Request or check a historical PnL report for a VaR observation date.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core",
  "confidence_level": 0.99,
  "row_query": {
    "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
    "field": "<string>",
    "type": "<string>"
  },
  "row_restriction_filter": {
    "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
    "field": "<string>",
    "type": "<string>"
  },
  "report_id": "<string>",
  "observation_date": "2023-11-07T05:31:56Z"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport"

payload = {
    "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core",
    "confidence_level": 0.99,
    "row_query": {
        "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
        "field": "<string>",
        "type": "<string>"
    },
    "row_restriction_filter": {
        "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
        "field": "<string>",
        "type": "<string>"
    },
    "report_id": "<string>",
    "observation_date": "2023-11-07T05:31:56Z"
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core',
    confidence_level: 0.99,
    row_query: {
      $type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
      field: '<string>',
      type: '<string>'
    },
    row_restriction_filter: {
      $type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
      field: '<string>',
      type: '<string>'
    },
    report_id: '<string>',
    observation_date: '2023-11-07T05:31:56Z'
  })
};

fetch('https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core',
    'confidence_level' => 0.99,
    'row_query' => [
        '$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
        'field' => '<string>',
        'type' => '<string>'
    ],
    'row_restriction_filter' => [
        '$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
        'field' => '<string>',
        'type' => '<string>'
    ],
    'report_id' => '<string>',
    'observation_date' => '2023-11-07T05:31:56Z'
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"row_restriction_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_id\": \"<string>\",\n  \"observation_date\": \"2023-11-07T05:31:56Z\"\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"row_restriction_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_id\": \"<string>\",\n  \"observation_date\": \"2023-11-07T05:31:56Z\"\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"row_restriction_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_id\": \"<string>\",\n  \"observation_date\": \"2023-11-07T05:31:56Z\"\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "report_ready": true
}

Request or check a historical PnL report for a VaR observation date.

Returns the existing readiness value when report information is already available. Otherwise it accepts the requested historical PnL report and returns ReportReady as false; the same request can be used to observe readiness later. No completion time, retry interval, cancellation, or retention promise is made. An unusable observation date is reported in the response envelope.

POST

api

VarReportQuery

RunHistoricalPnlReport

Request or check a historical PnL report for a VaR observation date.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core",
  "confidence_level": 0.99,
  "row_query": {
    "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
    "field": "<string>",
    "type": "<string>"
  },
  "row_restriction_filter": {
    "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
    "field": "<string>",
    "type": "<string>"
  },
  "report_id": "<string>",
  "observation_date": "2023-11-07T05:31:56Z"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport"

payload = {
    "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core",
    "confidence_level": 0.99,
    "row_query": {
        "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
        "field": "<string>",
        "type": "<string>"
    },
    "row_restriction_filter": {
        "$type": "Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core",
        "field": "<string>",
        "type": "<string>"
    },
    "report_id": "<string>",
    "observation_date": "2023-11-07T05:31:56Z"
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core',
    confidence_level: 0.99,
    row_query: {
      $type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
      field: '<string>',
      type: '<string>'
    },
    row_restriction_filter: {
      $type: 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
      field: '<string>',
      type: '<string>'
    },
    report_id: '<string>',
    observation_date: '2023-11-07T05:31:56Z'
  })
};

fetch('https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core',
    'confidence_level' => 0.99,
    'row_query' => [
        '$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
        'field' => '<string>',
        'type' => '<string>'
    ],
    'row_restriction_filter' => [
        '$type' => 'Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core',
        'field' => '<string>',
        'type' => '<string>'
    ],
    'report_id' => '<string>',
    'observation_date' => '2023-11-07T05:31:56Z'
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"row_restriction_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_id\": \"<string>\",\n  \"observation_date\": \"2023-11-07T05:31:56Z\"\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"row_restriction_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_id\": \"<string>\",\n  \"observation_date\": \"2023-11-07T05:31:56Z\"\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/VarReportQuery/RunHistoricalPnlReport")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core\",\n  \"confidence_level\": 0.99,\n  \"row_query\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"row_restriction_filter\": {\n    \"$type\": \"Derivitec.Web.Core.Filters.Filter, Derivitec.Web.Core\",\n    \"field\": \"<string>\",\n    \"type\": \"<string>\"\n  },\n  \"report_id\": \"<string>\",\n  \"observation_date\": \"2023-11-07T05:31:56Z\"\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "report_ready": true
}

Authorizations

Authorization

string

header

required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

The body containing the opaque ReportId, optional VaR selection fields, and ObservationDate as a date-time with no declared non-default range.

Requests historical P&L report data for one observation date.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportRequest, Derivitec.Web.Core

confidence_level

number<double> | null

Optional VaR confidence-level override expressed as a decimal fraction; null retains the report's configured level.

Example:

0.99

row_query

object

Base selection criterion for a named report-data field.

Option 1
Option 2
Option 3
Option 4

Show child attributes

weighting_var_definition

object

Configuration used to select VaR weighting behaviour.

Show child attributes

row_restriction_filter

object

Base selection criterion for a named report-data field.

Option 1
Option 2
Option 3
Option 4

Show child attributes

full_report_filter

object

Nested filter group that combines child criteria with a logical operator.

Show child attributes

report_configuration

object

Optional named overrides used when querying or exporting a historical VaR report.

Show child attributes

report_id

string | null

Opaque identifier of the report run to retrieve or query. The value must not be null or empty.

portfolio_type

enum<string> | null

Portfolio category used to resolve the requested portfolio. It may be omitted when the portfolio name resolves unambiguously.

Available options:

derivitec,

enfusion,

orchestrade,

liquidity_book,

maia,

fund_studio,

not_set

observation_date

string<date-time>

Historical observation date for which P&L report data is requested.

Response

Returns whether the historical PnL report is ready, or an unsuccessful response envelope for an unusable observation date.

Reports whether the requested historical P&L report is ready to query.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.VarReportQuery.ApiVarReportQueryRunHistoricalPnlReportResponse, Derivitec.Web.Core

is_success

boolean

Whether the operation completed successfully. The default is true; error outcomes set it to false.

Example:

true

error_messages

string[] | null

Messages explaining operation-level failures. The collection is empty by default.

report_ready

boolean

true when the requested report data is loaded and ready; false when processing has been requested or is still incomplete.

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Request or check a historical PnL report for a VaR observation date.

Authorizations

Body

Response