Clearwater Analytics Data Requirements Futures
Please contact your Clearwater representative to answer any questions regarding these guidelines.
Please download the Clearwater Data Transmission Requirements for details on transmission options.
The following tables comprise the full range of data fields used by Clearwater for optimal processing and reporting. While not all fields are required, they increase the level of automation and accuracy. Required fields must be supplied before the data can be processed. Fields listed with an asterisk (*) are not required, but strongly recommended. Please provide all available data points. Holdings and Transactions are required on a daily basis. Initial Load data is required only during the account set up. Required Transactions for Futures Include Lot Opening Buy (Buy to Open)
Short Sell (Sell to Open)
Lot Closing
Buy Cover (Buy to Close)
Sell (Sell to Close)
Margin Variation
Margin Variation In (Margin Variation)
Margin Variation Out (Margin Withdrawal)
*Clearwater requires margin positions and margin variation transactions in the local currency of the futures they correspond to.
Holdings Account Number Security Identifier (Ticker for Exchange Traded) Security Type Security Description Underlying Security Identifier* Underlying Security Type expected values include: “bond”, “interest rate”, “currency”, etc.
Settle Date Contract Size Number of Contracts (Units) Security Currency (Settled)
Transactions Account Number Security Identifier (Ticker for Exchange Traded) Exchange Name Entry/Trade Date Settle/Post Date Transaction Type Transaction Description Underlying Security Type Underlying Security Identifier* Contract Size Number of Contracts (Units) Price Security Currency (Settled) Amount
Initial Load Initial Load Date Account Number Exchange Name Original Entry/Trade Date Original Settle/Post Date Opening Transaction (Sell to Open, Buy to Open) Security Identifier (Ticker) Security Description Contract Size Number of Contracts (Units) at time of Load Entry Price Market Price on Load Date Market Value on Load Date Underlying Security Identifier*
Please download the Clearwater Data Transmission Requirements for details on transmission options.
The following tables comprise the full range of data fields used by Clearwater for optimal processing and reporting. While not all fields are required, they increase the level of automation and accuracy. Required fields must be supplied before the data can be processed. Fields listed with an asterisk (*) are not required, but strongly recommended. Please provide all available data points. Holdings and Transactions are required on a daily basis. Initial Load data is required only during the account set up. Required Transactions for Futures Include Lot Opening Buy (Buy to Open)
Short Sell (Sell to Open)
Lot Closing
Buy Cover (Buy to Close)
Sell (Sell to Close)
Margin Variation
Margin Variation In (Margin Variation)
Margin Variation Out (Margin Withdrawal)
*Clearwater requires margin positions and margin variation transactions in the local currency of the futures they correspond to.
Holdings Account Number Security Identifier (Ticker for Exchange Traded) Security Type Security Description Underlying Security Identifier* Underlying Security Type expected values include: “bond”, “interest rate”, “currency”, etc.
Settle Date Contract Size Number of Contracts (Units) Security Currency (Settled)
Transactions Account Number Security Identifier (Ticker for Exchange Traded) Exchange Name Entry/Trade Date Settle/Post Date Transaction Type Transaction Description Underlying Security Type Underlying Security Identifier* Contract Size Number of Contracts (Units) Price Security Currency (Settled) Amount
Initial Load Initial Load Date Account Number Exchange Name Original Entry/Trade Date Original Settle/Post Date Opening Transaction (Sell to Open, Buy to Open) Security Identifier (Ticker) Security Description Contract Size Number of Contracts (Units) at time of Load Entry Price Market Price on Load Date Market Value on Load Date Underlying Security Identifier*
