---
title: "Get portfolio margin"
method: GET
path: "/entities/{entity_id}/portfolio-margin"
tags: ["Margin"]
---

# Get portfolio margin

`GET /entities/{entity_id}/portfolio-margin`

Get latest portfolio margin calculation for the given entity

## Path parameters

- `entity_id` string, required — Entity ID for the legal entity.

## Response `200`

Portfolio margin

- PortfolioMargin
  - `version` string — Unique identifier for this margin calculation.
  - `timestamp` integer — Milliseconds since epoch.
  - `net_market_value` number, double — Sum of market values across all positions.
  - `effective_requirement` number, double — The enforced margin requirement in effect.
  - `effecive_excess` number, double — The maring amount by taking the difference between total equity and the effective requirement. A negative number reflects an effective margin deficit.
  - `house_requirement` number, double — Margin requirements based on Clear Street's house margin methodology.
  - `house_excess` number, double — The margin amount by taking the difference between total equity and the house requirement. A negative number reflects a house margin deficit.
  - `risk_based_requirement` number, double — A component margin requirement that captures base-case risk under house margin methodology.
  - `risk_based_requirement_percent` number, double — The percentage risk_base margin requirement in terms of total house requirement Formula: `risk_based_requirement / house_requirement`
  - `non_marginable_requirement` number, double — A component margin requirement that captures risk for security instruments that are not margin eligible.
  - `non_marginable_requirement_percent` number, double — The percentage non-marginable requirement in terms of total house requirement Formula: `non_marginable_requirement / house_requirement`
  - `add_on_requirement` number, double — Sum of add-on margin requirements. Formula: `liquidity_add_on + concentration_add_on + discretionary_requirement`
  - `add_on_requirement_percent` number, double — The percentage add-on margin requirements in terms of total house requirement. Formula: `add_on_requirement / house_requirement`
  - `liquidity_add_on` number, double — A component margin requirement that captures risk based on liquidity, Market Cap, and Average Daily Volume factors.
  - `liquidity_add_on_percent` number, double — The percentage liquidity add-on margin requirements in terms of total house requirement. Formula: `liquidity_add_on / house_requirement`
  - `concentration_add_on` number, double — A component margin requirement that captures risk based on gross exposure to total equity.
  - `concentration_add_on_percent` number, double — The percentage concentration add-on margin requirements in terms of total house requirement. Formula: `concentration_add_on / house_requirement`
  - `discretionary_requirement` number, double — A component margin requirement that captures miscellaneous risk factors.
  - `discretionary_requirement_percent` number, double — The percentage discretionary margin requirements in terms of total house requirement Formula: `discretionary_requirement / house_requirement`
  - `vega_requirement` number, double — A component margin requirement that captures risk based on vega.
  - `groups` PortfolioMarginGroup[] — Portfolio margin groups
    - `name` string, required — Unique name of the group, typically the symbol of the underlier.
    - `market_value` number, double, required — The aggregated market value of all instruments for the group.
    - `market_value_percent` number, double, required — The percentage market value of the group in terms of the total net_market_value of all positions. Formula: `(market_value / net_market_value)`
    - `effective_requirement` number, double, required — The enforced margin requirement in effect for the group.
    - `margin_percent` number, double, required — The percentage effective margin requirement in terms of the group market value. Formula: `(effective_requirement / net_market_value)`
    - `margin_percent_contribution` number, double, required — The percentage effective margin requirement in terms of the total effective requirement. Formula: `(effective_requirement / sum(effective_requirement))`
    - `risk_based_requirement` number, double — A component margin requirement that captures base-case risk for the group under house margin methodology
    - `non_marginable_requirement` number, double — A component margin requirement that captures risk for the group that are not margin eligible.
    - `liquidity_requirement` number, double — A component margin requirement that captures risk for the group based on liquidity, Market Cap, and Average Daily Volume factors.
    - `concentration_requirement` number, double — A component margin requirement that captures risk for the group based on gross exposure to total equity
    - `discretionary_requirement` number, double — A component margin requirement that captures miscellaneous risk factors for the group.
    - `regulatory_requirement` number, double — Margin requirements based on OCC TIMS regulatory margin methodology
    - `var_requirement` number, double — Margin requirements based on value-at-risk over any 5-day period in a 2 year historic lookback
    - `shocks` Shocks — Maps shock scenarios to their resulting pnl.
    - `members` PortfolioMarginGroupMember[], required — A list of securities that comprise this group.
      - `symbol` string
      - `asset_class` 'other' | 'currency' | 'equity' | 'option' | 'debt' | 'fund' — The asset class of the symbol.
      - `quantity` string — String representation of quantity.
      - `market_value` number, double — Market value of the instrument.
      - `market_value_percent` number, double — The percentage market value of the instrument in terms of the total `net_market_value` of all positions held. Formula: `market_value / net_market_value`
      - `shocks` Shocks — Maps shock scenarios to their resulting pnl.

## Other responses

- `default` — Error response

---

[API](https://skmtc.net/clear-street/apis/common-api-models.md) · [All operations](https://skmtc.net/clear-street/apis/common-api-models/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/clear-street/common-api-models/revisions/05b4df42c056/schema)