SPAN Margin

[Strat-O]

Anyone know if there is an API allowing you to compute SPAN margin? I know that CME offers PC-SPAN but it's a straight GUI program and I don't think it has an API, plus it hasn't been updated since 2000. Looking for any SPAN API for C, C++, Java, perl, etc.

SPAN margin is the algorithm used to compute margin requirements for futures and futures options traders.

Thanks!

 

[Strat-O]

I found out that the issue here is the SPAN margin algorithm relies on parameters that are updated regularly for each commodity by the CME. Without the parameter info, you can't do SPAN.