Read Portfolio Summary — API Reference

This call reads portfolio level summary numbers for the trading account linked to a pseudo account. It exists to save you work: the other libraries return the full portfolio as a collection of records, and these summary values can be computed from that collection.

Each function takes a single parameter, the pseudo account, and returns one statistic. The NET variants use position category NET; the others use position category DAY. The full list is under Summary fields.

Code samples

Samples

Excel

Signature

Excel exposes one function per statistic. They all take the same argument:

Public Function GetPortfolioMtm(pseudoAccount As String) As Double

Every statistic in Summary fields has a matching GetPortfolio<Stat> function (for example GetPortfolioPnl, GetPortfolioPositionCount, GetPortfolioOrderCount).

AmiBroker

Signature

AmiBroker exposes one function per statistic. They all take the same argument:

function getPortfolioMtm(pseudoAccount)

Example

mtm = getPortfolioMtm("XX1234");

pnl = getPortfolioPnl("XX1234");

openOrderCount = getPortfolioOpenOrderCount("XX1234");

Every statistic in Summary fields has a matching getPortfolio<Stat> function.

MetaTrader

Signature

MetaTrader exposes one function per statistic. They all take the same argument:

double getPortfolioMtm(string pseudoAccount)

Example

double mtm = getPortfolioMtm("XX1234");

double pnl = getPortfolioPnl("XX1234");

long openOrderCount = getPortfolioOpenOrderCount("XX1234");

Every statistic in Summary fields has a matching getPortfolio<Stat> function.

Summary fields

Each call returns one portfolio statistic. The statistics are the same across every language: AmiBroker, MetaTrader and Excel each expose a getPortfolio<Stat> function. The NET variants use position category NET; the others use position category DAY.

Field	Type	Description
`getPortfolioMtm`	float	Portfolio M2M (position category DAY).
`getPortfolioPnl`	float	Portfolio PNL (position category DAY).
`getPortfolioPositionCount`	int	Position count (position category DAY).
`getPortfolioOpenPositionCount`	int	Open position count (position category DAY).
`getPortfolioClosedPositionCount`	int	Closed position count (position category DAY).
`getPortfolioOpenShortQuantity`	int	Open short quantity (position category DAY).
`getPortfolioOpenLongQuantity`	int	Open long quantity (position category DAY).
`getPortfolioMtmNET`	float	Portfolio M2M (position category NET).
`getPortfolioPnlNET`	float	Portfolio PNL (position category NET).
`getPortfolioPositionCountNET`	int	Position count (position category NET).
`getPortfolioOpenPositionCountNET`	int	Open position count (position category NET).
`getPortfolioClosedPositionCountNET`	int	Closed position count (position category NET).
`getPortfolioOpenShortQuantityNET`	int	Open short quantity (position category NET).
`getPortfolioOpenLongQuantityNET`	int	Open long quantity (position category NET).
`getPortfolioOrderCount`	int	Total order count.
`getPortfolioOpenOrderCount`	int	”Open” order count.
`getPortfolioCompleteOrderCount`	int	”Complete” order count.
`getPortfolioCancelledOrderCount`	int	”Cancelled” order count.
`getPortfolioRejectedOrderCount`	int	”Rejected” order count.
`getPortfolioTriggerPendingOrderCount`	int	”Trigger pending” order count.

Notes

These summary functions are available in the desktop client libraries (AmiBroker, MetaTrader and Excel). In the other libraries, read the full portfolio with Read Positions and Read Orders, then compute these values from the returned records.

It is recommended to cache the portfolio and reuse it, to avoid hitting the API rate limits.