versionstring
Unique identifier for this margin calculation.
timestampinteger
Milliseconds since epoch.
net_market_valuenumber double
Sum of market values across all positions.
effective_requirementnumber double
The enforced margin requirement in effect.
effecive_excessnumber double
The maring amount by taking the difference between total equity and the effective requirement. A negative number reflects an effective margin deficit.
house_requirementnumber double
Margin requirements based on Clear Street's house margin methodology.
house_excessnumber double
The margin amount by taking the difference between total equity and the house requirement. A negative number reflects a house margin deficit.
risk_based_requirementnumber double
A component margin requirement that captures base-case risk under house margin methodology.
risk_based_requirement_percentnumber double
The percentage risk_base margin requirement in terms of total house requirement
Formula: risk_based_requirement / house_requirement
non_marginable_requirementnumber double
A component margin requirement that captures risk for security instruments that are not margin eligible.
non_marginable_requirement_percentnumber double
The percentage non-marginable requirement in terms of total house requirement
Formula: non_marginable_requirement / house_requirement
add_on_requirementnumber double
Sum of add-on margin requirements.
Formula: liquidity_add_on + concentration_add_on + discretionary_requirement
add_on_requirement_percentnumber double
The percentage add-on margin requirements in terms of total house requirement.
Formula: add_on_requirement / house_requirement
liquidity_add_onnumber double
A component margin requirement that captures risk based on liquidity, Market Cap, and Average Daily Volume factors.
liquidity_add_on_percentnumber double
The percentage liquidity add-on margin requirements in terms of total house requirement.
Formula: liquidity_add_on / house_requirement
concentration_add_onnumber double
A component margin requirement that captures risk based on gross exposure to total equity.
concentration_add_on_percentnumber double
The percentage concentration add-on margin requirements in terms of total house requirement.
Formula: concentration_add_on / house_requirement
discretionary_requirementnumber double
A component margin requirement that captures miscellaneous risk factors.
discretionary_requirement_percentnumber double
The percentage discretionary margin requirements in terms of total house requirement
Formula: discretionary_requirement / house_requirement
vega_requirementnumber double
A component margin requirement that captures risk based on vega.