Topic: SPAN and Protfolio margin
(1 messages, Page 1 of 1)
Joined: Apr 24, 2012
Congratulations on the advanced margining system that you have developed.
We wonder if there is a way to access something called "lookahead margin." As we understand this property, lookahead margin is something that tells the trader what his margin will be in the next session.
It's particularly used when the order is going to cross a session boundary, i.e. move from day margin to maintenance margin.
We wonder because we like to report the maintenance margin to our traders. Now that they have dynamically assessed margins based on their portfolio, that maintenance margin is no longer set in stone.