The aggregated amounts endpoint contains most numbers needed to do high level reporting on Client accounts.

The dataset can be queried for Client, Accountgroup and Account level and includes a range of different amounts per day per instrument per account.

The individual amount types are specified by AmountTypeName(name of the type) and AmountTypeID(internal Saxo ID for the type).

Amount Types

Each data point includes the amount in instrument Currency, Account currency, Client currency converted using end of day exchange rates.

Amounts can be split into two sub segments:

Booked amounts, signified by a positive ID.

These values include anything booked in the period split out into amount type. Bookings where the field "AffectsBalance" is true are bookings which affected the clients cash balance.

Constructed Amounts, signified by a negative ID

These amounts are constructed values constructed as part of our daily processing. These amounts are typically constructed based on a range of other amounts or values.

for example PnL is constructed using the following equation:

PnL(t)  = Value of position(t) + Sum(Amounts Booked (t)) - Value of position(t-1) - Security transfers(t)

Amount Classifications

In order to do cost reporting and to cater for summation across amount types two levels of amount classifications have been done.

Using the two classifications in combination allows for granular breakdowns of amounts between amount types.

AmountClass

The amountclass signifies whether the amount is a payment or a cost

AmountSubClass

The AmountSubClass signified how the amounts was booked

Use Cases

The individual amount types can be used for various purposes including PL attribution, Asset Allocation over time, Account value reconstruction.

By aggregating amounts over various horizons such as instrument, AssetType, Date etc it is possible to create different views showing clients different aspects of the portfolio.

Most of the Account section in SaxoTraderGO is built on top of the aggregated amounts data set. This includes the performance overview, the cash movements tool and the P/L tool which are be mostly constructed using this.

Please note that AmountTypeNames are subject to change which means Filtering should be done based on AmountTypeId

Examples of usage:

PnL Chart:

1. filter data to only return AmountTypeId = -5 (PnL)
2. Remove data where assetType = 'CM' and where Assettype = '' and where AssetType = 'IC'
3. Group and sum values by date in either Account or Client currency

This returns a list of the Pnl per date and can also be done per assettype, Instrument, Month etc.

Calculate historic Account Values

1. filter data to only return AmountTypeId = in (-3,-4) ( cash balances and Positions values)
2. Group and sum values by date in either Account or Client currency

This will return the historic account value per day.

Returned data

The data returned by the endpoint can be found in our reference documentation.

List of Aggregated Amounts

Below each Constructed AmountType is described in detail. Booked amounts and descriptions can be found here: End-of-Day File Specification.