PC-SPAN versions 3 and 4 support this standard portfolio data file layout as well as the "expanded" file layout. It is a standard ASCII text file. PC-SPAN version 4 also supports the XML-based position file format.
In PC-SPAN version 3 only, the standard-format portfolio data file must be named POSDATA.TXT and must be placed in the Data File Directory, typically C:\SPAN\DATA.
There are three record types:
A sample POSDATA.TXT file is also available.
| Length | From | To | Datatype | Format | Description and Comments |
|---|---|---|---|---|---|
| 1 | 1 | 1 | AN | X(1) | Record ID - "1" |
| 2 | 2 | 3 | - | - | Filler |
| 8 | 4 | 11 | N | 9(8) | Business Date as YYYYMMDD |
| 1 | 12 | 12 | A | X | File identifier - S for final settlement, E for early (preliminary) settlement, G for electronic (GLOBEX) trading hours, or I for intra-day. |
| 4 | 13 | 16 | N | 9(4) | Business Time as HHMM |
| 8 | 17 | 24 | N | 9(8) | File Creation Date as YYYYMMDD |
| 4 | 25 | 28 | N | 9(4) | File Creation Time as HHMM |
| 1 | 29 | 29 | AN | X(1) | File format - "S" for standard. Blank, null or any value other than "E" implies standard format. |
| Length | From | To | Datatype | Format | Description and Comments |
|---|---|---|---|---|---|
| 1 | 1 | 1 | AN | X(1) | Record ID - "3" |
| 3 | 2 | 4 | AN | X(3) | Clearing Member Firm |
| 20 | 5 | 24 | AN | X(20) | Account Number / ID |
| 3 | 25 | 27 | AN | X(3) | Combined Commodity Code |
| 2 | 28 | 29 | AN | X(2) | Commodity (Product) Code |
| 1 | 30 | 30 | AN | X(3) | Contract Type - blank for future or physical, or P for a put option or C for a call option |
| 6 | 31 | 36 | AN | 9(6) | Futures Contract Month as CCYYMM |
| 6 | 37 | 42 | AN | 9(6) | Option Contract Month as CCYYMM |
| 6 | 43 | 48 | N | 9(6) | Strike Price |
| 3 | 49 | 51 | AN | X(3) | Exchange Acronym |
| 2 | 52 | 53 | N | 9(2) | Option Contract Day. For flex options and other options with expiration specified to the day, contains the two-digit dayof month on which the option expires. Leave blank for futures and regular monthly options. |
| 1 | 54 | 54 | AN | X(1) | Strike Price Sign: + or -. Blank or any other value besides - means positive. |
| 1 | 55 | 55 | - | - | Filler |
| 8 | 56 | 63 | N | 9(8) | Net Position, with leading minus sign if short. This field applies to account positions for non-omnibus accounts, or to clearing firm positions at clearing organizations (or for cross-margin agreements) which calculate performance bonds on a net position basis. (For omnibus accounts or gross-basis clearing firm positions, enter zero.) |
| 8 | 64 | 71 | N | 9(8) | Total Long Positions. Only for omnibus accounts or for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.) |
| 8 | 72 | 79 | N | 9(8) | Total Short Positions. Only for omnibus accounts or for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.) |
| 8 | 80 | 87 | N | 9(8) | Intra-commodity Spreadable Long Positions. Only for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.) |
| 8 | 88 | 95 | N | 9(8) | Intra-commodity Spreadable Short Positions. Only for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.) |
| 8 | 96 | 103 | N | 9(8) | Inter-commodity Spreadable Long Positions. Only for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.) |
| 8 | 104 | 111 | N | 9(8) | Inter-commodity Spreadable Short Positions. Only for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.) |
| 9 | 112 | 120 | N | 9(9) | Product Family ID Number: for SPAN 4 -- specifies the unique internal ID number for this product family |
| 9 | 121 | 129 | N | 9(9) | Contract ID Number: for SPAN 4 -- specifies the unique internal ID number for this contract |
| 5 | 130 | 134 | AN | X(5) | Business Function: for SPAN 4 -- specifies the business function for which this position is defined |
| 5 | 135 | 139 | AN | X(5) | Clearing Member Firm -- for SPAN 4 -- provides the full five bytes for the clearing member firm ID |
| 15 | 140 | 154 | AN | X(15) | Performance Bond Account ID: for SPAN 4 -- specifies the PB account |
| 5 | 155 | 159 | AN | X(5) | Position Segregation Type (Origin): for SPAN 4 -- further identifies the performance bond account to which this position pertains |
| Length | From | To | Datatype | Format | Description and Comments |
|---|---|---|---|---|---|
| 1 | 1 | 1 | AN | X(1) | Record ID - "4" |
| 3 | 2 | 4 | AN | X(3) | Clearing Member Firm |
| 20 | 5 | 24 | AN | X(20) | Account Number / ID |
| 3 | 25 | 27 | AN | X(3) | Exchange Acronym |
| 3 | 28 | 30 | AN | X(3) | Country Code |
| 15 | 31 | 45 | AN | X(15) | Physical Identifier - typically CUSIP or ISIN |
| 15 | 46 | 60 | N | 9(15) | Net Par Value of Unsettled Trades |
| 15 | 61 | 75 | N | 9(15) | Net Reverse Repo (Repo) Par Value for Same-Day Settlement |
| 15 | 76 | 90 | N | 9(15) | Net Reverse Repo (Repo) Par Value for Next-Day Settlement |
| 9 | 91 | 99 | N | 9(9) | Product Family ID Number: for SPAN 4 -- specifies the unique internal ID number for this product family |
| 9 | 100 | 108 | N | 9(9) | Contract ID Number: for SPAN 4 -- specifies the unique internal ID number for this contract |
| 5 | 109 | 113 | AN | X(5) | Business Function: for SPAN 4 -- specifies the business function for which this position is defined |
| 5 | 114 | 118 | AN | X(5) | Clearing Member Firm -- for SPAN 4 -- provides the full five bytes for the clearing member firm ID |
| 15 | 119 | 133 | AN | X(15) | Performance Bond Account ID: for SPAN 4 -- specifies the PB account |
| 5 | 134 | 138 | AN | X(5) | Position Segregation Type (Origin): for SPAN 4 -- further identifies the performance bond account to which this position pertains |