As part of the migration, the EOD (End-Of-Day) files and setup will change. You will still receive EOD files for reconciliation of transactions and positions. However, the files differ to what you receive today. As well as these files, we will also provide additional files with depreciation and margin information.
You can receive the files via SFTP or email.
- SFTP delivery: please fill out this form and send it to Client Desk Professional Services at iammigration@saxobank.com. Note that the setup takes 3 weeks from receiving completed forms.
- Email delivery: please specify the email address to use and required EOD files and email Client Desk Professional Services at iammigration@saxobank.com.
After migration, you will be able to provide the information via case management in SaxoPartnerConnect.
Please find below descriptions of the files as well as examples of what the file will contain. If you have any questions about the files, please contact us at iammigration@saxobank.com. Our specialist team is available for your queries and can provide further guidance on how to interpret the new files.
Consolidated Positions
This report provides details of open positions on all product types including trade dated account balances as of close of business (1700h EST) on the given report date. The report contains open positions and cash balances in both Omnibus accounts and underlying customer accounts. Reports can only be requested historically for one report date at a time.
Consolidated Transactions
This report provides the details of all transactions on all product types executed during the course of a trade day, (1700h EST to 1700h EST). A transaction is described as an event taking place on an account and changing holdings or cash. The report contains transactions executed in both Omnibus accounts and underlying end-customer accounts in the requested reporting period.
Cash Accruals
This report provides details of all future (value dated) payments related to Share Dividends and Bonds Coupons on a given date (1700h EST to 1700h EST). The report contains payments resulting from share dividends and bond coupons in both Omnibus accounts and underlying customer accounts. The report can be requested historically and for a reporting period of several days/months. This will show all dividends in the requested reporting period.
Portfolio Depreciations
This report provides details of all open positions per client (Client/Counterpart level calculation) at the EOD and the percentage movement from the previous day, the month and the quarter to date. Under MIFID II Article 62(2), Saxo is required to inform end-customers with managed portfolios of depreciations in the aggregated value of all their account under the Counterpart ID in a reporting period. This report allows you to monitor end-customers that are impacted and also allows you to use the data for other purposes where needed. The report can be requested historically and for a reporting period of several days/months. This will show all trades executed during the reporting period.
Net Positions Depreciations
This report provides details of all open positions per client at the EOD and the percentage movement from the previous day’s EOD value. This report also allows you to monitor end-customers under MIFID II Article 62(2) which contains the requirement to inform end-customers of depreciations on positions. This report will allow you to monitor positions that depreciate 10% from the previous EOD value. The report can be requested historically and for a reporting period of several days/months. This will show all trades executed during the reporting period.
Margin Counterpart
This report shows the margin snapshot and corresponding amounts per client in client base currency on the given reporting date.
EOD sample files
Here you can download all of the EOD sample files. You will find folders for Consolidated Transactions and Consolidated Positions by product, and in the folder ‘EOD Sample files – all products’, you will also find sample files containing products in one consolidated file for positions & transactions (Cash Accruals, Portfolio Depreciations, Net Positions Depreciations & Margin Counterpart files).
If you are looking for specific data please refer to the below table:
| Sample Files | Comments |
|
ConsolidatedPositions_Scenario1COToOpen_.txt ConsolidatedPositions_Scenario1COToOpen_.txt ConsolidatedPositions_Scenario1COToOpen_.txt ConsolidatedTransactions_Scenario1COToOpen_.txt ConsolidatedTransactions_Scenario1COToOpen_.txt ConsolidatedTransactions_Scenario1COToOpen_.txt |
Examples of Buy/Sell Contract Options trades to Open & to Close can be found in the 'ConsolidatedTransaction' report. Option trades are reported under :
Cash related to the trades is reported per BKAmountType ID
Cash amounts are reported :
Examples of Contract Options positions that are open as of reported EOD can be found in'ConsolidatedPositions' report.
|
|
ConsolidatedPositions_Scenario2COToClose_.txt ConsolidatedTransactions_Scenario2COToClose_.txt |
More examples of Buy/Sell Contract Options trades to Open & to Close can be found in this section. Example for Instrument UIC= 28230074 in 'ConsolidatedTransaction' shows the Contract Option trade Buy 1 lot to Open :
This trade is closed on
'ConsolidatedPositions' that is attached as example has been run for a period from 06.04 to 08.04 just to illustrate how open positions are changing. Otherwise you will be receiving one report per EOD. For Instrument UIC= 28230074 you can see the open position only for EOD (ReportingDate=20220406) as position was opened on 06.04 and closed on 07.04. |
|
ConsolidatedPositions__Scenario3aCOEarlyAssignment_.txt ConsolidatedPositions__Scenario3aCOEarlyAssignment_.txt ConsolidatedPositions_Scenario3bCOEarlyExercise_.txt ConsolidatedTransactions_Scenario3aCOEarlyAssignment_.txt ConsolidatedTransactions_Scenario3bCOEarlyExercise_.txt |
Examples of CO lifecycle events can be found in the 'ConsolidatedTransaction' report. 'ConsolidatedTransactions_Scenario3aCOEarlyAssignment_Srambled_202-03-29_to2022-04-19' has an example of the Early Assignment on CO and the underling share booked as a result. Please refer to the TransactionNumber= 5186468120 for options booking and TransactionNumber= 5186468122 for Share booking 'ConsolidatedTransactions_Scenario3bCOEarlyExercise_Scrambled_2022-04-21_to_2022-04-22has an example of the Early Exercise events and the underling share booked as a result. Please refer to the TransactionNumber= 5208573403 for options booking and TransactionNumber= 5208573401 for Share booking Option trades are reported under :
|
|
ConsolidatedPositions_Scenario4COExpiryITMOTM_.txt ConsolidatedTransactions_Scenario4COExpiryITMOTM_.txt |
These are examples of CO expiry: OTM:
ITM: Event=AutoExercise Event=AutoAssignment |
|
ConsolidatedTransactions_Scenario7cFuturesTradesFromCOExpiry_.txt |
TransactionNumber=5209368640 |
Product codes are used in EOD files, which you can find in the table below:
| Product Code |
Product Name |
|
BO |
Bonds |
|
CF |
Contract Futures |
|
CM |
Cash |
|
CO |
Contract Options |
|
MF |
Mutual Funds |
|
OF |
CFD Option |
|
SF |
CFDs |
|
SH |
Shares |
|
SP |
Structured Products |
|
SR |
SRD |
|
VO |
Fx Options |
|
VT |
Fx Spot & Forwards |
Tracking of customer activity for compliance reasons
Given Saxo's institutional partner activities, we also have a wide range of EOD files that are used to support partners for a variety of reasons. For example:
- Tracking of revenue and fees
- Accounting tasks for underlying customers
- Reconciliation of trading accounts with internal systems
You can access these EOD files if needed, more detailed information can be found here.