue DisplayHintType: Continuous Uic: 99 BalancePerformance: title: Balance AccountPerformance metrics. allOf: - $ref: '#/components/schemas/BalancePerformance' BenchMark: title: The bench mark. allOf: - $ref: '#/components/schemas/BenchMark' BenchmarkPerformance: title: The benchmark performance. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 Currency: title: The currency in which the data is calculated on. type: string example: stringValue From: title: "The start date is the offset date for all performance metrics that is a part\n of the 'AccountPerformance'." type: string format: date x-type-name: Date InceptionDay: title: The date where the first account deposit have been registred. type: string format: date x-type-name: Date LastTradeDay: title: "Performance data that is returned is limited to the be data that lies between\n the first trade day and the last trade day for the account. The last trade day\n is the last day that one or more trades have been registred." type: string format: date x-type-name: Date Thru: title: "The end date is the ending date for all returned performance metrics that is\n a part of the 'AccountPerformance'. The 'ActualThruDate' date is included." type: string format: date x-type-name: Date TimeWeightedPerformance: title: Time weighted performance metrics. allOf: - $ref: '#/components/schemas/TimeWeightedPerformance' TotalCashBalance: title: The total cash balance type: number example: 10 TotalCashBalancePerCurrency: title: The total cash balance grouped by currency. type: array items: $ref: '#/components/schemas/StringValuePair' example: - StringValue: CAD Value: -491.707122366824 TotalOpenPositionsValue: title: The total value of client's open positions type: number example: 10 TotalPositionsValuePerCurrency: title: The total position value grouped by currency. type: array items: $ref: '#/components/schemas/StringValuePair' example: - StringValue: CAD Value: -491.707122366824 TotalPositionsValuePerProductPerSecurity: title: The total position value grouped by product. type: array items: $ref: '#/components/schemas/PositionOnSecurityAndProduct' example: - Description: Abengoa SA - Warrants ProductName: Shares Symbol: LOCK - 1496:xxxx Value: 0 TradeActivity: title: The trade activity. allOf: - $ref: '#/components/schemas/TradeActivity' additionalProperties: false example: AccountSummary: AverageTradeDurationInMinutes: 34260 AverageTradesPerWeek: 48.2325728770595 NumberOfDaysTraded: 1589 NumberOfLongTrades: 5434 NumberOfShortTrades: 5263 TopTradedInstruments: - DAX.I - DJI.I - EURUSD - GBPUSD - NAS100.I - NOKSEK - EURNOK - SP500.I TotalReturnFraction: -0.9999963956455 TradedInstruments: - FxSpot - Stock - FxVanillaOption - ContractFutures TradesTotalCount: 10697 TradesWonCount: 6499 WinFraction: 0.61 Allocation: TradesPerAssetType: ClosedTradesAllocations: - AssetClassType: Equity ReturnAttribution: 1 TradeCount: 168 TradePercent: 0.38009049773755654 - AssetClassType: Currency ReturnAttribution: 0.249937016456527 TradeCount: 112 TradePercent: 0.25339366515837103 - AssetClassType: Commodity ReturnAttribution: 0.5628789450009563 TradeCount: 105 TradePercent: 0.23755656108597284 - AssetClassType: Fixed Income ReturnAttribution: -0.013150856136249162 TradeCount: 57 TradePercent: 0.12895927601809956 TradesPerInstrument: ClosedTradesAllocations: - AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 - AssetType: FxSpot InstrumentDescription: British Pound/US Dollar InstrumentSymbol: GBPUSD InstrumentUic: 31 ReturnAttribution: 0.14685155225185834 TradeCount: 37 TradePercent: 0.083710407239819 BalancePerformance: AccountBalanceTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 AccountValueTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 MonthlyProfitLossTimeSeries: - Date: '2015-11-30' Value: 0 - Date: '2015-12-31' Value: 0 SecurityTransferTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 YearlyProfitLossTimeSeries: - Date: '2015-12-31' Value: 0 - Date: '2016-12-31' Value: 0 - Date: '2017-12-31' Value: 0 From: '2016-03-28' InceptionDay: '2015-11-24' LastTradeDay: '2017-03-27' Thru: '2017-03-27' TimeWeightedPerformance: AccumulatedTimeWeightedTimeSeries: - Date: '2016-03-25' Value: 0 MonthlyReturnTimeSeries: - Date: '2016-03-25' Value: 0 PerformanceFraction: -1 PerformanceKeyFigures: ClosedTradesCount: 0 DrawdownReport: Drawdowns: - DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05' ThruDate: '2016-08-08' MaxDaysInDrawdownFromTop10Drawdowns: 3 LosingDaysFraction: 0.03 MaxDrawDownFraction: 1 ReturnFraction: -1 SampledStandardDeviation: 0.0618018874919214 SharpeRatio: -0.952069751000777 SortinoRatio: -0.0591710418985739 YearlyReturnTimeSeries: - Date: '2016-03-25' Value: 0 TotalCashBalance: 20226.02 TotalCashBalancePerCurrency: - StringValue: CAD Value: -491.707122366824 TotalOpenPositionsValue: 29571.057 TotalPositionsValuePerCurrency: - StringValue: CAD Value: -491.707122366824 TotalPositionsValuePerProductPerSecurity: - Description: Abengoa SA - Warrants ProductName: Shares Symbol: LOCK - 1496:xxxx Value: 0 AccountPerformanceFieldGroup: enum: - AccountSummary - All - Allocation - AvailableBenchmarks - BalancePerformance - BalancePerformance_AccountValueTimeSeries - BenchMark - BenchmarkPerformance - TimeWeightedPerformance - TimeWeightedPerformance_AccumulatedTimeWeightedTimeSeries - TotalCashBalancePerCurrency - TotalPositionsValuePerCurrency - TotalPositionsValuePerProductPerSecurity - TradeActivity type: string example: AccountSummary x-type-warning: FlaggableEnum AccountPerformanceStandardPeriod: title: Defines standard periods for account performance. enum: - AllTime - Month - Quarter - Year type: string example: AllTime x-enum-descriptions: AllTime: All time account performance. Year: The year standard account performance. Quarter: The quarter standard account performance. Month: The month standard account performance. AccountSummaryFieldGroup: enum: - All - Allocation - BenchMark - TotalCashBalancePerCurrency - TotalPositionsValuePerCurrency - TotalPositionsValuePerProductPerSecurity - TradeActivity - TradeSummary type: string example: TradeSummary x-type-warning: FlaggableEnum Allocation: title: Provides an overview of how performance is allocated across asset types and instruments. type: object properties: TradesPerAssetType: title: The allocation of trades grouped by trade asset type. allOf: - $ref: '#/components/schemas/TradesPerAssetType' TradesPerInstrument: title: The allocation trades grouped by instrument id. allOf: - $ref: '#/components/schemas/TradesPerInstrument' additionalProperties: false example: TradesPerAssetType: ClosedTradesAllocations: - AssetClassType: Equity ReturnAttribution: 1 TradeCount: 168 TradePercent: 0.38009049773755654 - AssetClassType: Currency ReturnAttribution: 0.249937016456527 TradeCount: 112 TradePercent: 0.25339366515837103 - AssetClassType: Commodity ReturnAttribution: 0.5628789450009563 TradeCount: 105 TradePercent: 0.23755656108597284 - AssetClassType: Fixed Income ReturnAttribution: -0.013150856136249162 TradeCount: 57 TradePercent: 0.12895927601809956 TradesPerInstrument: ClosedTradesAllocations: - AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 - AssetType: FxSpot InstrumentDescription: British Pound/US Dollar InstrumentSymbol: GBPUSD InstrumentUic: 31 ReturnAttribution: 0.14685155225185834 TradeCount: 37 TradePercent: 0.083710407239819 AllocationItem: title: Defindes a model for an allocation item. type: object properties: AssetClassType: title: The type of the asset class. type: string example: stringValue AssetType: title: The asset type. allOf: - $ref: '#/components/schemas/AssetType' InstrumentDescription: title: The instrument description. type: string example: stringValue InstrumentSymbol: title: The instrument symbol. type: string example: stringValue InstrumentUic: title: The instrument UIC which is the unique instrument identifier. type: integer format: int32 example: 99 ReturnAttribution: title: "The return attribution for a collection allocation items.\n Remarks:\n The return attribution is a number in the range [-1 ; 1]. The return attribution\n is a measure of return relative to the allocation item in the collection with\n the numerical largest value" type: number example: 10 TradeCount: title: The count of trades for the instrument asset type. type: integer format: int32 example: 99 TradePercent: title: The percent for trades for the instrument asset type. type: number example: 10 additionalProperties: false example: AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 AmountTypeBreakdown: title: Contains value dated cash flows for a specific Amount Type and associated information. type: object properties: AmountType: title: 'Amount Type Name, which the associated amounts correspond to.' type: string example: stringValue AmountTypeId: title: Amount Type Identifier type: string example: stringValue AmountTypeSource: title: Source of where the Amount Type originates from. type: string example: stringValue CashFlows: title: Array containing value dated amounts in the owed currency type: array items: $ref: '#/components/schemas/CashFlow' example: - Amount: 10 ValueDate: '0001-01-01' Total: title: Total value of the provided value dated amounts from the cash flows. type: number example: 10 additionalProperties: false example: AmountType: stringValue AmountTypeId: stringValue AmountTypeSource: stringValue CashFlows: - Amount: 10 ValueDate: '0001-01-01' Total: 10 AmountTypeSource: title: Defines the source of the unsettled amounts. enum: - CorporateAction - Financing - TransactionsNotBooked type: string example: TransactionsNotBooked x-enum-descriptions: TransactionsNotBooked: Intraday transactions that have not been booked Financing: Accruals derived from financing and fee bookings CorporateAction: Accruals derived from corporate action bookings Application.AccountPerformanceStandardPeriod: title: Defines standard periods for account performance. enum: - AllTime - Month - Quarter - Year type: string example: AllTime x-enum-descriptions: AllTime: All time account performance. Year: The year standard account performance. Quarter: The quarter standard account performance. Month: The month standard account performance. Application.v4.AccountPerformanceStandardPeriod: title: Defines standard periods for account performance. enum: - AllTime - Month - Quarter - Year type: string example: AllTime x-enum-descriptions: AllTime: All time account performance. Year: The year standard account performance. Quarter: The quarter standard account performance. Month: The month standard account performance. AssetType: title: The possible AssetTypes for which you can get a quote or place an order or a trade. enum: - Bond - Cash - CertificateBonus - CertificateCappedBonus - CertificateCappedCapitalProtected - CertificateCappedOutperformance - CertificateConstantLeverage - CertificateDiscount - CertificateExpress - CertificateTracker - CertificateUncappedCapitalProtection - CertificateUncappedOutperformance - CfdIndexOption - CfdOnCompanyWarrant - CfdOnEtc - CfdOnEtf - CfdOnEtn - CfdOnFund - CfdOnFutures - CfdOnIndex - CfdOnRights - CfdOnStock - CompanyWarrant - ContractFutures - Etc - Etf - Etn - Fund - FuturesOption - FuturesStrategy - FxBinaryOption - FxForwards - FxKnockInOption - FxKnockOutOption - FxNoTouchOption - FxOneTouchOption - FxSpot - FxVanillaOption - GuaranteeNote - IpoOnStock - ManagedFund - MiniFuture - MutualFund - PortfolioNote - Rights - SrdOnEtf - SrdOnStock - Stock - StockIndex - StockIndexOption - StockOption - Warrant - WarrantDoubleKnockOut - WarrantKnockOut - WarrantOpenEndKnockOut - WarrantSpread type: string example: FxSpot x-enum-descriptions: FxSpot: Forex Spot. FxForwards: Forex Forward. FxVanillaOption: Forex Vanilla Option. FxKnockInOption: Forex Knock In Option. FxKnockOutOption: Forex Knock Out Option. FxBinaryOption: Forex Binary Option. FxOneTouchOption: Forex One Touch Option. FxNoTouchOption: Forex No Touch Option. ContractFutures: Contract Futures. FuturesStrategy: Futures Strategy. Stock: Stock. StockOption: Stock Option. Bond: Bond. FuturesOption: Futures Option. StockIndexOption: Stock Index Option. ManagedFund: 'Obsolete: Managed Fund.' Cash: Cash. Not tradeable! CfdOnStock: Cfd on Stock. CfdOnIndex: Cfd on Stock Index. CfdOnFutures: Cfd on Futures. StockIndex: Stock Index. MutualFund: Mutual Fund. CfdIndexOption: Cfd Index Option. CfdOnEtf: Cfd on Etf CfdOnEtc: Cfd on Etc CfdOnEtn: Cfd on Etn CfdOnFund: Cfd on Fund CfdOnRights: Cfd on Rights CfdOnCompanyWarrant: Cfd on unlisted warrant issued by a corporation. Etf: Exchange traded fund. Etc: Etc Etn: Etn Fund: Fund Rights: Rights Warrant: Warrant MiniFuture: MiniFuture. WarrantSpread: Warrant with built-in spread. WarrantKnockOut: Warrant with a knock-out barrier. WarrantOpenEndKnockOut: Knock-out Warrant with no expiry. WarrantDoubleKnockOut: Warrant with two knock-out barriers. CertificateUncappedCapitalProtection: Guarantees a percentage increase of the underlying asset's value above the issue price at expiry/maturity. Max loss is the amount invested multiplied by the CapitalProtection percentage. CertificateCappedCapitalProtected: Guarantees a capped percentage increase of the underlying asset's value above the issue price at expiry/maturity. Max loss is the amount invested multiplied by the CapitalProtection percentage. CertificateDiscount: 'Yields a capped return if the underlying asset''s value is above the specified cap level at expiry. If the underlying''s value is below the strike at expiry, the investor received the underlying or equivalent value. Offers direct exposure in underlying at a lower price (discount) with a capped potential profit and limited loss.' CertificateCappedOutperformance: Capped Outperformance Certificate. CertificateCappedBonus: Certificate Capped Bonus. CertificateExpress: Certificate Express kick out. CertificateTracker: A certificate that mirrors the price movement of the underlying instrument. Often used to trade movements in indicies. Movements can be a fixed ratio of the underlying and can be inverted for bearish/short speculation. Risk is equivalent to owning the underlying. CertificateUncappedOutperformance: 'Provides leveraged returns when the underlying price exceeds the threshold strike price. The amount leverage is defined by the Participation %. When the underlying is below the strike price, the certificate mirrors the underlying price 1:1.' CertificateBonus: 'Mirrors the price movement of the underlying only if and when the underlying price exceeds the defined barrier. If the certificate expires below the barrier, it offers partial protection/return of investment.' CertificateConstantLeverage: Certificate Constant Leverage. SrdOnStock: SRD. (Service de Règlement Différé) on Stock. SrdOnEtf: SRD. (Service de Règlement Différé) on Etf. IpoOnStock: IPO on Stock CompanyWarrant: 'Unlisted warrant issued by a corporation, often physically settled.' PortfolioNote: Danish pooled investment scheme (“Pulje”). Not online tradeable. GuaranteeNote: Danish investment scheme (“Grantbevis”). Not online tradeable. BalancePerformance: title: OpenApi balance performance data contract. type: object properties: AccountBalanceTimeSeries: title: The account balance time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 AccountValueTimeSeries: title: The account value time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 AccumulatedProfitLoss: title: The accumulated Profit / Loss for the account over the period as a value. type: number example: 10 CashTransferTimeSeries: title: The cash transfer time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 MonthlyProfitLossTimeSeries: title: The monthly profit / loss time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 SecurityTransferTimeSeries: title: The security transfer time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 YearlyProfitLossTimeSeries: title: The yearly profit / loss time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 additionalProperties: false example: AccountBalanceTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 AccountValueTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 MonthlyProfitLossTimeSeries: - Date: '2015-11-30' Value: 0 - Date: '2015-12-31' Value: 0 SecurityTransferTimeSeries: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 YearlyProfitLossTimeSeries: - Date: '2015-12-31' Value: 0 - Date: '2016-12-31' Value: 0 - Date: '2017-12-31' Value: 0 BenchMark: title: Class BenchMark. type: object properties: AssetType: title: The type of the asset. allOf: - $ref: '#/components/schemas/AssetType' Description: title: Description of instrument. type: string example: stringValue DisplayHintType: title: Display hint type of instrument allOf: - $ref: '#/components/schemas/DisplayHintType' Uic: title: The uic. type: integer format: int32 example: 99 additionalProperties: false example: AssetType: CertificateExpress Description: stringValue DisplayHintType: PreciousMetal Uic: 99 BenchMarkPerformance: title: Performance figures for a day for benchmarks applicable on a day. type: object properties: Allocations: title: List of Benchmark Compositions. type: array items: $ref: '#/components/schemas/Contracts.BenchMark' example: - Allocations: - AllocationPCT: 10 AssetType: SrdOnEtf Description: stringValue DisplayHintType: Warrant Uic: 99 CurrencyCode: stringValue Description: stringValue Name: stringValue Date: title: Date and time of the occurrence. type: string format: date x-type-name: Date Value: title: The value at the given date and time type: number example: 10 additionalProperties: false example: Allocations: - Allocations: - AllocationPCT: 10 AssetType: CertificateUncappedOutperformance Description: stringValue DisplayHintType: Etf Uic: 99 CurrencyCode: stringValue Description: stringValue Name: stringValue Date: '0001-01-01' Value: 10 CashFlow: title: Cash flow for value date type: object properties: Amount: title: Amount owed on the specified value date type: number example: 10 ValueDate: title: Value date which the amount is owed. type: string format: date x-type-name: Date additionalProperties: false example: Amount: 10 ValueDate: '0001-01-01' Contracts.AccountPerformance: type: object properties: Balance: title: Balance AccountPerformance metrics. allOf: - $ref: '#/components/schemas/Contracts.BalancePerformance' Benchmark: title: The benchmark performance. type: array items: $ref: '#/components/schemas/BenchMarkPerformance' example: - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-11' Value: 0.02 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-12' Value: 0.03 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-13' Value: 0.04 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-14' Value: 0.065 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-15' Value: -0.01 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-16' Value: 0.03 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-17' Value: 0.025 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-18' Value: 0.03 KeyFigures: title: Key performance figures for the account. allOf: - $ref: '#/components/schemas/Contracts.PerformanceKeyFigures' TimeWeighted: title: Time weighted performance metrics. allOf: - $ref: '#/components/schemas/Contracts.TimeWeightedPerformance' additionalProperties: false example: Balance: AccountBalance: - Date: '2021-03-16' Value: 2713951 - Date: '2021-03-17' Value: 2697389 - Date: '2021-03-18' Value: 2697389 - Date: '2021-03-19' Value: 2697389 - Date: '2021-03-22' Value: 2697389 AccountValue: - Date: '2021-03-16' Value: 2713951 - Date: '2021-03-17' Value: 2697389 - Date: '2021-03-18' Value: 2697389 - Date: '2021-03-19' Value: 2697389 - Date: '2021-03-22' Value: 2697389 CashTransfer: - Date: '2021-03-16' Value: 700000 - Date: '2021-03-17' Value: 693217 - Date: '2021-03-18' Value: 693217 - Date: '2021-03-19' Value: 693217 - Date: '2021-03-22' Value: 693217 - Date: '2021-03-23' Value: 693217 - Date: '2021-03-24' Value: 693217 - Date: '2021-03-25' Value: 693217 - Date: '2021-03-26' Value: 693217 - Date: '2021-03-30' Value: 693217 - Date: '2021-03-31' Value: 693217 - Date: '2021-03-01' Value: 693217 - Date: '2021-03-02' Value: 693217 MonthlyProfitLoss: - Date: '2021-03-31' Value: 476960.78492 - Date: '2021-04-30' Value: 0.00151689069285646 SecurityTransfer: - Date: '2016-03-28' Value: 0 - Date: '2016-03-29' Value: 0 YearlyProfitLoss: - Date: '2021-12-31' Value: 473580.71199 Benchmark: - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-11' Value: 0.02 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-12' Value: 0.03 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-13' Value: 0.04 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-14' Value: 0.065 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-15' Value: -0.01 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-16' Value: 0.03 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 Date: '2021-05-17' Value: 0.025 - Allocations: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 Date: '2021-05-18' Value: 0.03 KeyFigures: ClosedTradesCount: 0 DrawdownReport: Drawdowns: - DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05T00:00:00' RecoveryDaysCount: 1 ThruDate: '2016-08-08T00:00:00' MaxDaysInDrawdownFromTop10Drawdowns: 3 LosingDaysFraction: 0.03 MaxDrawDownFraction: 1 PerformanceFraction: 0 ReturnFraction: -1 SampledStandardDeviation: 0.0618018874919214 SharpeRatio: -0.952069751000777 SortinoRatio: -0.0591710418985739 TimeWeighted: Accumulated: - Date: '2021-03-16' Value: 0.000707311584857981 - Date: '2021-03-17' Value: 0.00289876077113995 - Date: '2021-03-18' Value: 0.0030873830953917 - Date: '2021-03-19' Value: 0.000729201756574284 - Date: '2021-03-22' Value: 0.0016413754184318 - Date: '2021-03-23' Value: 0.00615470900076945 - Date: '2021-03-24' Value: 0.0145762714416127 - Date: '2021-03-25' Value: 0.0130120799919019 - Date: '2021-03-26' Value: 0.0109777093144279 - Date: '2021-03-29' Value: 0.109105521823687 - Date: '2021-03-30' Value: 0.109105521823687 - Date: '2021-03-31' Value: 0.174356723940404 - Date: '2021-03-01' Value: 0.176303239558097 - Date: '2021-03-02' Value: 0.175826866623672 MonthlyReturn: - Date: '2021-03-31' Value: 0.176303239558097 - Date: '2021-04-30' Value: 0.00151689069285646 YearlyReturn: - Date: '2021-03-31' Value: 0.175053781608446 Contracts.AccountSummary: title: "OpenApi account summary performance metrics. The summary is the performance metrics\n that is related to closed positions over the entire lifespan of an account." type: object properties: AccumulatedProfitLoss: title: The accumulated Profit / Loss for the account over the period as a value. type: number example: 10 BenchMarks: title: The bench mark. type: array items: $ref: '#/components/schemas/Contracts.BenchMark' example: - Allocations: - AllocationPCT: 10 AssetType: FxNoTouchOption Description: stringValue DisplayHintType: Forex Uic: 99 CurrencyCode: stringValue Description: stringValue Name: stringValue From: title: "The start date is the offset date for all performance metrics that is a part\n of the 'AccountPerformance'." type: string format: date x-type-name: Date InceptionDay: title: The date where the first account deposit have been registred. type: string format: date x-type-name: Date LastTradeDay: title: "Performance data that is returned is limited to the be data that lies between\n the first trade day and the last trade day for the account. The last trade day\n is the last day that one or more trades have been registred." type: string format: date x-type-name: Date Thru: title: "The end date is the ending date for all returned performance metrics that is\n a part of the 'AccountPerformance'. The 'ActualThruDate' date is included." type: string format: date x-type-name: Date TotalCashBalance: title: The total cash balance type: number example: 10 TotalCashBalancePerCurrency: title: The total cash balance grouped by currency. type: array items: $ref: '#/components/schemas/Contracts.StringValuePair' example: - StringValue: stringValue Value: 10 TotalOpenPositionsValue: title: The total value of client's open positions type: number example: 10 TotalPositionsValuePerCurrency: title: The total position value grouped by currency. type: array items: $ref: '#/components/schemas/Contracts.StringValuePair' example: - StringValue: stringValue Value: 10 TotalPositionsValuePerProductPerSecurity: title: The total position value grouped by product. type: array items: $ref: '#/components/schemas/Contracts.PositionOnSecurityAndProduct' example: - Description: stringValue ProductName: stringValue Symbol: stringValue Value: 10 TradeSummary: title: Summary of all trade activity between start and end date. allOf: - $ref: '#/components/schemas/TradeSummary' WinFraction: title: The fraction of trades with positive profit/loss. type: number example: 10 additionalProperties: false example: AccumulatedProfitLoss: 100 BenchMarks: - Allocations: - AllocationPCT: 100 AssetType: Cash Description: '' DisplayHintType: None Uic: 211 CurrencyCode: USD Description: Description1 Name: Bench Mark Name 1 - Allocations: - AllocationPCT: 100 AssetType: Bond Description: '' DisplayHintType: None Uic: 210 - AllocationPCT: 100 AssetType: CertificateBonus Description: '' DisplayHintType: None Uic: 211 CurrencyCode: EUR Description: Description2 Name: Bench Mark Name 2 From: '2022-10-30' InceptionDay: '2022-10-30' LastTradeDay: '2022-10-30' Thru: '2022-10-30' TotalCashBalance: 5000 TotalCashBalancePerCurrency: - StringValue: CAD Value: -491.707122366824 TotalOpenPositionsValue: 6000 TotalPositionsValuePerCurrency: - StringValue: CAD Value: -491.707122366824 TotalPositionsValuePerProductPerSecurity: - Description: Position On Security And Product ProductName: Product Name Symbol: Symbol Value: 200 TradeSummary: Allocation: TradesPerAssetType: ClosedTradesAllocations: - AssetClassType: Equity ReturnAttribution: 1 TradeCount: 168 TradePercent: 0.38009049773755654 - AssetClassType: Commodity ReturnAttribution: 0.5628789450009563 TradeCount: 105 TradePercent: 0.23755656108597284 - AssetClassType: Currency ReturnAttribution: 0.249937016456527 TradeCount: 112 TradePercent: 0.25339366515837103 - AssetClassType: Fixed Income ReturnAttribution: -0.013150856136249162 TradeCount: 57 TradePercent: 0.12895927601809956 TradesPerInstrument: ClosedTradesAllocations: - AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 - AssetType: FxSpot InstrumentDescription: British Pound/US Dollar InstrumentSymbol: GBPUSD InstrumentUic: 31 ReturnAttribution: 0.14685155225185834 TradeCount: 37 TradePercent: 0.083710407239819 AverageTradeDurationInMinutes: 34260 AverageTradesPerWeek: 48.2325728770595 NumberOfDaysTraded: 1589 NumberOfLongTrades: 5434 NumberOfShortTrades: 5263 TopTradedInstruments: - DAX.I - DJI.I - EURUSD - GBPUSD - NAS100.I - NOKSEK - EURNOK - SP500.I TradeActivity: TradesPerDay: - Date: '2022-10-30' TradeCount: 100 TradedInstruments: - FxSpot - Stock - FxVanillaOption - ContractFutures TradesTotalCount: 10697 TradesWonCount: 6499 WinFraction: 5 Contracts.Allocation: title: Provides an overview of how performance is allocated across asset types and instruments. type: object properties: TradesPerAssetType: title: The allocation of trades grouped by trade asset type. allOf: - $ref: '#/components/schemas/Contracts.TradesPerAssetType' TradesPerInstrument: title: The allocation trades grouped by instrument id. allOf: - $ref: '#/components/schemas/Contracts.TradesPerInstrument' additionalProperties: false example: TradesPerAssetType: ClosedTradesAllocations: - AssetClassType: stringValue AssetType: FxSpot InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 TradesPerInstrument: ClosedTradesAllocations: - AssetClassType: stringValue AssetType: FxForwards InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 Contracts.AllocationItem: title: Defindes a model for an allocation item. type: object properties: AssetClassType: title: The type of the asset class. type: string example: stringValue AssetType: title: The asset type. allOf: - $ref: '#/components/schemas/AssetType' InstrumentDescription: title: The instrument description. type: string example: stringValue InstrumentSymbol: title: The instrument symbol. type: string example: stringValue InstrumentUic: title: The instrument UIC which is the unique instrument identifier. type: integer format: int32 example: 99 ReturnAttribution: title: "The return attribution for a collection allocation items.\n Remarks:\n The return attribution is a number in the range [-1 ; 1]. The return attribution\n is a measure of return relative to the allocation item in the collection with\n the numerical largest value" type: number example: 10 TradeCount: title: The count of trades for the instrument asset type. type: integer format: int32 example: 99 TradePercent: title: The percent for trades for the instrument asset type. type: number example: 10 additionalProperties: false example: AssetClassType: stringValue AssetType: FxKnockInOption InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 Contracts.BalancePerformance: title: OpenApi balance performance data contract. type: object properties: AccountBalance: title: The account balance time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' AccountValue: title: The account value time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' CashTransfer: title: The cash transfer time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' MonthlyProfitLoss: title: The monthly profit / loss time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' SecurityTransfer: title: The security transfer time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' YearlyProfitLoss: title: The yearly profit / loss time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' additionalProperties: false example: AccountBalance: [ ] AccountValue: [ ] CashTransfer: [ ] MonthlyProfitLoss: [ ] SecurityTransfer: [ ] YearlyProfitLoss: [ ] Contracts.BenchMark: title: Benchmark and all type: object properties: Allocations: title: List of Benchmark Compositions. type: array items: $ref: '#/components/schemas/InstrumentAllocation' example: - AllocationPCT: 10 AssetType: SrdOnStock Description: stringValue DisplayHintType: Rights Uic: 99 CurrencyCode: title: Benchmark currency. type: string example: stringValue Description: title: Benchmark description. type: string example: stringValue Name: title: Benchmark name. type: string example: stringValue additionalProperties: false example: Allocations: - AllocationPCT: 10 AssetType: CertificateBonus Description: stringValue DisplayHintType: Etn Uic: 99 CurrencyCode: stringValue Description: stringValue Name: stringValue Contracts.Drawdown: title: Drawdown type: object properties: DaysCount: title: Days Count type: integer format: int32 example: 99 DepthInPercent: title: Depth in Percnt type: number example: 10 FromDate: title: From Date type: string example: stringValue RecoveryDaysCount: title: Recovery Days Count type: integer format: int32 example: 99 ThruDate: title: Thru Date type: string example: stringValue additionalProperties: false example: DaysCount: 99 DepthInPercent: 10 FromDate: '2024-06-26T14:43:10.9555718' RecoveryDaysCount: 99 ThruDate: '2023-05-06T08:25:35.0241767' Contracts.DrawdownReport: title: Drawdown report type: object properties: CurrentDrawdownDepthInPercent: title: CurrentDrawdownDepthInPercent type: number example: 10 Drawdowns: title: Drawdowns type: array items: $ref: '#/components/schemas/Contracts.Drawdown' example: - DaysCount: 99 DepthInPercent: 10 FromDate: '2022-11-24T21:48:32.8905118' RecoveryDaysCount: 99 ThruDate: '2021-04-05T22:14:12.6440742' MaxDaysInDrawdownFromTop10Drawdowns: title: MaxDaysInDrawdownFromTop10Drawdowns type: integer format: int32 example: 99 additionalProperties: false example: CurrentDrawdownDepthInPercent: 10 Drawdowns: - DaysCount: 99 DepthInPercent: 10 FromDate: '2022-03-06T04:23:44.5328096' RecoveryDaysCount: 99 ThruDate: '2024-05-31T15:36:24.8880393' MaxDaysInDrawdownFromTop10Drawdowns: 99 Contracts.PerformanceKeyFigures: title: OpenApi time weighted data contract type: object properties: ClosedTradesCount: title: The number of closed trades for the period. type: integer format: int32 example: 99 DrawdownReport: title: The drawdown report for a time weighted time series. allOf: - $ref: '#/components/schemas/Contracts.DrawdownReport' LosingDaysFraction: title: "The losing days fraction is the fraction of days with negative returns where\n both realized and unrealized profits are taken into account." type: number example: 10 MaxDrawDownFraction: title: "The maximum draw down as fraction is the largest drop in the time series as a\n fraction." type: number example: 10 PerformanceFraction: title: The accumulated performance fraction that is associated with the time series. type: number example: 10 ReturnFraction: title: The return fraction. type: number example: 10 SampledStandardDeviation: title: "The unbiased sampled standard deviation which means that the standard deviation\n estimator has been corrected by applying the Bessel's correction." type: number example: 10 SharpeRatio: title: The sharpe ratio. type: number example: 10 SortinoRatio: title: The sortino ratio. type: number example: 10 WinningFraction: title: The fraction of closed positions that has been won. type: number example: 10 additionalProperties: false example: ClosedTradesCount: 99 DrawdownReport: CurrentDrawdownDepthInPercent: 10 Drawdowns: - DaysCount: 99 DepthInPercent: 10 FromDate: '2024-04-11T12:24:28.9906073' RecoveryDaysCount: 99 ThruDate: '2023-04-17T02:33:41.8618662' MaxDaysInDrawdownFromTop10Drawdowns: 99 LosingDaysFraction: 10 MaxDrawDownFraction: 10 PerformanceFraction: 10 ReturnFraction: 10 SampledStandardDeviation: 10 SharpeRatio: 10 SortinoRatio: 10 WinningFraction: 10 Contracts.PositionOnSecurityAndProduct: title: Details of Position on Securuty and Product type: object properties: Description: title: The product description. type: string example: stringValue ProductName: title: The product name. type: string example: stringValue Symbol: title: The symbol value. type: string example: stringValue Value: title: Value type: number example: 10 additionalProperties: false example: Description: stringValue ProductName: stringValue Symbol: stringValue Value: 10 Contracts.StringValuePair: title: Dto used for storing string/decimal value pairs type: object properties: StringValue: title: The string value. type: string example: stringValue Value: title: The decimal value type: number example: 10 additionalProperties: false example: StringValue: stringValue Value: 10 Contracts.TimeValuePair: title: Implementation of a time and value pair. type: object properties: Date: title: Date and time of the occurrence. type: string format: date x-type-name: Date Value: title: The value at the given date and time type: number example: 10 additionalProperties: false example: Date: '0001-01-01' Value: 10 Contracts.TimeWeightedPerformance: title: OpenApi time weighted data contract type: object properties: Accumulated: title: The accumulated time weighted time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' MonthlyReturn: title: The monthly return time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' YearlyReturn: title: The yearly time weighted return time series. type: array items: $ref: '#/components/schemas/Contracts.TimeValuePair' additionalProperties: false example: Accumulated: [ ] MonthlyReturn: [ ] YearlyReturn: [ ] Contracts.TradeActivity: title: Defines a data contract for closed trades activity. type: object properties: TradesPerDay: title: The trades per day. type: array items: $ref: '#/components/schemas/Contracts.TradesPerDayItem' example: - Date: '0001-01-01' TradeCount: 99 additionalProperties: false example: TradesPerDay: - Date: '0001-01-01' TradeCount: 99 Contracts.TradesPerAssetType: title: "Defines a data contract for trades allocation where the trades are grouped by\n the asset type of positions." type: object properties: ClosedTradesAllocations: title: The closed trades allocations type: array items: $ref: '#/components/schemas/Contracts.AllocationItem' example: - AssetClassType: stringValue AssetType: FxKnockOutOption InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 additionalProperties: false example: ClosedTradesAllocations: - AssetClassType: stringValue AssetType: FxVanillaOption InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 Contracts.TradesPerDayItem: title: Defines a data contract for closed trades count on a single day. type: object properties: Date: title: The date. type: string format: date x-type-name: Date TradeCount: title: The trade count. type: integer format: int32 example: 99 additionalProperties: false example: Date: '0001-01-01' TradeCount: 99 Contracts.TradesPerInstrument: title: "Defines a data contract for trades allocation where the trades are grouped by\n the instrument." type: object properties: ClosedTradesAllocations: title: The closed trades allocations type: array items: $ref: '#/components/schemas/Contracts.AllocationItem' example: - AssetClassType: stringValue AssetType: FxKnockOutOption InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 additionalProperties: false example: ClosedTradesAllocations: - AssetClassType: stringValue AssetType: FxBinaryOption InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 ContractsV4.AccountPerformanceFieldGroup: enum: - All - Balance - Balance_AccountBalance - Balance_AccountValue - Balance_CashTransfer - Balance_MonthlyProfitLoss - Balance_SecurityTransfer - Balance_YearlyProfitLoss - Benchmark - KeyFigures - TimeWeighted - TimeWeighted_Accumulated - TimeWeighted_MonthlyReturn - TimeWeighted_YearlyReturn type: string example: Benchmark x-type-warning: FlaggableEnum CorrelationType: title: Correlation Type enum: - Allocation - Assignment - AutoAbandonment - AutoAssignment - AutoExercise - AutoHedge - AutoTrade - BatchFollowerOrders - BlockClosingTrade - ClientDefault - ClosingTrade - CopyTrade - Exercise - ExternalDealCapture - Facilitation - FxDmaTrade - Hedge - InternallyFilledFractionalAmount - InternallyFilledFractionalTrade - ManualHedge - None - OnBehalfOf - PartiallyFilledAndExploded - PartnerHedge - Rebooking - SaxoPrimeTrade - SelfFinancing - Split - Strategy - Synthetic - TradingFloor - TraianaDropCopyTrade - WithAdvice - WithDealCapture type: string example: None x-enum-deprecated: - InternallyFilledFractionalTrade x-enum-descriptions: None: None Allocation: Allocation Synthetic: Synthetic - Indicates that the correlation involves the construction of a synthetic trade. Hedge: Hedge - Indicates that the correlation involves a hedge PartnerHedge: PartnerHedge - Indicates that correlation involves a partner hedge. AutoHedge: AutoHedge - Indicates that correlation involves an auto hedge. ManualHedge: ManualHedge - Indicates that correlation involves a manual hedge. Exercise: Contract option exercise Assignment: Contract option assignment AutoExercise: Automated contract option exercise (at expiry) AutoAssignment: Automated contract option assignment (at expiry) AutoAbandonment: Automated Abandonment Split: Position involved in split Rebooking: Position involved in rebooking CopyTrade: Position/Order copied from other Strategy: For Strategy type future AutoTrade: Position/Order auto-copied from other SaxoPrimeTrade: Saxo Prime position TradingFloor: Order/Position originated from TradingFloor TraianaDropCopyTrade: Position originated from Traiana Drop Copy Service. ClientDefault: Client Default ClosingTrade: Trade to close another trade FxDmaTrade: Fx Dma Trade PartiallyFilledAndExploded: Indicates that this order is partially filled and then ungrouped/exploded from a group stop order BlockClosingTrade: Indicates that this trade is a closing trade of the block trade Facilitation: Indicates that this order or trade is Facilitation flow OnBehalfOf: Indicates that this trade is On Behalf Of booking InternallyFilledFractionalTrade: The trade is created internally to fill Fractional part ( No broker leg) BatchFollowerOrders: 'Saxo Select, fractional ETFs: Delayed order execution when follower starts or funds' WithDealCapture: Deal Capture Type WithAdvice: "With Advice Note, there will be an extra cost for the advice\n Even if the AdviserClientNote is absent in OpenOrderData" SelfFinancing: Self Financing Orders and Positions InternallyFilledFractionalAmount: This is created internally to fill Fractional part ( No broker leg) ExternalDealCapture: This is used for capturing deal capture externally x-type-warning: FlaggableEnum CurrencyBreakdown: title: 'Contains total, and value dated cash flows for an owed currency along with associated information.' type: object properties: AmountTypes: title: 'For each amount type owed in this currency, the value dated cash flows and associated details.' type: array items: $ref: '#/components/schemas/AmountTypeBreakdown' example: - AmountType: stringValue AmountTypeId: stringValue AmountTypeSource: stringValue CashFlows: - Amount: 10 ValueDate: '0001-01-01' Total: 10 CashFlows: title: Array containing value dated amounts in the owed currency type: array items: $ref: '#/components/schemas/CashFlow' example: - Amount: 10 ValueDate: '0001-01-01' Currency: title: The owed currency for the associated cash flows. type: string example: stringValue Total: title: Total amount owed in this currency. type: number example: 10 additionalProperties: false example: AmountTypes: - AmountType: stringValue AmountTypeId: stringValue AmountTypeSource: stringValue CashFlows: - Amount: 10 ValueDate: '0001-01-01' Total: 10 CashFlows: - Amount: 10 ValueDate: '0001-01-01' Currency: stringValue Total: 10 CurrencyRoot: title: Estimated value dated cash flows of the requesting entity along with a breakdown of specific currencies owed. type: object properties: CashFlows: type: array items: $ref: '#/components/schemas/CashFlow' example: - Amount: 10 ValueDate: '0001-01-01' Currencies: type: array items: $ref: '#/components/schemas/CurrencyBreakdown' example: - AmountTypes: - AmountType: stringValue AmountTypeId: stringValue AmountTypeSource: stringValue CashFlows: - Amount: 10 ValueDate: '0001-01-01' Total: 10 CashFlows: - Amount: 10 ValueDate: '0001-01-01' Currency: stringValue Total: 10 Currency: title: The requester's primary currency type: string example: stringValue Total: title: "Estimated total owed amount (converted to the requester's primary currency).\n \n Note: Amounts must be paid in the owed currency." type: number example: 10 additionalProperties: false example: CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' - Amount: -15.40352205 ValueDate: '2022-11-14' Currencies: - AmountTypes: - AmountType: Unrealized CFD Finance AmountTypeId: '65' AmountTypeSource: Financing CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Total: -0.57 CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currency: DKK Total: -0.57 - AmountTypes: - AmountType: Unr. Interest AmountTypeId: '42' AmountTypeSource: Financing CashFlows: - Amount: -15.40352205 ValueDate: '2022-11-14' Total: -2.07 CashFlows: - Amount: -15.40352205 ValueDate: '2022-11-14' Currency: EUR Total: -2.07 Currency: EUR Total: -15.97352205 DisplayHintType: title: Display Hint Type. enum: - Continuous - CryptoCurrencies - Etc - Etf - Etn - Forex - Fund - Interests - None - PreciousMetal - Rights - StockIndices - Warrant type: string example: None x-enum-descriptions: None: Indicates not special display hint is required. PreciousMetal: Metals like XAUUSD. Continuous: Used for the parent ContractFutures. Etf: Exchange Traded Funds. Etn: Exchange Traded Notes. Etc: Exchange Traded Certificates/Currencies. Rights: Rights. Warrant: Warrants. Forex: Forex. Intended to be used for Cfds on Futures on Forex. Interests: Interest rates. Intended to be used for Cfds on Futures on bonds. StockIndices: Stock indices. Intended to be used for Cfds on Futures on stock indices. Fund: Fund. CryptoCurrencies: Crypto currencies. Drawdown: title: Drawdown type: object properties: DaysCount: title: Days Count type: integer format: int32 example: 99 DepthInPercent: title: Depth in Percnt type: number example: 10 FromDate: title: From Date type: string format: date x-type-name: Date RecoveryDaysCount: title: Recovery Days Count type: integer format: int32 example: 99 ThruDate: title: Thru Date type: string format: date x-type-name: Date additionalProperties: false example: DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05' ThruDate: '2016-08-08' DrawdownReport: title: Drawdown report type: object properties: CurrentDrawdownDepthInPercent: title: CurrentDrawdownDepthInPercent type: number example: 10 Drawdowns: title: Drawdowns type: array items: $ref: '#/components/schemas/Drawdown' example: - DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05' ThruDate: '2016-08-08' MaxDaysInDrawdownFromTop10Drawdowns: title: MaxDaysInDrawdownFromTop10Drawdowns type: integer format: int32 example: 99 additionalProperties: false example: Drawdowns: - DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05' ThruDate: '2016-08-08' MaxDaysInDrawdownFromTop10Drawdowns: 3 ExchangeBreakdown: title: 'Estimated unsettled amounts with value dated and total cash flows of the amounts owed to an exchange, along with a breakdown of specific currencies owed.' type: object properties: CashFlows: type: array items: $ref: '#/components/schemas/CashFlow' example: - Amount: 10 ValueDate: '0001-01-01' Currencies: title: 'For each currency with an amounts owed, the value dated cash flows and associated details.' type: array items: $ref: '#/components/schemas/CurrencyBreakdown' example: - AmountTypes: - AmountType: stringValue AmountTypeId: stringValue AmountTypeSource: stringValue CashFlows: - Amount: 10 ValueDate: '0001-01-01' Total: 10 CashFlows: - Amount: 10 ValueDate: '0001-01-01' Currency: stringValue Total: 10 Currency: title: The requester's primary currency type: string example: stringValue ExchangeId: title: "Exchange Identifier for the associated amounts. Additional information on the exchange can be looked up in the Reference Data service group.\n If a returned amount does not have an Exchange associated, no ExchangeId will be provided." type: string example: stringValue Total: title: "Estimated total owed amount (converted to the requester's primary currency).\n \n Note: Amounts must be paid in the owed currency." type: number example: 10 additionalProperties: false example: CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currencies: - CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currency: DKK Total: -0.57 Currency: DKK ExchangeId: NYSE Total: -0.57 ExchangeRoot: title: Estimated value dated cash flows of the requesting entity along with a breakdown of specific exchanges where amounts are owed. type: object properties: CashFlows: type: array items: $ref: '#/components/schemas/CashFlow' example: - Amount: 10 ValueDate: '0001-01-01' Currency: title: The requester's primary currency type: string example: stringValue Exchanges: title: 'Array containing value dated amounts by exchange, for owed currency' type: array items: $ref: '#/components/schemas/ExchangeBreakdown' example: - CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currencies: - CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currency: DKK Total: -0.57 Currency: DKK ExchangeId: NYSE Total: -0.57 Total: title: "Estimated total owed amount (converted to the requester's primary currency).\n \n Note: Amounts must be paid in the owed currency." type: number example: 10 additionalProperties: false example: CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' - Amount: -15.40352205 ValueDate: '2022-11-14' Currency: DKK Exchanges: - CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currencies: - CashFlows: - Amount: -0.57 ValueDate: '2022-11-04' Currency: DKK Total: -0.57 Currency: DKK ExchangeId: NYSE Total: -0.57 - CashFlows: - Amount: -15.40352205 ValueDate: '2022-11-14' Currencies: - CashFlows: - Amount: -15.40352205 ValueDate: '2022-11-14' Currency: EUR Total: -2.07 Currency: EUR ExchangeId: NoExchange Total: -15.40352205 Total: -15.97352205 IHistoricalPositionView: title: Interface for defining the properties common to private and public views of historical positions. type: object properties: AccountId: title: ID/Name of the account on which the position was traded. maxLength: 16 minLength: 1 type: string x-type-name: AccountId Amount: title: The amount held by the position. type: number example: 10 AmountAccountValueCloseRatio: title: The relative value of the Closed Position compared to the account at the time of the position closing. type: string example: stringValue AmountAccountValueOpenRatio: title: The relative value of the Closed Position compared to the account at the time of the position creation. type: string example: stringValue ClosingAssetType: title: of instrument of closing trade. allOf: - $ref: '#/components/schemas/AssetType' ClosingDisplayHint: title: Provides to UI for closing trade. allOf: - $ref: '#/components/schemas/DisplayHintType' ClosingTradeDate: title: The date the clsing trade was executed. type: string format: date x-type-name: Date ClosingValueDate: title: The value date of the opening trade. type: string format: date x-type-name: Date CopiedFrom: title: The position id of the position that has been copied. type: string example: stringValue CorrelationType: title: The correlation type of the historical position. allOf: - $ref: '#/components/schemas/CorrelationType' Decimals: title: Number of Decimals. type: integer format: int32 example: 99 ExecutionTimeClose: title: UTC date and time of when the position was closed. type: string format: date-time x-type-name: UtcDateTime ExecutionTimeOpen: title: UTC date and time of when the position was opened. type: string format: date-time x-type-name: UtcDateTime ExpiryDate: title: The date the option expires. type: string format: date x-type-name: Date InstrumentSymbol: title: The Instrument symbol. type: string example: stringValue LongShort: title: Indicates whether it is a long or a short position. allOf: - $ref: '#/components/schemas/LongOrShort' LowerBarrier: title: Lower barrier for options. type: number example: 10 OpeningAssetType: title: of instrument of opening trade. allOf: - $ref: '#/components/schemas/AssetType' OpeningDisplayHint: title: Provides to UI for opening trade. allOf: - $ref: '#/components/schemas/DisplayHintType' OpeningTradeDate: title: The date the opening trade was executed. type: string format: date x-type-name: Date OpeningValueDate: title: The value date of the opening trade. type: string format: date x-type-name: Date PipsGainPerInstrumentUnit: title: "The pips or decipips\n Only applicable for FX" type: number example: 10 PriceClose: title: At what price was the posision closed (in instrument base currency). type: number example: 10 PriceGain: title: The difference between opening and closing price in percent. type: number example: 10 PriceOpen: title: At what price was the position opened (in instrument base currency). type: number example: 10 PricePct: title: "Percentage gain between the opening price and the closing price.\n The percentage gained is taking the 'short' / 'long' information into account.\n A price drops for a 'short' positions yields a positive price gain \n where as a price drop for a 'long' position yields a negative price gain.\n The reverse is true a price increase is registred. \n Return Percentage value from decimal fraction, e.g. 100% for 1, 50% for 0.50" type: number example: 10 ProfitLoss: title: The P/L of the position in absolute amount. type: number example: 10 ProfitLossAccountValueFraction: title: The P/L over account value EOD previous day. type: number example: 10 PutCall: title: Option type. allOf: - $ref: '#/components/schemas/PutCall' StrikePrice: title: The strike price of the option. type: number example: 10 Uic: title: Unique instrument code. minimum: 1 type: integer format: int32 x-type-name: Uic UpperBarrier: title: Upper barrier for options. type: number example: 10 additionalProperties: false example: IHistoricalPositionViewListResult: type: object properties: Data: type: array items: $ref: '#/components/schemas/IHistoricalPositionView' description: The collection of entities for this feed. MaxRows: type: number description: The maximum number of rows that can be returned (if applicable). __count: type: number description: The total count of items in the feed. __next: type: string description: The link for the next page of items in the feed. additionalProperties: false example: Data: - AccountId: 112209INET Amount: -1 AmountAccountValueCloseRatio: '2:1' AmountAccountValueOpenRatio: '2:1' ClosingAssetType: CfdOnIndex ClosingTradeDate: '2016-07-19' ClosingValueDate: '2016-07-19' CopiedFrom: '1' CorrelationType: None Decimals: 2 ExecutionTimeClose: '2016-07-19T07:25:37Z' ExecutionTimeOpen: '2016-07-18T10:38:06Z' InstrumentSymbol: GER30.I LongShort: PresentationValue: Short Value: Short OpeningAssetType: CfdOnIndex OpeningTradeDate: '2016-07-18' OpeningValueDate: '2016-07-18' PriceClose: 9998 PriceGain: 0.004778021102926538 PriceOpen: 10046 PricePct: -0.4778021102926538 ProfitLoss: 52.87 ProfitLossAccountValueFraction: 0.00807437613761156 Uic: '1373' InstrumentAllocation: title: Composition of benchmark per asset type. type: object properties: AllocationPCT: title: Allocation of instrument in benchmark. type: number example: 10 AssetType: title: The type of the asset. allOf: - $ref: '#/components/schemas/AssetType' Description: title: Instrument description. type: string example: stringValue DisplayHintType: title: Display hint type of instrument allOf: - $ref: '#/components/schemas/DisplayHintType' Uic: title: The uic. type: integer format: int32 example: 99 additionalProperties: false example: AllocationPCT: 10 AssetType: CertificateConstantLeverage Description: stringValue DisplayHintType: Etc Uic: 99 InstrumentBreakdown: title: Contains value dated cash flows of an Instrument for which amounts are owed. type: object properties: AssetType: title: The AssetType of the instrument allOf: - $ref: '#/components/schemas/AssetType' CashFlows: title: Array containing value dated amounts in the owed currency for the instrument type: array items: $ref: '#/components/schemas/CashFlow' example: - Amount: 10 ValueDate: '0001-01-01' InstrumentDescription: title: Instrument Name e:g Amazon.com Inc. type: string example: stringValue InstrumentSymbol: title: Instrument Symbol Code e:g AMZN:xnas type: string example: stringValue Total: title: Total amount owed for the instrument type: number example: 10 Uic: title: Instrument Uic type: integer format: int32 example: 99 additionalProperties: false example: AssetType: Fund CashFlows: - Amount: 10 ValueDate: '0001-01-01' InstrumentDescription: stringValue InstrumentSymbol: stringValue Total: 10 Uic: 99 InstrumentBreakdownListResult: type: object properties: Data: type: array items: $ref: '#/components/schemas/InstrumentBreakdown' description: The collection of entities for this feed. MaxRows: type: number description: The maximum number of rows that can be returned (if applicable). __count: type: number description: The total count of items in the feed. __next: type: string description: The link for the next page of items in the feed. additionalProperties: false example: Data: - AssetType: FxSpot CashFlows: - Amount: 274 ValueDate: '2022-11-01' InstrumentDescription: Phillip Inc. InstrumentSymbol: PI:xnys Total: 320.45 Uic: 32154 KeyType: title: Defines the different kinds of account value summary types enum: - Account - AccountGroup - Client type: string example: AccountGroup x-enum-descriptions: Client: Client. AccountGroup: AccountGroup. Account: Account. Link: title: Represents a link to some web resource. type: object properties: Relation: title: The type of link. This adds semantic meaning to the link. type: string example: stringValue Type: title: Corresponds to media type for HTTP. type: string example: stringValue Uri: title: The URI to the resource. type: string example: http://stringValue additionalProperties: false example: Relation: stringValue Type: stringValue Uri: http://stringValue LongOrShort: type: object properties: PresentationValue: type: string example: stringValue Value: allOf: - $ref: '#/components/schemas/LongOrShortValue' additionalProperties: false example: PresentationValue: Long Value: Long LongOrShortValue: enum: - Long - Short type: string example: Short ModelStateDictionary: type: object additionalProperties: type: array items: type: string Performance.AccountSummary: title: "OpenApi account summary performance metrics. The summary is the performance metrics\n that is related to closed positions over the entire lifespan of an account." type: object properties: AverageTradeDurationInMinutes: title: Average trade duration in minutes. type: number example: 10 AverageTradesPerWeek: title: The average trades per week. type: number example: 10 NumberOfDaysTraded: title: Number of days traded. type: number example: 10 NumberOfLongTrades: title: The number of long trades. type: number example: 10 NumberOfShortTrades: title: The number of short trades. type: number example: 10 TopTradedInstruments: title: "A list of the most traded instrument in an ordered list where the single most\n traded instruments is located at index 0." type: array items: type: string example: stringValue example: - stringValue TotalReturnFraction: title: The total return fraction. type: number example: 10 TradedInstruments: title: A list of instruments traded with this account. type: array items: $ref: '#/components/schemas/AssetType' example: - CertificateCappedBonus TradesTotalCount: title: Total trades. type: number example: 10 TradesWonCount: title: The total count of winning trades. type: number example: 10 WinFraction: title: The fraction of trades with positive profit/loss. type: number example: 10 additionalProperties: false example: AverageTradeDurationInMinutes: 34260 AverageTradesPerWeek: 48.2325728770595 NumberOfDaysTraded: 1589 NumberOfLongTrades: 5434 NumberOfShortTrades: 5263 TopTradedInstruments: - DAX.I - DJI.I - EURUSD - GBPUSD - NAS100.I - NOKSEK - EURNOK - SP500.I TotalReturnFraction: -0.9999963956455 TradedInstruments: - FxSpot - Stock - FxVanillaOption - ContractFutures TradesTotalCount: 10697 TradesWonCount: 6499 WinFraction: 0.61 PerformanceKeyFigures: title: OpenApi time weighted data contract type: object properties: ClosedTradesCount: title: The number of closed trades for the period. type: integer format: int32 example: 99 DrawdownReport: title: The drawdown report for a time weighted time series. allOf: - $ref: '#/components/schemas/DrawdownReport' LosingDaysFraction: title: "The losing days fraction is the fraction of days with negative returns where\n both realized and unrealized profits are taken into account." type: number example: 10 MaxDrawDownFraction: title: "The maximum draw down as fraction is the largest drop in the time series as a\n fraction." type: number example: 10 ReturnFraction: title: The return fraction. type: number example: 10 SampledStandardDeviation: title: "The unbiased sampled standard deviation which means that the standard deviation\n estimator has been corrected by applying the Bessel's correction." type: number example: 10 SharpeRatio: title: The sharpe ratio. type: number example: 10 SortinoRatio: title: The sortino ratio. type: number example: 10 WinningFraction: title: The fraction of closed positions that has been won. type: number example: 10 additionalProperties: false example: ClosedTradesCount: 0 DrawdownReport: Drawdowns: - DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05' ThruDate: '2016-08-08' MaxDaysInDrawdownFromTop10Drawdowns: 3 LosingDaysFraction: 0.03 MaxDrawDownFraction: 1 ReturnFraction: -1 SampledStandardDeviation: 0.0618018874919214 SharpeRatio: -0.952069751000777 SortinoRatio: -0.0591710418985739 PositionOnSecurityAndProduct: title: Details of Position on Securuty and Product type: object properties: Description: title: The product description. type: string example: stringValue ProductName: title: The product name. type: string example: stringValue Symbol: title: The symbol value. type: string example: stringValue Value: title: Value type: number example: 10 additionalProperties: false example: Description: Abengoa SA - Warrants ProductName: Shares Symbol: LOCK - 1496:xxxx Value: 0 PutCall: title: "Specifies type of option. \n Note: The Put/Call numerical values are not the same as defined in the enum _ClmFeedPutCallTypes\n enum _ClmFeedPutCallTypes { ClmFeedCall = 1, ClmFeedPut = 2 } \n \n (This enum defines a none (unspecified) value that is not defined in _PutCallTypes)" enum: - Call - None - Put type: string example: None x-enum-descriptions: None: Not specified. Put: Put. Call: Call. StandardPeriodsAccountValues: title: OpenApi data contract used to get the account values for standard periods. type: object properties: AccountValue: title: The account value on last reported trade date. type: number example: 10 AccountValueMonth: title: The account value a calendar month ago. type: number example: 10 AccountValueYear: title: The account value a calendar year ago. type: number example: 10 Key: title: The key associated with these values (encrypted). type: string example: stringValue KeyType: title: 'The type of summary key (Client, Group or Account level).' allOf: - $ref: '#/components/schemas/KeyType' additionalProperties: false example: AccountValue: 10 AccountValueMonth: 10 AccountValueYear: 10 Key: stringValue KeyType: Client StandardPeriodsAccountValuesListResult: type: object properties: Data: type: array items: $ref: '#/components/schemas/StandardPeriodsAccountValues' description: The collection of entities for this feed. MaxRows: type: number description: The maximum number of rows that can be returned (if applicable). __count: type: number description: The total count of items in the feed. __next: type: string description: The link for the next page of items in the feed. additionalProperties: false example: Data: - AccountValue: 5028322.26953125 AccountValueMonth: 1510.67004394531 AccountValueYear: 0 Key: WMhrJRysCuCFlMbcGFvPVA== KeyType: Account - AccountValue: 1000 AccountValueMonth: 0 AccountValueYear: 0 Key: 076n7v5YfRys3|tNojPVcA== KeyType: Account - AccountValue: 5028469.04129028 AccountValueMonth: 1510.670043945311 AccountValueYear: 0 Key: xwhUCDYh8X|pIwV|og2Qag== KeyType: Client StringValuePair: title: Dto used for storing string/decimal value pairs type: object properties: StringValue: title: The string value. type: string example: stringValue Value: title: The decimal value type: number example: 10 additionalProperties: false example: StringValue: CAD Value: -491.707122366824 TimeValuePair: title: Implementation of a time and value pair. type: object properties: Date: title: Date and time of the occurrence. type: string format: date x-type-name: Date Value: title: The value at the given date and time type: number example: 10 additionalProperties: false example: Date: '2016-03-25' Value: 0 TimeWeightedPerformance: title: OpenApi time weighted data contract type: object properties: AccumulatedPerformanceSparklineImageLinks: title: A collection of links to sparkline images for this performance calculatin. type: array items: $ref: '#/components/schemas/Link' example: - Relation: stringValue Type: stringValue Uri: http://stringValue AccumulatedTimeWeightedTimeSeries: title: The accumulated time weighted time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 MonthlyReturnTimeSeries: title: The monthly return time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 PerformanceFraction: title: The accumulated performance fraction that is associated with the time series. type: number example: 10 PerformanceKeyFigures: title: Key performance figures for the account. allOf: - $ref: '#/components/schemas/PerformanceKeyFigures' YearlyReturnTimeSeries: title: The yearly time weighted return time series. type: array items: $ref: '#/components/schemas/TimeValuePair' example: - Date: '2016-03-25' Value: 0 additionalProperties: false example: AccumulatedTimeWeightedTimeSeries: - Date: '2016-03-25' Value: 0 MonthlyReturnTimeSeries: - Date: '2016-03-25' Value: 0 PerformanceFraction: -1 PerformanceKeyFigures: ClosedTradesCount: 0 DrawdownReport: Drawdowns: - DaysCount: 3 DepthInPercent: 1 FromDate: '2016-08-05' ThruDate: '2016-08-08' MaxDaysInDrawdownFromTop10Drawdowns: 3 LosingDaysFraction: 0.03 MaxDrawDownFraction: 1 ReturnFraction: -1 SampledStandardDeviation: 0.0618018874919214 SharpeRatio: -0.952069751000777 SortinoRatio: -0.0591710418985739 YearlyReturnTimeSeries: - Date: '2016-03-25' Value: 0 TradeActivity: title: Defines a data contract for closed trades activity. type: object properties: TradesPerDay: title: The trades per day. type: array items: $ref: '#/components/schemas/TradesPerDayItem' example: - Date: '0001-01-01' TradeCount: 99 additionalProperties: false example: TradesPerDay: - Date: '0001-01-01' TradeCount: 99 TradeSummary: type: object properties: Allocation: title: The trades allocation. allOf: - $ref: '#/components/schemas/Contracts.Allocation' AverageTradeDurationInMinutes: title: Average trade duration in minutes. type: number example: 10 AverageTradesPerWeek: title: The average trades per week. type: number example: 10 NumberOfDaysTraded: title: Number of days traded. type: number example: 10 NumberOfLongTrades: title: The number of long trades. type: number example: 10 NumberOfShortTrades: title: The number of short trades. type: number example: 10 TopTradedInstruments: title: "A list of the most traded instrument in an ordered list where the single most\n traded instruments is located at index 0." type: array items: type: string example: stringValue example: - stringValue TradeActivity: title: The trade activity. allOf: - $ref: '#/components/schemas/Contracts.TradeActivity' TradedInstruments: title: A list of instruments traded with this account. type: array items: $ref: '#/components/schemas/AssetType' example: - CertificateCappedBonus TradesTotalCount: title: Total trades. type: number example: 10 TradesWonCount: title: The total count of winning trades. type: number example: 10 additionalProperties: false example: Allocation: TradesPerAssetType: ClosedTradesAllocations: - AssetClassType: stringValue AssetType: CompanyWarrant InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 TradesPerInstrument: ClosedTradesAllocations: - AssetClassType: stringValue AssetType: PortfolioNote InstrumentDescription: stringValue InstrumentSymbol: stringValue InstrumentUic: 99 ReturnAttribution: 10 TradeCount: 99 TradePercent: 10 AverageTradeDurationInMinutes: 10 AverageTradesPerWeek: 10 NumberOfDaysTraded: 10 NumberOfLongTrades: 10 NumberOfShortTrades: 10 TopTradedInstruments: - stringValue TradeActivity: TradesPerDay: - Date: '0001-01-01' TradeCount: 99 TradedInstruments: - IpoOnStock TradesTotalCount: 10 TradesWonCount: 10 TradesPerAssetType: title: "Defines a data contract for trades allocation where the trades are grouped by\n the asset type of positions." type: object properties: ClosedTradesAllocations: title: The closed trades allocations type: array items: $ref: '#/components/schemas/AllocationItem' example: - AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 additionalProperties: false example: ClosedTradesAllocations: - AssetClassType: Equity ReturnAttribution: 1 TradeCount: 168 TradePercent: 0.38009049773755654 - AssetClassType: Currency ReturnAttribution: 0.249937016456527 TradeCount: 112 TradePercent: 0.25339366515837103 - AssetClassType: Commodity ReturnAttribution: 0.5628789450009563 TradeCount: 105 TradePercent: 0.23755656108597284 - AssetClassType: Fixed Income ReturnAttribution: -0.013150856136249162 TradeCount: 57 TradePercent: 0.12895927601809956 TradesPerDayItem: title: Defines a data contract for closed trades count on a single day. type: object properties: Date: title: The date. type: string format: date x-type-name: Date TradeCount: title: The trade count. type: integer format: int32 example: 99 additionalProperties: false example: Date: '0001-01-01' TradeCount: 99 TradesPerInstrument: title: "Defines a data contract for trades allocation where the trades are grouped by\n the instrument." type: object properties: ClosedTradesAllocations: title: The closed trades allocations type: array items: $ref: '#/components/schemas/AllocationItem' example: - AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 additionalProperties: false example: ClosedTradesAllocations: - AssetType: ContractFutures InstrumentDescription: 30-Year U.S. Treasury Bond - Sep 2016 InstrumentSymbol: ZBU6 InstrumentUic: 3626018 ReturnAttribution: -0.15987101005684304 TradeCount: 40 TradePercent: 0.09049773755656108 - AssetType: FxSpot InstrumentDescription: British Pound/US Dollar InstrumentSymbol: GBPUSD InstrumentUic: 31 ReturnAttribution: 0.14685155225185834 TradeCount: 37 TradePercent: 0.083710407239819 UnsettledAmountRequestType: title: Enum for Scope of Unsettled amount request enum: - AmountTypes - Currencies type: string example: Currencies x-enum-descriptions: Currencies: Currencies AmountTypes: Amount Types responses: BadRequest: description: One or more of the provided parameters are invalid. content: application/json: schema: required: - ErrorCode - Message type: object properties: ErrorCode: enum: - InvalidRequest type: string example: None x-enum-descriptions: InvalidRequest: Default error code returned when it cannot be determined which part of the request is malformed. Message: type: string ModelState: $ref: '#/components/schemas/ModelStateDictionary' ServiceUnavailable: description: Service Unavailable. TooManyRequests: description: The request was rejected due to rate limit being exceeded. Unauthorized: description: Indicates that the request was rejected because the 'Authorization' header was missing in the request or contained an invalid security token. securitySchemes: OpenApiJWTSecurityScheme: type: http scheme: bearer bearerFormat: JWT OpenApiOAuthSecurityScheme: type: oauth2 flows: authorizationCode: authorizationUrl: https://sim.logonvalidation.net/authorize tokenUrl: https://sim.logonvalidation.net/token scopes: { } tags: - name: Account Values description: 'Provides account summary values, on each individual account and rolled up..' - name: HistoricalPositions description: End points serving historical positions (a.k.a. closed positions) - name: Performance description: Provides performance metrics for historical positions. - name: Unsettled Amounts description: "This resource provides access to various data-granularities of unsettled amounts of the requesting entity.\n The endpoints each provide a subset of the amounts structured in the hiearchy: Exchange - Currency - Amount Type - Instrument\n Read the [learn section](/openapi/learn/unsettled-amounts), or view each endpoint, for more details.\n NOTE: This is a BETA version. It is currently only made available to select partners."