MGEX™ Interface Specifications
The MGEX Clearing System provides robust real-time API and bulk reporting capabilities that enable clearing members to automate various transactional services as well as meet reporting obligations through the use of electronic, bulk report submissions. These interfaces facilitate well-defined and easy-to-implement industry-accepted approaches to integration with the clearing platform. Support is provided by a knowledgeable staff to assist firms with the onboarding process, certification or recertification in the firm test bed environment or to answer questions in the production environment.
This specification describes the bi-directional MQ FixML interface that clearing members will use to:
Receive real-time trade reports from MGEX Clearing
Perform trade management functions
Perform give-up/take-up allocations and associated actions
This specification describes the TRX file layout that Clearing Members use to receive all current transaction details from the MGEX Clearing System on a daily basis.
This specification describes the PCS Report that clearing members may submit to fulfill the obligation to report gross long and short positions for all futures and options contracts on a daily basis.
This specification describes the Expiring Position Report that clearing members may submit to fulfill the obligation to report open positions (long and short), along with corresponding account numbers, as a part of the settlement process of a financially settled futures contract or a physically delivered contract that uses compulsory delivery.
This specification describes the Long Date Position Report that clearing members may submit to fulfill the obligation to report long positions, along with corresponding account numbers and the date acquired, as a part of the delivery process of physically delivered contracts that use an intention-based delivery method.