Post-trade EMAPI Clearing 2020-12-03 JSE Limited [Orchestra v1.0](https://www.fixtrading.org/packages/fix-orchestra-technical-specification-v1-0/) Copyright 2024 Atomic Wire Technology Limited This document describes the business/clearing or application aspects of the EMAPI protocol available to external participants (trading and clearing members). Volume PT02 Johannesburg Stock Exchange JSE, Post-trade, Clearing [Volume PT02 – Post-trade EMAPI Clearing](https://clientportal.jse.co.za/technical-library/post-trade-documentation) Session/admin EMAPI messages. The common part of the protocol is shared by all functional or business parts of the protocol used in the JSE post-trade Real-time Clearing System (RTC). Messages used to integrate a client application or backend system with the RTC Clearing System. -128 to 127 -32,768 to 32,767 -2,147,483,648 to 2,147,483,647 −9,223,372,036,854,775,808 to 9,223,372,036,854,775,807 Arbitrary precision integer (i.e. value range is not applicable). Can have the same values as int, but can also have a null value. Specified as an integer together with a scaling factor, which is the multiplicative inverse of the specified value of the enumeration DIVISOR. A logical type that can be either true or false or null. String is a sequence of Unicode characters. The maximum length of the string is specified in the message definition. If no length is specified, the maximum length of the string is 255 characters. Note: RTC supports by default only a subset of characters with ASCII code points between 0 and 255. The allowed ASCII numbers for characters are 32-128 and 160-255. Enumeration types are supported. Binary type is a sequence of bytes. An array is a sequence of fields that are indexed by their position. Arrays are specified with double brackets in the EMAPI message definitions. For example, long[] means an array of long values. Equity. Constant name: EQUITY FX. Constant name: FX Fixed Income. Constant name: FIXED_INCOME Describes how the asset class available in the system. Local equity. Constant name: LE Foreign equity. Constant name: FE FX. Constant name: FX Nominal interest rate. Constant name: NI Describes how the asset sub class available in the system. Absolute date. Constant name: ABSOLUTE_DATE Fraction of year. Constant name: FRACTION_OF_YEAR Yield (%). Constant name: YIELD_PERCENTAGE Strike. Constant name: STRIKE Moneyness. Constant name: MONEYNESS Volatility. Constant name: VOLATILITY Specifies the unit of an axis. Swap. Constant name: SWAP Bond. Constant name: BOND Inflation linked Bond. Constant name: INFLATION_LINKED_BOND Method used for bootstrapping. Global reference data flow. Constant name: PUBLIC_GLOBAL_REFERENCE_DATA_FLOW Account event flow. Constant name: ACCOUNT_EVENT_FLOW Risk event flow. Constant name: RISK_EVENT_FLOW Market Data event flow. Constant name: MARKETDATA_EVENT_FLOW GiveUp event flow. Constant name: GIVEUP_EVENT_FLOW Settlement event flow. Constant name: SETTLEMENT_EVENT_FLOW Defines broadcast flows None. Constant name: NONE Following Good. Constant name: FOLL_GOOD Modified Following. Constant name: MOD_FOLL Business Day convention. Add to cache EMAPI - interpret as Add Constant name: ADD Update cache EMAPI - interpret as Update Constant name: UPDATE Add to cache with bootloader EMAPI - interpret as Add Constant name: BOOTLOAD Remove from cache and db, does not remove if there are references to object. Return status code ValidationHasReference if referenced. EMAPI - interpret as Remove Constant name: REMOVE_CACHE_DB Remove from cache and db, removes even if there are references to object. EMAPI - interpret as Remove Constant name: REMOVE_CACHE_DB_FORCED Remove from cache (does not remove object from db), does not remove if there are references to object. Return status code ValidationHasReference if referenced. The isDeleted attribute is set to BOOLEAN.TRUE EMAPI - interpret as Remove Constant name: REMOVE_CACHE Remove from cache (does not remove object from db), removes even if there are references to object. The isDeleted attribute is set to BOOLEAN.TRUE EMAPI - interpret as Remove Constant name: REMOVE_CACHE_FORCED Defined cache actions Principal. Constant name: Principal Agent. Constant name: Agent Capacity on trade (from Trading System). The EOD transfer of member is in progress. This happens when a link shall be changed according to effective date of the link. Constant name: IN_PROGRESS The EOD transfer of member is finished and the new link became active. Constant name: ACTIVE The link that became old after the EOD transfer of member. Constant name: OLD The EOD transfer of member failed. Constant name: FAILED The EOD transfer of member is not applicable for this link. It is a new link and nothing to transfer from. Constant name: NEW The status of the clearing member link. The value may be null and means a new link has been added. Individual. Constant name: INDIVIDUAL Company. Constant name: COMPANY Hedge fund. Constant name: HEDGE_FUND State enterprise. Constant name: STATE_ENTERPRISE Trust. Constant name: TRUST Closed corporation. Constant name: CLOSED_CORPORATION Asset manager. Constant name: ASSET_MANAGER Investment manager. Constant name: INVESTMENT_MANAGER Type of client, information to surveillance. Step 1, involves IM, AM, VM, dividends, funding etc. Constant name: CM_BALANCING_1 Step 2, involves fees. Constant name: CM_BALANCING_2 Enumeration specifying CM balancing steps. NACC Constant name: NACC NACQ Constant name: NACQ NACA Constant name: NACA NACS Constant name: NACS Simple Constant name: SIMPLE Compounding Period Used. Used to get the latest entry regardless of condition. Constant name: ANY Indicative. Constant name: INDICATIVE EoD Margin Call. Constant name: END_OF_DAY_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_1_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_2_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_3_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_4_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_5_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_6_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_7_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_8_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_9_SETTLEMENT Intra day margin call. Constant name: INTRA_DAY_10_SETTLEMENT Price condition types. The value is a price tag that marks the market data values. Base Constant name: BASE Mini Constant name: MINI Maxi Constant name: MAXI Super Constant name: SUPER Enumeration for contract size type Task registered and pending for action. Constant name: NEW Task executed. Constant name: EXECUTED Task cancelled. Constant name: CANCELLED Task failed. Constant name: FAILED Status of a Corporate Action task. Coupon is Fixed. Constant name: FIXED Coupon rate indicator for Bonds. On this day, the exchange is closed. Constant name: CLOSED On this day, the exchange uses a half-day schedule. Constant name: HALF_DAY On this day, the exchange uses the normal schedule. Constant name: NORMAL Defines the different date types. Actual 360. Constant name: ACTUAL_360 Actual 365. Constant name: ACTUAL_365 Method used for bootstrapping. Divisor for quantity field Constant name: QTY Divisor for price fields Constant name: PRICE Divisor for interest fields. Constant name: INTEREST Divisor for delta fields. Constant name: DELTA Divisor for decimal value fields. Constant name: DECIMAL There are integer/long fields that represent decimal numbers. These need to be divided with the following constants. Constant name: EUROPEAN Constant name: AMERICAN Defines the type of option Linear extrapolation. Constant name: LINEAR Use nearest interpolated value. Constant name: FLAT Float forward volatility extrapolation. Constant name: FLAT_FORWARD Method used for extrapolation. Rtc. Constant name: RTC JSE Pricing system. Constant name: PRICING_SYSTEM Market data pricing tag. Constant name: UNKNOWN_REASON Constant name: RECEIVED Constant name: INITIATED Constant name: CONFIRMED Constant name: COMPLETED Constant name: EXPIRED Constant name: REQUEST_FAILED_VALIDATION Constant name: CONFIRM_FAILED_VALIDATION Constant name: ERROR Constant name: CANCELLED Constant name: REJECTED State of FourEyes operation. ISIN identifier Constant name: ISIN CUSIP identifier Constant name: CUSIP SYMBOL identifier Constant name: SYMB Defines the type of the InstrumentId (ISIN, CUSIP etc) Equity. Constant name: EQUITY Index. Constant name: INDEX Single Stock. Constant name: SINGLE_STOCK Contract For Difference. Constant name: CFD Dividend Neutral. Constant name: DIVIDEND_NEUTRAL Forex. Constant name: FOREX Forex Pair. Constant name: FOREX_PAIR Bond. Constant name: BOND Basket. Constant name: BASKET Exotic. Constant name: EXOTIC Forex index. Constant name: FOREX_INDEX FwdFwd. Constant name: FWDFWD Exotic option. Constant name: EXOTIC_OPTION International dividend neutral. Constant name: INTERNATIONAL_DIVIDEND_NEUTRAL International equity. Constant name: INTERNATIONAL_EQUITY International index. Constant name: INTERNATIONAL_INDEX Inverted. Constant name: INVERTED Other. Constant name: OTHER Quanto. Constant name: QUANTO Quanto international. Constant name: QUANTO_INTL Quanto index dividend neutral. Constant name: QUANTO_INDEX_DIVIDEND_NEUTRAL Quanto international dividend neutral. Constant name: QUANTO_INTL_DIVIDEND_NEUTRAL Variance. Constant name: VARIANCE Defines the type of Instrument Future. Constant name: FUTURE Bond Constant name: BOND Parent of OptionTradableInstruments Constant name: OPTION Spot type instrument Constant name: SPOT Contract For Difference. Constant name: CFD Defines the type of Instrument NACC. Constant name: NACC Interest rate convention for the interest rate produced. Linear. Constant name: LINEAR Float forward volatility interpolation. Constant name: FLAT_FORWARD Natural cubic spline. Constant name: NATURAL_CUBIC_SPLINE Variant of cubic spline that ensures positive and continuous forward rates. For yield curve interpolation. Constant name: MONOTONE_PRESERVING Ensures a positive and continuous forward rate. For yield curve interpolation.. Constant name: MONOTONE_CONVEX Method used for interpolation. The login is accepted. Constant name: LOGIN_ACCEPTED The login is rejected due to invalid password or invalid user id. Constant name: LOGIN_REJECTED User account is locked due to too many erroneous login attempts. Constant name: USER_ACCOUNT_LOCKED The password has expired. Constant name: PASSWORD_EXPIRED User does not have access to login service for this application. Constant name: LOGIN_ACCESS_DENIED Client and TAX server versions are not compatible. Constant name: WRONG_VERSION Initial login, password must be changed. Constant name: INITIAL_LOGIN Account disabled by operational staff. Constant name: USER_ACCOUNT_DISABLED Provides the result of a login request. The Clearing House itself. Constant name: MARKETPLACE An Information Vendor. Constant name: INFORMATION_VENDOR A member unit is a type of member that must be connected to a parent member, for example to divide an organization into different departments. Trading Member Branches and Clients are both of the type MEMBER_UNIT. Constant name: MEMBER_UNIT A Clearing Member. Constant name: CLEARING_ONLY_MEMBER A Trading Member. Constant name: TRADING_ONLY_MEMBER Defines the different member/participant types. TBC Constant name: TBC Multileg Report Type from Trading System. Pro-rata allocation. Constant name: PRO_RATA Random allocation. Constant name: RANDOM Allocation model for option exercise. Future styled Constant name: FUTURE_STYLE Upfront premium Constant name: UPFRONT_PREMIUM Style of the Option Clearing Member. Constant name: CLEARING_MEMBER Trading Member Constant name: TRADING_MEMBER Client. Constant name: CLIENT Trading Member Branch. Constant name: TRADING_MEMBER_BRANCH Information Vendor. Constant name: INFORMATION_VENDOR Participant type. Defines the type of participant a member has in the member tree. Constant name: RECEIVED Constant name: NOTIFIED_TO_CM Constant name: REJECTED_BY_CM Constant name: CONFIRMED_BY_CM Constant name: SETTLED_BY_CM Constant name: CANCELLED The states of a Payment Advice. Days. Constant name: DAYS Months. Constant name: MONTHS Years. Constant name: YEARS Period type. Suspense Constant name: SUSPENSE Main Constant name: MAIN Sub Constant name: SUB The sub type of the position account. House Constant name: HOUSE Client Constant name: CLIENT The type of the position account. A position of type ACTUAL represents ownership of the position. Constant name: ACTUAL A position of type SETTLEMENT represents changed of the position on the settlement date. Constant name: SETTLEMENT Defines different Position types. Unknown reason, an internal error has occured. Constant name: UNKNOWN_REASON Booking Fee. Constant name: FEE New trade. Constant name: TRADE The position in the option was closed out due to early exercise, or the option is in-of-money and the option is exercised automatically. The future trade is the result of an option exercise. (early or in-the-money automatically by the system) Constant name: EXERCISE Cash settlement of variation margin Constant name: CASH_SETTLEMENT_VM Positions are concentrated to the settlement accounts and netted out on the original accounts. Constant name: SETTLEMENT_NETTING A payment or delivery has been processed by an external system and the settlement position is netted out. Constant name: SETTLED Collateral position update. Constant name: COLLATERAL The trade is allocated from a trading member account to a client account. Constant name: ALLOCATED_FROM The trade origins from an allocation from a trading member account to a client account. Constant name: ALLOCATED_TO The deal is erroneously moved from the client account to another client account. Constant name: ALLOCATION_CORRECTION_FROM The deal originates from a move from one client account to another client account. Constant name: ALLOCATION_CORRECTION_TO A position is moved from a house main account to a house sub account or from a house sub account to a house main account by creating a new deal. Constant name: PRINCIPAL_CORRECTION_FROM The deal originates from a move from a client account. Constant name: PRINCIPAL_CORRECTION_TO The deal was aggregated to another deal. Constant name: ACCUMULATED_FROM The deal originates from a deal aggregation activity. Constant name: ACCUMULATED_TO The position sub account was moved from this account.. Constant name: POS_SUBACCOUNT_MOD_FROM The position sub account was moved to this account. Constant name: POS_SUBACCOUNT_MOD_TO The deal assign source. Constant name: ASSIGNED_FROM The deal originates from a deal assign activity. Constant name: ASSIGNED_TO The deal assign initiated from. Constant name: ASSIGN_INITIATED The deal assign rejected by receiver. Constant name: ASSIGN_REJECTED The deal assign cancelled by initiator. Constant name: ASSIGN_CANCELLED The deal assign has expired. Constant name: ASSIGN_EXPIRED Start of day position snapshot. Constant name: START_OF_DAY The deal has been assigned using Tripartite agreement. Constant name: TRIPARTITE_FROM The deal origins from an assign using Tripartite agreement. Constant name: TRIPARTITE_TO Tripartite assign has been initiated. Constant name: TRIPARTITE_INITIATED Tripartite assign has been approved. Constant name: TRIPARTITE_APPROVED Tripartite assign has been rejected. Constant name: TRIPARTITE_REJECTED Tripartite assign has been cancelled. Constant name: TRIPARTITE_CANCELLED Tripartite assign has expired. Constant name: TRIPARTITE_EXPIRED Position has been moved from this account as Sub account modification. Constant name: TRADE_SUBACCOUNT_MOD_FROM Position has been moved to this account as Sub account modification. Constant name: TRADE_SUBACCOUNT_MOD_TO Trade updated for zero fee. Constant name: ZERO_FEE Option abandon. Constant name: ABANDON Position has been moved from this account by Transfer Single Position. Constant name: TRANSFERRED_SP_FROM Position has been moved to this account by Transfer Single Position. Constant name: TRANSFERRED_SP_TO A close-out deal is created by the system to close open positions in a future on expiration of a tradable instrument. Constant name: CLOSE_OUT Partially settled payment. Constant name: PARTIALLY_SETTLED Payment from external system. Constant name: NET_PAYMENT VAT amount for booking fee. Constant name: FEE_VAT Trade cancelled. Constant name: CANCELLED Trade busted. Constant name: CANCELLED_BUST Trade cancelled for price adjust Constant name: CANCELLED_PRICE_ADJUST Dividend payment for dividend neutral contracts Constant name: DIVIDEND Close out position for Corporate Action. Constant name: CLOSE_OUT_CA Created position for Corporate Action. Constant name: NEW_POSITION_CA Interest amount on collateral. Constant name: INTEREST_ON_COLLATERAL Funding interest payment for CFDs. Constant name: FUNDING_INTEREST A deposit of an asset in an account. Constant name: DEPOSIT A withdrawal of an asset from an account. Constant name: WITHDRAWAL An opposite trade was created at the original account as a result of a client or TM position transfer. Constant name: TRANSFERRED_FROM A trade was created at the destination account as a result of a client or TM position transfer. Constant name: TRANSFERRED_TO End of day position snapshot. Constant name: END_OF_DAY RTC system startup snapshot. Constant name: SYSTEM_STARTUP The position was transferred due to a defaulted member or client. Constant name: DEFAULT_FROM The position was transferred due to a defaulted member or client. Constant name: DEFAULT_TO Event due to a manual update. Constant name: MANUAL An add/update due to migration. Constant name: MIGRATION Commissions added by members. Constant name: COMMISSION Risk Fee. Constant name: RISK_FEE VAT amount for risk fee. Constant name: RISK_FEE_VAT A position was updated due to a revert of the EOD step. Constant name: REVERSE_TRANSACTION A close out, option exercise or abandon trade was marked as deleted due to a revert of the EOD step. Constant name: DELETED Reason for position update Day(m). Constant name: DAY Start of month. Constant name: START_OF_MONTH End of month. Constant name: END_OF_MONTH IMM Day. (3rd Monday of month). Constant name: IMM_DAY Rolls on convetion. Needed to determine coupon dates. New Constant name: NEW Cancelled Constant name: CANCELLED Rejected Constant name: REJECTED The commission is pending, not yet applied Constant name: PENDING Pending commission has expired Constant name: EXPIRED The state of the commission. Request to replay specific events; no future updates Constant name: REPLAY Request to replay specific events without having to issue requests for new segments Constant name: REPLAY_UNSEGMENTED Request for unsegmented replay of events up to the latest and for subsequent subscription to future updates Constant name: REPLAY_SUBSCRIPTION Literals describing the type of replay request Open. Constant name: OPEN Trade management is no longer allowed. Constant name: END_OF_TRADE_MANAGEMENT End of Day process started. Constant name: END_OF_DAY End of Day process completed. Constant name: POST_END_OF_DAY System state in RTC. Order. Constant name: ORDER Report. Constant name: REPORT Cancel trade. Constant name: CANCEL_TRADE Trade bust. Constant name: TRADE_BUST Cancel price adjust. Constant name: CANCEL_PRICE_ADJUST Trade type (from Trading System). The session has been terminated due a new login with the same user. Constant name: FORCED_LOGOFF_BY_NEW_LOGIN The session has been terminated because the user has been disabled. Constant name: FORCED_LOGOFF_USER_DISABLED The session has been terminated because the user has been deleted. Constant name: FORCED_LOGOFF_USER_DELETED User session logout was forced. Caused by an operator terminating the session. Constant name: FORCED_LOGOFF User session disconnected Constant name: DISCONNECT Normal user requested logout Constant name: NORMAL_LOGOFF Session status Constant name: CASH Constant name: PHYSICAL Constant name: CASH_OR_PHYSICAL Defines the type of option Normal state during daily operations. Constant name: NORMAL This state is used during End of Day rerun. Constant name: RERUN_EOD This current system state is used during Intraday Margin Call. Constant name: INTRADAY_MARGIN_CALL This current system state is used during the Start of Day Collateral Process. Constant name: REBALANCING State of the scheduler. Request for current values only; no future updates Constant name: CURRENT_VALUE Request for subscription of future updates only; no current value Constant name: SUBSCRIPTION Request for current values and future updates Constant name: CURRENT_VALUES_AND_SUBSCRIPTION Literals describing the type of subscription request Mark to model. Constant name: MARK_TO_MODEL Mark to market. Constant name: MARK_TO_MARKET Valuation Model Type. Cost of Carry dividend projection. Constant name: COST_OF_CARRY_DIVIDEND_PROJECTION Cost of Carry dividend yield. Constant name: COST_OF_CARRY_DIVIDEND_YIELD Cost of Carry dividend neutral. Constant name: COST_OF_CARRY_DIVIDEND_NEUTRAL Black76. Constant name: BLACK76 Valuation Sub Type. fixed income done in yield to maturity Constant name: YIELD_TO_MATURITY Percentage value represented as the annual dividend payouts (cash flow) of the instrument in relation to the current market price of the instrument. Constant name: DIVIDEND_YIELD Interest specified as a percentage value. Constant name: INTEREST_RATE Yield Type. The instruction has been created but processing has not yet started. Constant name: CREATED The processing has started for the instruction. Constant name: PENDING The instruction has been partially settled. Constant name: PARTIALLY_SETTLED The instruction has been completely settled, i.e. the settled amount is the same as the requested amount. This is an end state. Constant name: SETTLED The instruction has been cancelled. This is an end state. Constant name: CANCELLED The instruction has failed. This may be used by an external part if there is something wrong with the instruction, for example an erroneous account number. Not used in JSE. Constant name: FAILED Settlement Instruction State. VAT at standard rate. Constant name: VAT_AT_STANDARD_RATE VAT at zero percent. Constant name: VAT_AT_ZERO_PERCENT VAT for commission. Success Constant name: Success Error Constant name: Error Override Constant name: Override Validation failed Constant name: ValidationFailed Validation warning Constant name: ValidationWarning TBC Registered Constant name: Registered Collateral calculated Constant name: CollateralCalculated Collateral sec calculated Constant name: CollateralSecRegistered Collateral sec stepover Constant name: CollateralSecStepover Collateral FX registered Constant name: CollateralFxRegistered Collateral FX stepover Constant name: CollateralFxStepover Collateral cash settled Constant name: CollateralCashSettled Client payments Constant name: ClientPayments Rebalancing Constant name: Rebalancing TBC OK Constant name: Ok Warning Constant name: Warning Deferred Constant name: Deferred DeferredWithWarning Constant name: DeferredWithWarning Message validation failed, Constant name: AfwFailMsgVal Constant name: AccNoRightsDefined Constant name: AccNoUserFound Constant name: AccNoRulesDefined Constant name: AccUserDeniedService Constant name: AccUserDeniedServiceForObject The queue information in the configuration is missing. Please check your configuration file. Constant name: AfwQueueInfoMissing Dynamic validation error: This failure should be replaced by a specific one. Constant name: AfwFailDynVal Static validation error: This failure should be replaced by a specific one. Constant name: AfwFailStatVal Program error, dynamic validation inconsistency for TapStatus Constant name: AfwDynValTapStatusErr Program error, application service inconsistency for TapStatus Constant name: AfwApplTapStatusErr Program error, null not allowed return from service Constant name: AfwApplNullReturn Token value must not be undefined Constant name: AfwFailValTokenValue The message is not allowed to be null Constant name: AfwFailValMessage The request is not allowed during this trading state Constant name: AfwFailValState User is not allowed to perform request Constant name: AfwFailValUser No response message found within specified time interval Constant name: AfwNoResponseFound The request is queued for processing Constant name: AfwQueued The request is cancelled Constant name: AfwCancelled The request is executing Constant name: AfwExecuting The request is not found Constant name: AfwNotFound The request could not be served by the server Constant name: AfwVersionMismatchThrowaway The requested service is not available in the recipient server Constant name: AfwServiceNotAvailable Cannot perform catch - up when in current state Constant name: AfwInvalidStateForCatchUp Failed to initiate catch - up Constant name: AfwInitiateCatchUpFailed Cannot perform recovery negotiation when in current state Constant name: AfwInvalidStateForRecoveryNegotiation Failed to initiate recovery negotiation Constant name: AfwInitiateRecoveryNegotiationFailed The requested object class is not a MessageIf Constant name: AfwDbClassNoMsgIf The requested object class is not a database table Constant name: AfwDbClassNoDbTable The requested child attribute is not a database column Constant name: AfwDbUnrecognizedChildColumn There was an error in the in-chain database service Constant name: AfwDbChainError The requested snapshot segment is too old and has been dropped by the server Constant name: AfwCvSegmentTooOld The server cannot allocate more snapshot segments at this time. Try again later. Constant name: AfwCvSegmentTooMany Failed to unpack raw request Constant name: AfwFailedToUnpackRawRequest Failed to find unpacker for a raw request Constant name: AfwUnknowRawRequestUnpacker Failed to find destination for an unpacked raw request Constant name: AfwUnknowRawRequestDestination Connection to the xio messaging server was refused Constant name: AfwXioConnectRefused Failed to connect to the xio messaging server Constant name: AfwXioConnectFailed Standby object store might need to be truncated Constant name: AfwInitiateCatchUpNeedTruncate There is no valid session available for the user. Constant name: TaxSessionMissing The gatelet failed to forward the request. Constant name: TaxGateletFailure The service returned a null response. Constant name: TaxServiceFailure The incoming message is not included in the classpath for TAX. Constant name: TaxMissingMessage The incoming message does not have an associated gatelet. Constant name: TaxMissingGatelet Illegal state transition Constant name: TaxComponentActionFailed No such component Constant name: TaxComponentNotFound No TEPS subscription connection Constant name: TaxMissingTepsSubscription Failed to activate TEPS subscription Constant name: TaxInvalidTepsSubscription Failed to find client subscription Constant name: TaxUnknownClientSubscription Session no longer valid - user disabled Constant name: TaxUserDisabled Session no longer valid - user deleted Constant name: TaxUserDeleted Session throttled, request delayed Constant name: TaxSessionThrottled Request rejected - rate too high Constant name: TaxRejectedThrottled Session throttled, return code not returned, but timestamp was reset. Constant name: TaxSessionThrottledResetOnly Cannot service request. There are no servers available for the target partition. Constant name: TaxTargetPartitionDown Cannot service request: A failover is currently in progress. Constant name: TaxFailoverInProgress The request resulted in an exception in the target service. Constant name: TaxServiceException Cannot service request: Internal communication was interrupted. Constant name: TaxTransportInterrupted The id of the alert is not known. Constant name: AlertUnknownId CD internal java error, unexpected exception occurred. Constant name: CdInternalJavaError The provided member ID does not exist. Constant name: CdInvalidFirmId The provided member ID is illegal. Constant name: CdIllegalFirmId The provided user ID does not exist. Constant name: CdInvalidUserId The provided user ID is illegal. Constant name: CdIllegalUserId For some reason the user action failed. Constant name: CdInvalidPwd Invalid password, new password cannot be same as old. Constant name: CdInvalidPwdSameAsBefore Invalid login ticket Constant name: CdInvalidLoginTicket Invalid password format Constant name: CdInvalidPwdFormat User account is disabled Constant name: CdUserDisabled User password not initialized must be changed before login Constant name: CdUserPasswordNotInitialized User password has expired Constant name: CdUserPasswordHasExpired For some reason the user action failed. Constant name: CdNoSuchUser Use this error code with care. It is better to construct a specific message. Constant name: CdUnknownError For some reason the user action failed. Constant name: CdUserActionFailed Pre-Login service is not configured and used Constant name: CdPreLoginNotUsed For some reason the user action failed. Constant name: CdPwdLocked For some reason the user action failed. Constant name: CdPwdExpired For some reason the user action failed. Constant name: CdAccProfileUnavailable User attempted to logon but is already logged on. Constant name: CdAlreadyLoggedOn Constant name: CdInvalidRoleChangeFIX Constant name: CdInvalidRoleChangeNonFIX Constant name: CdInvalidFIXLogin Constant name: CdInvalidPwdProperties The supplied OrderBookRuleGroup does not exist Constant name: CdInvalidOrderBookRuleGroup The supplied OrderBook does not exist Constant name: CdInvalidOrderBook The supplied OrderBook does not exist Constant name: CdInvalidCombinationOrderBookLeg The supplied SubscriptionGroup does not exist Constant name: CdInvalidSubscriptionGroup The supplied CurrencyId does not exist Constant name: CdInvalidCurrency The supplied TickSizeTableId does not exist Constant name: CdInvalidTickSizeTableId The supplied TradingScheduleTableId does not exist Constant name: CdInvalidTradingScheduleTableId The supplied AllowedRequestGroupId does not exist Constant name: CdInvalidAllowedRequestGroupId The supplied processingSequenceId is invalid Constant name: CdInvalidProcessingSequenceId The supplied UserPropertiesCategory is invalid Constant name: CdInvalidUserPropertiesCategory The supplied ServiceProfileId is invalid Constant name: CdInvalidServiceProfileId The supplied ServiceProfileGroupId is invalid Constant name: CdInvalidServiceProfileGroupId The supplied ServiceProfileRefId is invalid Constant name: CdInvalidServiceProfileRefId The supplied ServiceProfileId contains illegal characters Constant name: CdIllegalServiceProfileId The supplied ServiceProfileGroupId contains illegal characters Constant name: CdIllegalServiceProfileGroupId The supplied ServiceProfileRefId contains illegal characters Constant name: CdIllegalServiceProfileRefId The supplied ServiceProfileEntryDelayClassId contains illegal characters Constant name: CdIllegalServiceProfileEntryDelayClassId The supplied InvalidServiceProfileRefId contains illegal characters Constant name: CdInvalidServiceProfileEntryDelayClassId The supplied ServiceProfileEntryInfoLevelClassId contains illegal characters Constant name: CdIllegalServiceProfileEntryInfoLevelClassId The supplied ServiceProfileEntryInfoLevelClassId is invalid Constant name: CdInvalidServiceProfileEntryInfoLevelClassId Constant name: CdCombinationOrdersLegsMustBelongToTheSameSubscriptionGroup Constant name: CdCombinationOrdersLegsMustUseSameSorting Constant name: CdCombinationOrderLegsMustNotShareTheSameOrderBook Constant name: CdTooManyCombinationOrderLegs Constant name: CdCombinationOrderLegsMustNotBeCombinationOrder The supplied ServerGroupId is invalid Constant name: CdInvalidServerGroupId he supplied ServerGroupId contains illegal characters Constant name: CdIllegalServerGroupId The supplied ServerProcessId is invalid Constant name: CdInvalidServerProcessId The supplied ServerProcessId contains illegal characters Constant name: CdIllegalServerProcessId The supplied CalendarDate is invalid Constant name: CdInvalidCalendarDate The supplied cache remove type is invalid Constant name: CdIllegalRemoveOperationType Thre is a missmatch between the defaultPartition in the OrderbookRulegroup and the partition for the supplied subscription group Constant name: CdPartitionMismatch The login parameters are invalid Constant name: CdInvalidPwdUserOrFirm The supplied partition table is invalid Constant name: CdInvalidPartitionTableId The supplied partition ID does not exist Constant name: CdInvalidPartitionId The supplied ticksize table has no rows. Constant name: CdInvalidTickSizeTable The supplied lower limit is invalid. Constant name: CdInvalidLowerLimit The supplied fractional tick is invalid. Constant name: CdInvalidFractionalTick The supplied trade tick is invalid. Constant name: CdInvalidTradeTick Transaction failed validation. One or more mandatory fields are missing or have illegal values. Constant name: CdTransactionValidationError The supplied InstrumentId is invalid Constant name: CdInvalidInstrumentId The supplied DisplayName is invalid Constant name: CdInvalidDisplayName The supplied OrderBookParameter ID is invalid Constant name: CdInvalidOrderBookParameterId The supplied OrderBookRuleGroupPa rameter is invalid Constant name: CdInvalidOrderBookRuleGroupParameterId The supplied serviceId is invalid Constant name: CdInvalidModificationSchedule The supplied startTime and/or endTime is invalid Constant name: CdInvalidModificationScheduleDates The user is not authorized to use any TAX-type Constant name: CdUserNotAuthorizedForAnySessionType The user is not authorized to use any TAX-type Constant name: CdNoConnectorForSessionTypeAvailable The supplied UserPropertiesCategory ID is invalid Constant name: CdInvalidUserPropertiesCategoryId The supplied ExternalMarketId is invalid Constant name: CdInvalidExternalMarketId The supplied ServerPartitionTable is invalid Constant name: CdInvalidServerPartitionTable The supplied ServerPartitionTableId is invalid Constant name: CdInvalidServerPartitionTableId The supplied ServerPartition is invalid Constant name: CdInvalidServerPartition The supplied ServerPartitionId ID is invalid Constant name: CdInvalidServerPartitionId The supplied GlobalPasswordProperti es is invalid Constant name: CdInvalidGlobalPasswordProperties Invalid default ServiceProfile handling Constant name: CdInvalidDefaultSvcProfHandling There where fatal syntax errors in the provided XML document. Constant name: CdXmlParsingFailure The loading of CD data was not a complete success. Constant name: CdXmlLoadPartialFailure The specified post boot action is unknown and could not be executed. Constant name: CdInvalidPostBootAction The specified post boot action is unknown and could not be executed. Constant name: CdInvalidDateOrTime Scheduled reference data update transaction failed. Constant name: CdScheduledUpdateError Scheduled reference data update pre- validation failed. Constant name: CdScheduledUpdatePreValidationError Scheduled reference data update pre- validaion resulted in warnings. Constant name: CdScheduledUpdatePreValidationWarning A scheduled update has been issued for this object. The scheduled update may be lost. Constant name: CdPendingScheduledUpdateWarning Constant name: CdInvalidCombinationOrderLegDisplayOrder The validation of the request resulted in warning(s). This code is returned when a reference data operation may conflict with other operations or is potentially dangerous. The actual transction is not performed. To override the warning (and execute the transaction anyway), use the set the overrideWarning attribute to true in the request. Constant name: CdUpdateWarning The marketId field is invalid Constant name: CdMimInvalidMarketId The name field is invalid Constant name: CdMimInvalidName The name countryCode is invalid Constant name: CdMimInvalidCountryCode The marketListId field is invalid Constant name: CdMimInvalidMarketListId The supplied SegmentId is invalid Constant name: CdMimInvalidSegmentId The supplied InstrumentId is invalid Constant name: CdMimInvalidInstrumentId The supplied TradableInstrumentId is invalid Constant name: CdMimInvalidTradableInstrumentId The supplied ViewId is invalid Constant name: CdMimInvalidViewId The supplied ViewElementId is invalid Constant name: CdMimInvalidViewElementId The supplied InstrumentType is invalid Constant name: CdMimInvalidInstrumentType The supplied SegmentType is invalid Constant name: CdMimInvalidSegmentType The supplied validFromDate is unacceptable Constant name: CdMimInvalidValidFromDate The supplied validToDate is a mess Constant name: CdMimInvalidValidToDate The supplied mimLevel is not a valid MarketInstrumentModel Level literal. Constant name: CdMimInvalidNavigationLevel The supplied action is not a valid MarketInstrumentModel Action literal. Constant name: CdMimInvalidAction There were fatal syntax errors in the provided XML document. Constant name: CdMimXmlParsingFailure The loading of CD data was not a complete success. Constant name: CdMimXmlLoadPartialFailure The format of the supplied role list is invalid. Constant name: CdMimInvalidRoleList The supplied member types does not match any of the values in MemberType. Constant name: CdMimInvalidMemberType The supplied listOfAliases is invalid Constant name: CdMimInvalidListOfAliases Failed to enable some of the requested Elements, sorry Constant name: CdMimRecursiveEnableFailed Failed to disable some of the requested Elements, sorry Constant name: CdMimRecursiveDisableFailed Invalid holidayScheduleId field supplied Constant name: CdMimInvalidHolidayScheduleId Invalid holidayId field supplied Constant name: CdMimInvalidHolidayId A specified time either hade an invalid format or value Constant name: CdMimInvalidTime The supplied ConvertibleData is invalid Constant name: CdMimInvalidConvertibleData The supplied RightData is invalid Constant name: CdMimInvalidRightData The supplied SubscriptionOptionData is invalid Constant name: CdMimInvalidSubscriptionOptionData The supplied InterimShareData is invalid Constant name: CdMimInvalidInterimShareData The supplied WarrantData is invalid Constant name: CdMimInvalidWarrantData The supplied CertificateData is invalid Constant name: CdMimInvalidCertificateData The supplied IndustrySector is invalid Constant name: CdMimInvalidIndustrySector The supplied TradableInstrumentData is invalid Constant name: CdMimInvalidTradableInstrumentData The supplied GenericInstrumentData is invalid Constant name: CdMimInvalidGenericInstrumentData The supplied InstrumentTypeData is invalid Constant name: CdMimInvalidInstrumentTypeData The supplied TradableInstrumentType Data is invalid Constant name: CdMimInvalidTradableInstrumentTypeData The supplied TradableInstrumentType Data is invalid Constant name: CdMimInvalidScheduledCorporateActionId The supplied TradableInstrumentType Data is invalid Constant name: CdMimInvalidCorporateActionEffectId There is no Global Trading Protection Limit Defined in the system. Constant name: CdMimNoGlobalTradingProtectionLimitDefined A ratio combination has to have exactly two legs. Constant name: CdMimRatioCombLegError Constant name: CacheConcurrentModification Constant name: CacheError Supplied key does not match a cache node Constant name: CacheInvalidKey Cache has encountered a db exception while updating Constant name: CacheDbError Update Req did not supply any update messages Constant name: CacheEmptyUpdateReq No node found matching update req Constant name: CacheNoSuchNode Cache already contains node Constant name: CacheNodeAlreadyExists Cache failed validation Constant name: CacheValidationFailed Node is referenced and can not be removed Constant name: CacheValidationIsReferenced MessageDataIf Id can not be null Constant name: CacheInvalidId A BlobMangler implementation has thrown an exception Constant name: CacheBlobError Client has specified and unknown broadcast flow when setting up a subscription Constant name: TaxUnknownFlow Client has provided an subscription handle that can not be found Constant name: TaxSubscriptionHandleNotFound EMAPI message is not known or is invalid Constant name: TaxUnknownInvalidRqst EMAPI message is not known or is invalid Constant name: TaxUnknownInvalidRsp Snapshot did not complete successfully Constant name: TaxUncompleteSnapshot Recovery did not complete successfully Constant name: TaxUncompleteRecovery TAX server was not able to logon the user Constant name: TaxLoginFailed User has already logged in the session Constant name: TaxUserSessionAlreadyLoggedIn PreLogin service is not used Constant name: TaxPreLoginServiceNotUsed Have not received heartbeats for user, session will be disconnected Constant name: TaxUserHeartbeatInactivity The TAX server has not reached routing state Active. Thus it can not service the request yet. The client should retry later. Constant name: TaxServiceNotAvailable Client has to poll for data instead of setting up a subscription Constant name: TaxSubscriptionNotAllowed Constant name: TaxClientVersionMismatch Invalid or zero length order book filter. Constant name: TaxInvalidOrderBookFilter Login service failed internally Constant name: TaxUserSessionLoginInternalError Partition mapping failed Constant name: TaxUnknownPartition Client has specified an unknown request type when setting up a subscription Constant name: TaxUnknownRequestType User can't be determined from the request Constant name: TaxOwnerMappingNoUser Member can't be determined from the request Constant name: TaxOwnerMappingNoTradingMember The system has reverted to a prior state. This typically happens when an emergency server is activated, which means that some prevoiusly sent updates may be obsolete and must be reverted. Constant name: TaxSystemReverse TradeReportReqProces sor, which fills in trading member information in trade reports, can not find the specified counter party member in the reference data. Constant name: TaxTradeReportCounterpartyMemberUnknown Constant name: AhsInternalError Constant name: AhsInvalidSql Generic no-text error message, text will be set by reporting code. Constant name: CdRtcMessageValidationFailed Generic no-text error message, text will be set by reporting code. Constant name: CdRtcCacheModificationError Some transactions, particularly reference data update transactions, are only allowed in the system maintenance state. Constant name: CdRtcTransactionNotAllowedInCurrentSystemState Multiple errors occured. More information is provided in the text message. Constant name: CdRtcMulipleErrors Error when trying to switch the current rtc schedule to another schedule. More information is provided in the text message. Constant name: CdRtcSwitchScheduleError Tradable instrument on trade is invalid. Constant name: RtcClearingInvalidTradableInstrumentOnTrade Buyer trading member on trade is invalid. Constant name: RtcClearingInvalidBuyerTradingMember Selling trading member on trade is invalid. Constant name: RtcClearingInvalidSellingTradingMember The service is not allowed for this combination of from and/or to accounts. Constant name: RtcClearingDealManagementNotAllowedForAccount Member Specified in the request is not valid. Constant name: RtcClearingInvalidMember Buyer Trading Member Specified in the request is not valid. Constant name: RtcClearingNoValidCmLinkForBuyerTm Seller Trading Member Specified in the request is not valid. Constant name: RtcClearingNoValidCmLinkForSellerTm Account Specified in the request is not valid. Constant name: RtcClearingInvalidAccount Account Specified is not a house account. Constant name: RtcClearingNotHouseAccount Generic no-text error message, text will be set by reporting code. Constant name: RtcClearingMessageValidationFailed An error occured during the execution of cash settlement variation margin. Constant name: RtcClearingCashSettlementVMFailed Collateral Account Specified in the request is not valid. Constant name: RtcClearingInvalidCollateralAccount Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_UNKNOWN_INSTRUMENT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_UNKNOWN_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_QUANTITY Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_PRICE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_MISSING_ALLOCATIONS Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_MESSAGE_VALIDATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_ALLOCATION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NOT_VALID_FOR_CASH_SETTLEMENT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NO_MARKET_PRICE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_CASH_SETTLEMENT_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_EXPIRATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_EXPIRATION_NOT_SUPPORTED_IN_CURRENT_STATE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_EXPIRATION_NOT_SUPPORTED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_INSTRUMENT_STATE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_INSTRUMENT_PLUGIN Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_BASIC_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_ADDITIONAL_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_PRODUCT_REFERENCE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_CURRENCY_REFERENCE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NO_BUSINESS_DATE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_UNBALANCED_TRANSACTION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_REVERSE_OPERATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_PM_PARTITION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_PRODUCT_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_SYMBOL Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_NAME_FOR_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_OPERATION_PENDING Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_TRADABLE_INSTRUMENT_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_ID_NOT_UNIQUE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_ID_FOR_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_PRODUCT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_TRADABLE_INSTRUMENT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_ACCOUNT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_ACCOUNT_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_TRADE_NOT_FOUND Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_TRADE_DESTINATION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_TRADE_DESTINATION_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_AUTOMATIC_MOVE_ACCOUNT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_POSITION_NOT_FOUND Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_EXERCISE_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_TIMESTAMP_IN_THE_PAST Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_FOUR_EYES_NOT_FOUND Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_OPTION_IS_NOT_AMERICAN Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INSTRUMENT_IS_NOT_AN_OPTION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_POSITION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_FOUR_EYES_EXPIRED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_FOUR_EYES_STATE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_FOUR_EYES_FILTER Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_DUPLICATE_MOVE_TRADE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_SAVE_OBJECT_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_CALENDAR_UNDEFINED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_TRANSACTION_NOT_FOUND Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_SEQ_NO Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_SOURCE_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_SUBSCRIPTION_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NOT_SAME_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NOT_SAME_INSTRUMENT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NOT_SAME_SIDE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NO_REMAINING_QTY Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_CASH_SETTL_OF_VM_INVALID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_CLIENT_DEAL_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_CONCURRENT_POSITION_MODIFICATION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_SESSION_TOKEN_REQUIRED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_GATHER_CASH_NOT_ALLOWED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_GATHER_CASH_FAILURE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_AMBIGUOUS_INSTRUMENT_ROUTING Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_INSTRUMENT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_BOOKMARK Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_DUPLICATE_TRADE_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_INSTRUMENT_LIST Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_DEAL_BUNDLE_LIST Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_HISTORY_FILTER Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_UNDERLYING_REFERENCE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NOT_VALID_FOR_GENERIC_EVENT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_GENERIC_EVENT_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_INSTRUMENT_SPECIFIC_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_SERVICE_UNAVAILABLE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_UNKNOWN_REQUEST_TYPE Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INTERNAL_DATABASE_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INTERNAL_TIMEOUT_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INTERNAL_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_NOT_INITIALIZED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_TIMED_OUT_OPERATION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_CONCURRENT_OPERATION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_FROM_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_TRADE_IN_THE_PAST Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_DEAL_MANAGEMENT_NOT_ALLOWED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_FOUR_EYES_ALREADY_EXISTS Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_INITIATOR Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_CLIENT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_MTM_PRICE_MISSING_FOR_INSTRUMENT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_DELIVERY_INSTRUCTION_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_ONGOING_FUTURES_EXPIRY Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_ONGOING_CASH_SETTLEMENT Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_CALC_DIVIDEND_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_TRADE_MANAGEMENT_NOT_OPEN Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_ORIGINAL_TRADING_SYSTEM_TRADE_MATCH_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_SUB_ACCOUNT_MODIFICATION_NOT_ALLOWED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INSTRUMENT_NOT_EXPIRED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_AUTHORIZATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_UNKNOW_COMMISSION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_EXISTING_COMMISSION Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_STATUS Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_INVALID_MEMBER Generic no-text error message, text will be set by reporting code. Constant name: RtcClearing_OPEN_INTEREST_NETTING_GROUP_ALREADY_EXISTS Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_QUANTITY Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_VALUE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_SETTLEMENT_DATE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_NO_BUSINESS_DATE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_INSTRUMENT_PLUGIN Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_BASIC_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_ADDITIONAL_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_PRODUCT_REFERENCE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_CURRENCY_REFERENCE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_TRADABLE_INSTRUMENT_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_DUPLICATE_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_NAME_FOR_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_IDENTICAL_OPERATION_PENDING Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_RISK_NODE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_INSTRUMENT Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_PARTITION Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_PRODUCT_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_SYMBOL Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_ID_NOT_UNIQUE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_ID_FOR_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_PRODUCT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_TRADABLE_INSTRUMENT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_ACCOUNT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_ACCOUNT_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_CALCULATOR_PROVIDER_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_CALCULATOR_CONFIG_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_CALCULATOR_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_FOREX_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_FOREX_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_FILTER_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_EVALUATOR_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_DUPLICATE_CHANNEL_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_RISK_LIMIT Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_RISK_NODE_NOT_READY_FOR_UPDATE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_CHANNEL Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_DEFAULT_CHANNEL_MUST_EXIST Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_OBJECT Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_FILTER_CONFIGURATION Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_EVALUATOR_CONFIGURATION Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_EVALUATOR_IS_IN_USE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_FILTER_IS_IN_USE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_CALCULATOR_IS_IN_USE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_BOOKMARK Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_MARKETDATA_MISSING Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_POSITION_MISSING Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_DUPLICATE_FOREX Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_BUSINESS_DATE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_TRACEABLE_CALC_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_BACKTESTING_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_SUBSCRIPTION_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_UNDERLYING_REFERENCE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_SERVICE_UNAVAILABLE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_FAILED_RISK_CALCULATION Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_CALCULATOR_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_CANNOT_HANDLE_RISKNODE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_TIMED_OUT_OPERATION Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_CONCURRENT_OPERATION Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_CALCULATION_RESULT_EVALUATOR_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INTERNAL_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_CURRENCY_CONVERSION_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_MULTIPLE_CALCULATOR_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_MISSING_HISTORICAL_PRICES Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_MISSING_CLOSING_PRICES Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_MISSING_JSPAN_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_DB_OPERATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_IMR_CALCULATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_MARKET Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_FAILED_RISK_ARRAY_CALCULATION Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_MARKETDATAPRICEKEYS Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_DELETE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_NO_MARKET_PRICE Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_NO_INSTRUMENTS_FOR_BACKTESTING Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_HISTORICAL_DATA_NOT_FOUND Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_UNKNOWN_STRESS_SCENARIO_FACTOR Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_HISTORICAL_STRESSTEST_NOT_PERMITTED Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_CALCULATOR_CONFIG Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_AUTHORIZATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_SERVICE_NOT_SUPPORTED Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_MULTIPLE_PARTITIONS_REQUESTED Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_LAMBDA_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_WHAT_IF_CALC_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcRisk_INVALID_WHAT_IF_REQUEST Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_PARTIAL_SUCCESS Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_INTERNAL_SERVER_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_NO_RECORD_FOUND Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_TARGET_SERVER_NOT_AVAILABLE Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_REQUEST_INTERNAL_TIMEOUT Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_REFERENCE_DATA_MISSING Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_MARKET_DATA_MISSING Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_VALUATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_DISPATCH_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_MISSING_HISTORICAL_PRICES Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_MISSING_CLOSING_PRICES Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_MISSING_JSPAN_ATTRIBUTES Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_DB_OPERATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_IMR_CALCULATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_INVALID_MARKET Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_EXTERNAL_USER_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_ILLEGAL_ARGUMENT_VALUE Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_ERRONEOUS_SUBSCRIPTION_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_SERVICE_UNAVAILABLE Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_INVALID_BOOKMARK Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_INSTRUMENT_DOES_NOT_EXIST Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_INCORRECT_INSTRUMENT_TYPE Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_MISSING_REQUIRED_FIELD Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_REFERENCE_DATA_UPDATING Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_UNHANDLED_INSTRUMENT_CLASS Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_PARTIALSUCCESS Generic no-text error message, text will be set by reporting code. Constant name: RtcMarketData_AUTHORIZATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_NETTING_RULE_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_NETTING_RULE_NAME Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_NETTING_RULE_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_EXTERNAL_ACCOUNT_REF Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_CONCURRENT_POSITION_MODIFICATION Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_ACCOUNT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_EXTERNAL_REF_NOT_DEFINED Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_NO_CLEARING_HOUSE_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_INSTRUCTION_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_NETTING_RULE_TYPE Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_NETTING_RULE_FILTER Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_AMOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_DUPLICATE_CLIENT_DEPOSIT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_TOO_LARGE_WITHDRAWAL Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_NO_USER_SPECIFIED Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_BOOKMARK Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_SETTLEMENT_RUN_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_INSTRUCTION Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_UNKNOWN_ACCOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_UNKNOWN_SSI Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_UNKNOWN_INSTRUCTION Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_UNKNOWN_SETTLEMENT_RUN Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_SSI_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_MESSAGE_ALREADY_PROCESSED Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_INSTRUCTION_STATE Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_EXTERNAL_ACCOUNT_NOT_FOUND Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_SETTLEMENT_RUN_IN_STARTED_STATE Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_ADD_SETTLED_AMOUNT_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_INSTRUCTION_AMOUNT Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_SETTLEMENT_RUN_STATE Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_SETTLEMENT_RUN_NOT_IN_CREATED_STATE Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_SETTLEMENT_RUN_IS_CANCELED Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_SETTLEMENT_RUN_FILTER Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_INSTRUCTION_FILTER Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INVALID_TRADABLE_INSTRUMENT_ID Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_SERVICE_UNAVAILABLE Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_INTERNAL_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_REQUEST_TIMED_OUT Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_REQUEST_TIMED_OUT_STATE_MAY_HAVE_CHANGED Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_VALIDATION_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_NO_INSTRUMENTS Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_AUTHORIZATION_FAILED Generic no-text error message, text will be set by reporting code. Constant name: RtcSettlement_DAS_OBJECT_NOT_CREATED Generic no-text error message, text will be set by reporting code. Constant name: BdxRtcMessageValidationFailed Generic no-text error message, text will be set by reporting code. Constant name: RtcDatawarehouse_VALIDATION_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcDatawarehouse_SERVICE_UNAVAILABLE Generic no-text error message, text will be set by reporting code. Constant name: RtcDatawarehouse_INTERNAL_ERROR Generic no-text error message, text will be set by reporting code. Constant name: RtcDatawarehouse_SUCCESS End of day service not available. Constant name: TaxEndOfDayServiceNotAvailable Generic no-text error message, text will be set by reporting code. Constant name: Tax_MORE_THAN_EXPECTED_POSITIONS Generic no-text error message, text will be set by reporting code. Constant name: TaxMessageValidationFailed TBC The deal was aggregated to another deal. Constant name: AccumulatedFrom The deal originates from a deal aggregation activity. Constant name: AccumulatedTo The trade is allocated from a trading member account to a client account. Constant name: AllocatedFrom The trade origins from an allocation from a trading member account to a client account. Constant name: AllocatedTo The deal is erroneously moved from the client account to another client account. Constant name: AllocationCorrectionFrom The deal originates from a move from one client account to another client account. Constant name: AllocationCorrectionTo The deal assign cancelled by initiator. Constant name: AssignCancelled The deal assign has expired. Constant name: AssignExpired The deal assign initiated from. Constant name: AssignInitiated The deal assign rejected by receiver. Constant name: AssignRejected The deal assign source. Constant name: AssignedFrom The deal originates from a deal assign activity. Constant name: AssignedTo Trade cancelled. Constant name: Cancelled The position sub account was moved from this account.. Constant name: PosSubaccountModFrom The position sub account was moved to this account. Constant name: PosSubaccountModTo A position is moved from a house main account to a house sub account or from a house sub account to a house main account by creating a new deal. Constant name: PrincipalCorrectionFrom The deal originates from a move from a client account. Constant name: PrincipalCorrectionTo New trade. Constant name: Trade Position has been moved from this account as Sub account modification. Constant name: TradeSubAccountModFrom Position has been moved to this account as Sub account modification. Constant name: TradeSubAccountModTo Tripartite assign has been approved. Constant name: TripartiteApproved Tripartite assign has been cancelled. Constant name: TripartiteCancelled Tripartite assign has expired. Constant name: TripartiteExpired The deal has been assigned using Tripartite agreement. Constant name: TripartiteFrom Tripartite assign has been initiated. Constant name: TripartiteInitiated Tripartite assign has been rejected. Constant name: TripartiteRejected The deal origins from an assign using Tripartite agreement. Constant name: TripartiteTo TBC String [] String [] Multiple type definitions: commissionVatType[Int, String]. Type changed to int to match CodeSet type. Multiple type definitions: contractSize[BigInteger, Long]. Default name used. Multiple type definitions: contractSize[BigInteger, Long]. Renamed to contractSizeLong. long [] Multiple type definitions: status[int, String]. Renamed to executionStatus. String [] Multiple type definitions: flow[int, Integer]. Default name used. Multiple type definitions: flow[int, Integer]. Renamed to flowInteger. Multiple type definitions: interestRateSpread[BigInteger, Long]. Default name used. Multiple type definitions: interestRateSpread[BigInteger, Long]. Renamed to interestRateSpreadLong. Multiple type definitions: key[String, int]. Default name used. Multiple type definitions: liquidationPeriod[Integer, long]. Default name used. Multiple type definitions: liquidationPeriod[Integer, long]. Renamed to liquidationPeriodInteger. long [] Multiple type definitions: nextTradeIds[String, long[]]. Default name used. Multiple type definitions: nextTradeIds[String, long[]]. Renamed to nextTradeIdsString. Multiple type definitions: optionDelta[BigInteger, Long]. Default name used. Multiple type definitions: optionDelta[BigInteger, Long]. Renamed to optionDeltaLong. Multiple type definitions: positionReason[int, Integer]. Default name used. Multiple type definitions: positionReason[int, Integer]. Renamed to positionReasonInteger. long [] Multiple type definitions: previousTradeIds[String, long[]]. Default name used. Multiple type definitions: previousTradeIds[String, long[]]. Renamed to previousTradeIdsString. Multiple type definitions: price[BigInteger, Long]. Default name used. Multiple type definitions: priceFormat[int, Integer]. Default name used. Multiple type definitions: priceFormat[int, Integer]. Renamed to priceFormatInteger. Multiple type definitions: price[BigInteger, Long]. Renamed to priceLong. Multiple type definitions: quantity[BigInteger, long]. Default name used. Multiple type definitions: quantity[BigInteger, long]. Renamed to quantityBigInteger. long [] Long [] Multiple type definitions: key[String, int]. Renamed to selectionKey. Multiple type definitions: state[String, int]. Default name used. Multiple type definitions: status[int, String]. Default name used. Multiple type definitions: strike[BigInteger, Long]. Default name used. Multiple type definitions: strike[BigInteger, Long]. Renamed to strikeLong. Long [] int [] Multiple type definitions: subscriptionGroup[int, Integer]. Default name used. Multiple type definitions: subscriptionGroupId[int, Integer]. Default name used. Multiple type definitions: subscriptionGroupId[int, Integer]. Renamed to subscriptionGroupIdInteger. Multiple type definitions: subscriptionGroup[int, Integer]. Renamed to subscriptionGroupInteger. Long [] Multiple type definitions: volatility[long, Long[]]. Default name used. Long [] Multiple type definitions: volatility[long, Long[]]. Renamed to volatilityLong. long [] 1 1 Long The total ZAR Collateral Cash registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 2 2 Long The total ZAR Collateral Cash registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 3 Long The total Collateral Security registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 4 Long The total Collateral Security registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 Long The total overall IM Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash 6 6 Long The total overall IM Securities movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as totalMember_Sec_Movement. This value is Positive if the current Collateral Securities exceeds the previous Collateral Securities; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 Long Total variation margin for all clients of a trading member and clients of the trading member's branches. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 8 8 Long Total additional margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 9 9 Long The interest calculated from CFDs. ((base rate + interest spread) X nominal). A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 10 10 Long This is calculated from the dividend neutrals journal transactions. A Positive value interprets as money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 11 11 Long Total booking fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 12 12 Long Total VAT for booking fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 13 13 Long Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 14 14 Long Previous Business Day Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 15 15 Long Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 16 FxDailyAccountSummaryDetails [] The daily account summary details for FX currencies. 17 17 Long The total FX Collateral Cash registered (in ZAR value) for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 18 18 Long The total FX Collateral Cash registered (in ZAR value) for 19 19 Long Additional Margin Movements (from yesterday). This value can be Positive if the current AM exceeds the previous AM; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 20 20 Long The total ZAR Collateral Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash Collateral = Total Cash movement. This value is calculated the same way as initialMarginMovementCash. This value is positive if the current cash collateral exceeds the previous cash collateral and negative if it is the other way around. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 21 21 Long The total FX Collateral Cash registered (in ZAR value) Movement. This value is positive if the current FX collateral exceeds the previous FX collateral and negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 22 22 Long The total Collateral Security movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as initialMarginMovementCash. This value is Positive if the current securities collateral exceeds the previous securities collateral; negative if it is the other way around. 23 23 Long Sum of all ZAR movements for the Member: Net Amount from other system + Member Cash Collateral Movement + Clients Cash Collateral Movement + Member VM + Clients VM + Net Booking Fees including VAT + Risk Fees including VAT + Commissions + Funding interest + Dividend payment + Interest amount on Cash Collateral. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 24 24 Long Sum of all commissions with status New. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 25 25 Long Total Fees in respect of initial margin covered with non-cash collateral excluding VAT. A Positive value means the money being paid by the Client to the CH and A Negative value means the money being paid by the CH to the Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 26 26 Long Total VAT for Fees in respect of initial margin covered with non-cash collateral.. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 27 27 Long Market Value of the positions in security collateral in ZAR (market value of the security collateral position). This value will always be Positive 28 31 Long Total clearing fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 29 32 Long Total VAT for clearing fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 30 33 Long Reserved1 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 31 34 Long Reserved2 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Object to hold aggregated account summary details. 1 1 boolean The possible duplicate flag 2 2 String (64) The member of the user. 3 3 String (64) The responsible user. Shall only be set in requests if actingUser is acting on behalf of another user. Otherwise TRADExpress will set it to the actingUser. 4 6 String (64) The user that initiated a request. Shall only be set in requests if (and only if) it is a gateway user that sends the request. Otherwise TRADExpress will set it to the user that established the session on which the request was received on. See also the user field. This message is not used in EMAPI. 1 1 boolean The possible duplicate flag This message is not used in EMAPI.. 1 2 boolean True if it is a cash position. 2 3 long The collateral position quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 3 4 long Market value of the collateral position. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 5 long Collateral position value after applying haircut and maximum amount. The haircut and maximum amount are taken from the EligibleSecurity list or EligibleCurrency object. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 6 String The JSE Master ID of the collateral security, or the currency if the collateral position is in ZAR or FX. 6 7 long Price of the collateral position. 7 8 long Haircut of the collateral position. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Collateral position values before and after haircut. 1 2 boolean True if it is a cash position. 2 3 long The collateral position quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 3 4 long Market value of the collateral position. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 5 long Collateral position value after applying haircut and maximum amount. The haircut and maximum amount are taken from the EligibleSecurity list or EligibleCurrency object. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 6 String The JSE Master ID of the collateral security, or the currency if the collateral position is in ZAR or FX. 6 7 long Price of the collateral position. 7 8 long Haircut of the collateral position. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Collateral position values before and after haircut. 1 1 String The Currency Code, ISO 4217 alphabetic Code. Example: USD 2 2 Long Interest rate for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST. 3 3 Long Interest amount for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 4 Long Total movement in Cash Collateral for the current day that will be settled in the given currency This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 Long FX Collateral position quantity (in FX currency). This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 6 6 Long FX collateral position market value (in ZAR). This is the value before haircut: qty * price. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 Long FX collateral value (in ZAR). This is the value calculated during the collateral process (using haircut%, max value). This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. FX part of the daily account summary. 1 2 long The net notional exposure of the specified underlying instrument. The Net Notional Exposure per Underlying is defined as the aggregated notional exposure (with sign) of all positions in tradable instruments with the same underlying spot. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 2 3 long The gross notional exposure of the specified underlying instrument. Gross is defined as the sum of the absolute notional exposure per position in instruments with the same underlying spot. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 4 String The external instrument id. This is the JSE Master ID. 4 5 long The calculated liquidation period. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Object to hold notional values per underlying. 1 2 long The net notional exposure of the specified underlying instrument. The Net Notional Exposure per Underlying is defined as the aggregated notional exposure (with sign) of all positions in tradable instruments with the same underlying spot. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 2 3 long The gross notional exposure of the specified underlying instrument. Gross is defined as the sum of the absolute notional exposure per position in instruments with the same underlying spot. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 4 String The external instrument id. This is the JSE Master ID. 4 5 long The calculated liquidation period. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Object to hold notional values per underlying. 1 10 String A system set identifier of the matched trade that was used to enter this trade into the system. 2 11 String A system set identifier of the matched trade that was used to enter this trade into the system. 3 12 Boolean Aggressor from Trading System. 4 13 Integer Capacity from Trading System. 5 14 String Trade Type from Trading System. 6 15 String A system set identifier of the trade half from the external trading system. 7 16 String Reference to an order in the trading system. 8 17 boolean Flag to indicate that the trade price is outside price band. Used both on trades from trading system and on trades created in Deal Management. 9 18 boolean Flag to indicate that the trade is marked for zero fee. 10 19 String Timestamp from Trading System. Format 2014-11-18 13:24:21. 11 20 String The dealer in the trading system. 12 21 Long Quantity from trading system for on-book trades. 0 if trade is Off-book. Kept on each side and not changed after trade management unless for accumulations. When an accumulated trade is partly allocated, on- book and off-book quantities are no longer maintained. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 13 22 Long Quantity from trading system for reported trades. 0 if trade is On-book. Kept on each side and not changed after trade management unless for accumulations. When an accumulated trade is partly allocated, on- book and off-book quantities are no longer maintained. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 14 23 String Refers to the original trade. Only used when receiving cancelled trades from the trading system. 15 24 String Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd- HH:mm:ss.fff. 16 25 String The time the reported trade was received on the trading system (system generated). The format is yyyyMMdd-HH:mm:ss.fff.. 17 26 Long Option delta from the trading system. Valid for Options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 18 27 String Free text field carried from the trading system for off book trades. 19 28 String Free text field carried from the trading system for on and off book trades. 20 29 String Unique key for all trades generated from a single event. Will only be populated for strategy trades. 21 30 String Trade sub type used for trades. 22 31 Integer Multileg Report Type from Trading System. RtcTradeExternalData contains trade attributes specific for this configuration of RTC. 1 1 long Trade id. Internal RTC trade Half ID. 2 2 long Account id. Internal RTC ID. 3 4 long Internal RTC ID for both sides of a matched trade. 4 6 BigInteger Price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 7 String The time the trade occurred. The format is yyyy- MM-ddTHH:mm:ss.SSS. 6 10 boolean To identify whether buy or sell trade 7 11 String The business date the trade occurred. The format is yyyy-MM-dd. 8 12 BigInteger Original quantity of the trade. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 9 13 BigInteger Remaining quantity of the trade after allocation(if any). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 10 14 RtcTradeExternalData External information on trade from Trading System. 11 15 long [] List of forward referenced trade IDs 12 16 long [] List of backward referenced trade IDs 13 17 BigInteger Active quantity of the trade after allocation (if any). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 14 18 String Trade ID set by the client entering the trade into the clearing system. 15 19 BigInteger Reserved quantity for assign operation (if any). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 16 21 BigInteger Value of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 17 22 BigInteger Interest Rate Spread for trade if CFD. 18 23 String The external instrument id. This is the JSE Master ID. 19 24 String The reference supplied with the trade. This class represents a Trade, i.e. one side of a Matched Trade: the buyer's or the seller's. 1 1 long The account to book a Trade to. 2 2 BigInteger The quantity to book in the account. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 3 3 String An optional free text field. This object describes on which account a trade should be booked and at what quantity. 1 1 long The account to book a Trade to. 2 2 BigInteger The quantity to book in the account. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 3 3 String An optional free text field. This object describes on which account a trade should be booked and at what quantity. 1 1 long Internal identifier for a trade created by the clearing system. Updates of a trade (if supported) should keep the same TradeId. Unique over time. 2 2 Long Used to preserve the original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer. For example when moving a trade this refers to the previous trade id. It works for moved/allocated trades as long as the new trade only consist of quantity from one trade. It does 3 3 Long If there has been multiple moves this points to the initial trade. 4 8 String Business date of the transaction according. The format is yyyy-MM-dd. 5 9 String The trade date of the trade. The format is yyyy-MM-dd. 6 10 Long Internal identifier for linking the trade to a deal. 7 11 String Reference to the deal id specified by the client. 8 12 String A optional reference set by the trading member to backtrack the trade to an order at the trading venue 9 14 BigInteger The original quantity on the trade, differs from LastQty if quantity has been moved from/to the trade after entering it This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 10 15 BigInteger The current active quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 11 16 BigInteger The current reserved quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 12 17 BigInteger The current remaining quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 13 18 BigInteger Price of the trade. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 14 19 BigInteger Price of the original trade. Needed for audit since price might be modified in trade management. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 15 20 String The currency of LastPx, either add it to the trade or take it from the instrument. 16 21 String Comma separated list of trade ids. 17 22 String Comma separated list of trade ids. 18 23 String Optional free text field from the reference of the original trade. 19 24 BigInteger Initial value of the trade (price*qty*contract size) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 20 25 String Trade time according to the clearing system. The format is yyyy-MM-ddTHH:mm:ss.SSS. 21 28 String Market of the trade. Internally set in case of trade management operations. 22 29 Integer Contains all different types of event reasons also for all trade management reasons. Can be used for billing and surveillance purpose. 23 30 boolean Side of trade (buy/sell) 24 31 String ID of the trader of this trade. For new trades caused by deal management it should be the id of the user doing the operation. In case of updating updating the trade (moving qty for example) the trader should remain as the original trader, i.e. this attribute should never be updated once created. The user from the position will state who caused the event, i.e. the user triggering the action. 25 33 String Human readable representation of the underlying instrument 26 34 BigInteger Size of contract This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 27 35 String Type of instrument according to system 28 36 String Currency of the instrument. 29 37 String Name of the market list 30 38 String Name of the market segment 31 39 String Name of the market 32 40 long Unique identifier of the account for trade. 33 42 String The type of account for the trade. References name to constant PositionAccountType. 34 43 String The sub type of account for the trade. References name to constant PositionAccountSubType. 35 44 String The clearing member for this trade 36 45 String The member who owns this trade 37 46 String Trading member branch if applicable 38 47 String Client ID if applicable 39 48 String If this is an option, it represents its type (call or put) 40 49 BigInteger The strike price of the instrument if it is an option. Null otherwise This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 41 50 String The expiry date of the instrument 42 51 String Common identifier code for derivative instruments 43 52 String Trading Id from the Trading System 44 53 String Trading Link Id from the Trading System 45 54 String For clients only - type of client. Information to surveillance. 46 55 Long For clients only - ID number. 47 56 String For clients only - Passport number. 48 57 String For clients only - Company registration number. 49 58 Boolean For clients only - Information to surveillance. 50 59 Boolean For clients only - Information to surveillance. 51 60 String The external instrument id. This is the JSE Master ID. 52 61 String Trade time according to the Trading system. The format is yyyy-MM-ddTHH:mm:ss.SSS. 53 62 String Client Name if applicable 54 63 String Trading Half Id from the Trading System 55 64 Boolean For clients only - Information to surveillance. 56 65 Boolean For clients only - Information to surveillance. 57 66 Boolean For clients only - Information to surveillance. 58 67 Boolean Aggressor from Trading System. 59 68 Integer Capacity from Trading System. 60 69 Long The On Book Quantity. One unit of the currency is expressed by DIVISOR.QTY. This field represents a decimal value. The value of the field is the decimal value multiplied by the constant DIVISOR.QTY. Example: The value "12.50" is represented as 12500000 in this field. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 61 70 Long The Off Book Quantity. One unit of the currency is expressed by DIVISOR.QTY. This field represents a decimal value. The value of the field is the decimal value multiplied by the constant DIVISOR.QTY. Example: The value "12.50" is represented as 12500000 in this field. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 62 71 String Trade Type from Trading System. 63 72 boolean Flag to indicate that the trade is marked for zero fee. 64 73 Long Rate added to base rate on a CFD to get the Funding rate. Numeric, positive or negative. The value "2.0%" is represented as 2000000 in this field. Mandatory if the type of the instrument is CFD. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 65 74 String ISIN code 66 75 String The user friendly name the tradable instrument. Is not unique. 67 76 String JSE Instrument Type. 68 77 boolean Inward Listed according to the South African Reserve Bank. 69 78 String The base rate name for a CFD. 70 79 String ID of the trader of this trade. Carried from the trading system. Also known as dealer.For new trades caused by deal management it should be the id of the user doing the operation. In case of updating updating the trade (moving qty for example) the trader should remain as the original trader, i.e. this attribute should never be updated once created. The user from the position will state who caused the event, i.e. the user triggering the action. 71 80 String External ID of the position account. CM/TM link table is used to find the right risk tree. 72 81 String The owner of the account in the member structure. This is the ID of the lowest applicable level in the TM/Branch/Client member structure. Contains the Client ID for client accounts. 73 82 String The VAT Registration number. If the same legal Client is using several TMs, each TM will manage their own instance of the Client. The different instances of the Client in the system will then share the same VAT Registration Number. 74 83 boolean Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident. 75 84 String Address of the client. 76 85 String Registered Country for client. 77 86 Integer Broker Dealer Accounting system (BDA) account number. 78 89 String Asset Class 79 90 String Asset Sub Class 80 91 String Reference field that can be used by user during trade management activities 81 92 String Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd- HH:mm:ss.fff. 82 93 String The time the reported trade was received on the trading system (system generated). yyyyMMdd- HH:mm:ss.fff. 83 94 Long Trade ID of original trade in case this tarde is created from a trade management activity. 84 95 String The time new trades are created or the time a trade management activity is accepted. 85 96 BigInteger The quantity moved to this trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 86 97 String The TM of the From trade. Will be different from the TM for assigns and tripartite. 87 98 String The Branch of the From trade. 88 99 String The CM of the From trade. 89 100 Long The account ID of the From trade 90 101 String Account Type of the From trade. References name to constant PositionAccountType. 91 102 String Account Sub Type of the From trade. References name to constant PositionAccountSubType. 92 103 String The owner of the account in the member structure. This is the ID of the lowest applicable level in the TM/Branch/Client member structure. Contains the Client ID for client accounts. 93 104 String The name of the to client for the From trade 94 105 String Type of client. Used mainly for surveillance when creating reports. 95 107 boolean True for Staff clients, for the From Trade. 96 108 boolean True for Beneficial Account clients, for the From Trade. 97 109 boolean True for professional clients, for the From Trade. 98 110 boolean True for Shariah clients, for the From Trade. 99 111 boolean Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident, for the From Trade. 100 112 Integer Broker Dealer Accounting system (BDA) account number, for the From trade 101 113 boolean True for Discretionary clients, for the From Trade. 102 114 String The long name of the CM. 103 115 String The long name of the TM. 104 116 String The long name of the Branch. 105 117 String The phone number of the Client 106 118 String External ID of the position account of the From trade. 107 119 String Trading user of the From trade 108 120 Integer Position reason of the From trade 109 121 String Member handling physical delivery 110 122 String Member handling physical delivery for the client. 111 123 BigInteger Option delta from the trading system. Valid for Options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 112 124 String Free text field carried from the trading system for off book trades. 113 125 String Free text field carried from the trading system for on and off book trades. 114 127 String Unique key for all trades generated from a single event. Will only be populated for strategy trades. 115 128 String Trade sub type used for trades. Trade resulted from query in history. 1 1 long Internal identifier for a trade created by the clearing system. Updates of a trade (if supported) should keep the same TradeId. Unique over time. 2 2 Long Used to preserve the original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer. For example when moving a trade this refers to the previous trade id. It works for moved/allocated trades as long as the new trade only consist of quantity from one trade. It does 3 3 Long If there has been multiple moves this points to the initial trade. 4 8 String Business date of the transaction according. The format is yyyy-MM-dd. 5 9 String The trade date of the trade. The format is yyyy-MM-dd. 6 10 Long Internal identifier for linking the trade to a deal. 7 11 String Reference to the deal id specified by the client. 8 12 String A optional reference set by the trading member to backtrack the trade to an order at the trading venue 9 14 BigInteger The original quantity on the trade, differs from LastQty if quantity has been moved from/to the trade after entering it This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 10 15 BigInteger The current active quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 11 16 BigInteger The current reserved quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 12 17 BigInteger The current remaining quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 13 18 BigInteger Price of the trade. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 14 19 BigInteger Price of the original trade. Needed for audit since price might be modified in trade management. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 15 20 String The currency of LastPx, either add it to the trade or take it from the instrument. 16 21 String Comma separated list of trade ids. 17 22 String Comma separated list of trade ids. 18 23 String Optional free text field from the reference of the original trade. 19 24 BigInteger Initial value of the trade (price*qty*contract size) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 20 25 String Trade time according to the clearing system. The format is yyyy-MM-ddTHH:mm:ss.SSS. 21 28 String Market of the trade. Internally set in case of trade management operations. 22 29 Integer Contains all different types of event reasons also for all trade management reasons. Can be used for billing and surveillance purpose. 23 30 boolean Side of trade (buy/sell) 24 31 String ID of the trader of this trade. For new trades caused by deal management it should be the id of the user doing the operation. In case of updating updating the trade (moving qty for example) the trader should remain as the original trader, i.e. this attribute should never be updated once created. The user from the position will state who caused the event, i.e. the user triggering the action. 25 33 String Human readable representation of the underlying instrument 26 34 BigInteger Size of contract This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 27 35 String Type of instrument according to system 28 36 String Currency of the instrument. 29 37 String Name of the market list 30 38 String Name of the market segment 31 39 String Name of the market 32 40 long Unique identifier of the account for trade. 33 42 String The type of account for the trade. References name to constant PositionAccountType. 34 43 String The sub type of account for the trade. References name to constant PositionAccountSubType. 35 44 String The clearing member for this trade 36 45 String The member who owns this trade 37 46 String Trading member branch if applicable 38 47 String Client ID if applicable 39 48 String If this is an option, it represents its type (call or put) 40 49 BigInteger The strike price of the instrument if it is an option. Null otherwise This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 41 50 String The expiry date of the instrument 42 51 String Common identifier code for derivative instruments 43 52 String Trading Id from the Trading System 44 53 String Trading Link Id from the Trading System 45 54 String For clients only - type of client. Information to surveillance. 46 55 Long For clients only - ID number. 47 56 String For clients only - Passport number. 48 57 String For clients only - Company registration number. 49 58 Boolean For clients only - Information to surveillance. 50 59 Boolean For clients only - Information to surveillance. 51 60 String The external instrument id. This is the JSE Master ID. 52 61 String Trade time according to the Trading system. The format is yyyy-MM-ddTHH:mm:ss.SSS. 53 62 String Client Name if applicable 54 63 String Trading Half Id from the Trading System 55 64 Boolean For clients only - Information to surveillance. 56 65 Boolean For clients only - Information to surveillance. 57 66 Boolean For clients only - Information to surveillance. 58 67 Boolean Aggressor from Trading System. 59 68 Integer Capacity from Trading System. 60 69 Long The On Book Quantity. One unit of the currency is expressed by DIVISOR.QTY. This field represents a decimal value. The value of the field is the decimal value multiplied by the constant DIVISOR.QTY. Example: The value "12.50" is represented as 12500000 in this field. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 61 70 Long The Off Book Quantity. One unit of the currency is expressed by DIVISOR.QTY. This field represents a decimal value. The value of the field is the decimal value multiplied by the constant DIVISOR.QTY. Example: The value "12.50" is represented as 12500000 in this field. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 62 71 String Trade Type from Trading System. 63 72 boolean Flag to indicate that the trade is marked for zero fee. 64 73 Long Rate added to base rate on a CFD to get the Funding rate. Numeric, positive or negative. The value "2.0%" is represented as 2000000 in this field. Mandatory if the type of the instrument is CFD. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 65 74 String ISIN code 66 75 String The user friendly name the tradable instrument. Is not unique. 67 76 String JSE Instrument Type. 68 77 boolean Inward Listed according to the South African Reserve Bank. 69 78 String The base rate name for a CFD. 70 79 String ID of the trader of this trade. Carried from the trading system. Also known as dealer.For new trades caused by deal management it should be the id of the user doing the operation. In case of updating updating the trade (moving qty for example) the trader should remain as the original trader, i.e. this attribute should never be updated once created. The user from the position will state who caused the event, i.e. the user triggering the action. 71 80 String External ID of the position account. CM/TM link table is used to find the right risk tree. 72 81 String The owner of the account in the member structure. This is the ID of the lowest applicable level in the TM/Branch/Client member structure. Contains the Client ID for client accounts. 73 82 String The VAT Registration number. If the same legal Client is using several TMs, each TM will manage their own instance of the Client. The different instances of the Client in the system will then share the same VAT Registration Number. 74 83 boolean Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident. 75 84 String Address of the client. 76 85 String Registered Country for client. 77 86 Integer Broker Dealer Accounting system (BDA) account number. 78 89 String Asset Class 79 90 String Asset Sub Class 80 91 String Reference field that can be used by user during trade management activities 81 92 String Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd- HH:mm:ss.fff. 82 93 String The time the reported trade was received on the trading system (system generated). yyyyMMdd- HH:mm:ss.fff. 83 94 Long Trade ID of original trade in case this tarde is created from a trade management activity. 84 95 String The time new trades are created or the time a trade management activity is accepted. 85 96 BigInteger The quantity moved to this trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 86 97 String The TM of the From trade. Will be different from the TM for assigns and tripartite. 87 98 String The Branch of the From trade. 88 99 String The CM of the From trade. 89 100 Long The account ID of the From trade 90 101 String Account Type of the From trade. References name to constant PositionAccountType. 91 102 String Account Sub Type of the From trade. References name to constant PositionAccountSubType. 92 103 String The owner of the account in the member structure. This is the ID of the lowest applicable level in the TM/Branch/Client member structure. Contains the Client ID for client accounts. 93 104 String The name of the to client for the From trade 94 105 String Type of client. Used mainly for surveillance when creating reports. 95 107 boolean True for Staff clients, for the From Trade. 96 108 boolean True for Beneficial Account clients, for the From Trade. 97 109 boolean True for professional clients, for the From Trade. 98 110 boolean True for Shariah clients, for the From Trade. 99 111 boolean Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident, for the From Trade. 100 112 Integer Broker Dealer Accounting system (BDA) account number, for the From trade 101 113 boolean True for Discretionary clients, for the From Trade. 102 114 String The long name of the CM. 103 115 String The long name of the TM. 104 116 String The long name of the Branch. 105 117 String The phone number of the Client 106 118 String External ID of the position account of the From trade. 107 119 String Trading user of the From trade 108 120 Integer Position reason of the From trade 109 121 String Member handling physical delivery 110 122 String Member handling physical delivery for the client. 111 123 BigInteger Option delta from the trading system. Valid for Options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 112 124 String Free text field carried from the trading system for off book trades. 113 125 String Free text field carried from the trading system for on and off book trades. 114 127 String Unique key for all trades generated from a single event. Will only be populated for strategy trades. 115 128 String Trade sub type used for trades. Trade resulted from query in history. 1 2 String Business date. Format is YYYY-MM-DD. 2 3 String Expiry date of the contract. Format is YYYY-MM-DD. 3 4 Long Mark-to-Market price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 5 Long Strike price of option contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 6 Long Volatility of the contract. MTM volatility for options. ATM volatility for futures that has options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 6 7 Long [] Risk array of the contract. 7 8 String The external instrument id. This is the JSE Master ID. 8 9 String Risk array generation time. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 9 10 String Price condition type. Risk array information for one contract. Sub-object in GetRiskArrayRsp. 1 2 String Business date. Format is YYYY-MM-DD. 2 3 String Expiry date of the contract. Format is YYYY-MM-DD. 3 4 Long Mark-to-Market price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 5 Long Strike price of option contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 6 Long Volatility of the contract. MTM volatility for options. ATM volatility for futures that has options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 6 7 Long [] Risk array of the contract. 7 8 String The external instrument id. This is the JSE Master ID. 8 9 String Risk array generation time. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 9 10 String Price condition type. Risk array information for one contract. Sub-object in GetRiskArrayRsp. 1 1 String The payment reference generated by the CSD. 2 2 String Strate code for the Client or Trading Member. 3 3 long Risk node ID, RTC internal ID. 4 4 Long The amount in ZAR that must be called for in cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 String The currency code for the amount field, according to ISO 4217. Normally ZAR. 6 6 Long The amount in 'settlementCurrency' that must be called for in cash collateral. If the settlementCurrency is not ZAR, this amount has been calculated by RTC using the most recent exchange rate. This field is set by RTC. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 String The currency used to settle this withdrawal. Is the preferred currency for the member/client or ZAR if preferred currency is not set. This field is set by RTC. 8 8 String Clearing Member ID. Set on outbound messages. 9 9 int The payment advice state 10 10 String Unique Id generated by the clearing system. 11 11 String The owner (member or client) of the risk node. Set on outgoing messages from RTC. An indication that the Clearing Member will deposit additional cash collateral. 1 1 String The payment reference generated by the CSD. 2 2 String Strate code for the Client or Trading Member. 3 3 long Risk node ID, RTC internal ID. 4 4 Long The amount in ZAR that must be called for in cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 String The currency code for the amount field, according to ISO 4217. Normally ZAR. 6 6 Long The amount in 'settlementCurrency' that must be called for in cash collateral. If the settlementCurrency is not ZAR, this amount has been calculated by RTC using the most recent exchange rate. This field is set by RTC. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 String The currency used to settle this withdrawal. Is the preferred currency for the member/client or ZAR if preferred currency is not set. This field is set by RTC. 8 8 String Clearing Member ID. Set on outbound messages. 9 9 int The payment advice state 10 10 String Unique Id generated by the clearing system. 11 11 String The owner (member or client) of the risk node. Set on outgoing messages from RTC. An indication that the Clearing Member will deposit additional cash collateral. 1 1 String The payment reference generated by the CSD. 2 2 String Strate code for the Client or Trading Member. 3 3 long Risk node ID, RTC internal ID. 4 4 Long The amount in ZAR that must be called for in cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 String The currency code for the amount field, according to ISO 4217. Normally ZAR. 6 6 Long The amount in 'settlementCurrency' that must be called for in cash collateral. If the settlementCurrency is not ZAR, this amount has been calculated by RTC using the most recent exchange rate. This field is set by RTC. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 String The currency used to settle this withdrawal. Is the preferred currency for the member/client or ZAR if preferred currency is not set. This field is set by RTC. 8 8 String Clearing Member ID. Set on outbound messages. 9 9 int The payment advice state 10 10 String Unique Id generated by the clearing system. 11 11 String The owner (member or client) of the risk node. Set on outgoing messages from RTC. An indication that the Clearing Member will deposit additional cash collateral. 1 1 long System generated unique ID. 2 2 String Settlement date. The format is yyyy-MM-dd. 3 3 String Message reference no. The reference is built out of 3 components 1. 76 (CM receives payment from JSE) or 77 (CM payments, JSE receives) 2. CM template (from member) 3. Settlement date E.g. 760210515, Merril Lynch receives payment on May 21, 2015 4 4 String JSE BIC. 5 5 String The receiving member account where the position effect should be booked due to this instruction. 6 6 String BIC code of the settlement bank of the paying member. Note that this can be the BIC of the settlement bank of JSE. 7 7 String Branch no of the sender (used for SWIFT). 8 8 String Account number that the receiving member has in the settlement bank. Note that this can be the account of the clearing house. 9 9 String The external account from which the amount should be moved. 10 10 String The sending member account where the position effect should be booked due to this instruction. 11 11 String BIC code of the settlement bank of the receiving member. Note that this can be the BIC of the settlement bank of JSE. 12 12 String Branch no of the receiver (used for swift). 13 13 String Account number that the receiving member has in the settlement bank. Note that this can be the account of the clearing house. 14 14 String The external account to which the amount should be moved. 15 15 long The amount to move. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 16 long The sum of reported settled amounts that are waiting for confirmation on a position update. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 17 17 long The sum of reported settled amounts that have been matched to this instruction. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 18 18 String Currency in which the amount is settled. The currency code according to ISO 4217. 19 19 String 20 20 long Refers to the parent settlement run. Settlement instructions suitable to pass on to the settlement systems. The settlement instructions in RTC will be in state PENDING until settlement has been confirmed. 1 1 long System generated unique ID. 2 2 String Settlement date. The format is yyyy-MM-dd. 3 3 String Message reference no. The reference is built out of 3 components 1. 76 (CM receives payment from JSE) or 77 (CM payments, JSE receives) 2. CM template (from member) 3. Settlement date E.g. 760210515, Merril Lynch receives payment on May 21, 2015 4 4 String JSE BIC. 5 5 String The receiving member account where the position effect should be booked due to this instruction. 6 6 String BIC code of the settlement bank of the paying member. Note that this can be the BIC of the settlement bank of JSE. 7 7 String Branch no of the sender (used for SWIFT). 8 8 String Account number that the receiving member has in the settlement bank. Note that this can be the account of the clearing house. 9 9 String The external account from which the amount should be moved. 10 10 String The sending member account where the position effect should be booked due to this instruction. 11 11 String BIC code of the settlement bank of the receiving member. Note that this can be the BIC of the settlement bank of JSE. 12 12 String Branch no of the receiver (used for swift). 13 13 String Account number that the receiving member has in the settlement bank. Note that this can be the account of the clearing house. 14 14 String The external account to which the amount should be moved. 15 15 long The amount to move. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 16 long The sum of reported settled amounts that are waiting for confirmation on a position update. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 17 17 long The sum of reported settled amounts that have been matched to this instruction. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 18 18 String Currency in which the amount is settled. The currency code according to ISO 4217. 19 19 String 20 20 long Refers to the parent settlement run. Settlement instructions suitable to pass on to the settlement systems. The settlement instructions in RTC will be in state PENDING until settlement has been confirmed. 1 1 String Value date, format YYYY-MM-DD. 2 2 String The client ID / TM House. 3 3 String The ID of the Trading Member. 4 4 String The ID of the Clearing Member. 5 5 long Amount in ZAR that can be covered with FX. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 6 6 String Valued Currency. Amount in ZAR per entity that can be covered with FX collateral. Returned as an array in GetRequestsForFXCollateralRsp. 1 1 String Value date, format YYYY-MM-DD. 2 2 String The client ID / TM House. 3 3 String The ID of the Trading Member. 4 4 String The ID of the Clearing Member. 5 5 long Amount in ZAR that can be covered with FX. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 6 6 String Valued Currency. Amount in ZAR per entity that can be covered with FX collateral. Returned as an array in GetRequestsForFXCollateralRsp. 1 1 String The ex-date for the dividend. 2 2 String The LDT date for the dividend. 3 3 String The settlement date for the dividend payment. 4 4 String The external instrument id. This is the JSE Master ID. 5 5 String Common identifier code for derivative instruments 6 6 Long The present value factor (DivPV) for this dividend. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 Long The forward value factor (DivFV) for this dividend. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 8 8 Long The dividend amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 9 9 String Currency of the dividend amount. 10 10 String Time stamp when the dividend calculation was started. The dividend factors used for calculating settlement amounts for dividends. 1 1 String The ex-date for the dividend. 2 2 String The LDT date for the dividend. 3 3 String The settlement date for the dividend payment. 4 4 String The external instrument id. This is the JSE Master ID. 5 5 String Common identifier code for derivative instruments 6 6 Long The present value factor (DivPV) for this dividend. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 Long The forward value factor (DivFV) for this dividend. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 8 8 Long The dividend amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 9 9 String Currency of the dividend amount. 10 10 String Time stamp when the dividend calculation was started. The dividend factors used for calculating settlement amounts for dividends. 1 2 long Amount of allowed FX in ZAR. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 2 3 long Amount of available Collateral FX Currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 4 String Available Currency. The alphabetic currency code according to ISO 4217. 4 5 long Valuation price of FX Currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. FX Collateral input. 1 1 long The resulting posted collateral quantity per FX. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 2 2 long The resulting posted collateral value in ZAR per FX, after haircut. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 3 String Available Currency. The alphabetic currency code according to ISO 4217. 4 4 String Description of status of the transaction. Status of requested registration of FX collateral. 1 1 String ID of the currency. ISO 4217 alphabetic code. 2 2 Long Interest rate for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Keeps information about interest rate for a currency 1 1 String ID of the currency. ISO 4217 alphabetic code. 2 2 Long Interest rate for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Keeps information about interest rate for a currency 1 1 String ID of clearing member or trading member. 2 2 long Total Initial margin for TM house and clients accumulated to the Trading member. Always a positive value. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 3 Long Total additional margin for TM house and clients accumulated to the Trading member. Always a positive value. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 4 long Total Variation margin for TM house and clients. Negative if the total net is a loss. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 Long Sum of all Dividends for dividend neutral contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 6 6 Long Sum of Interest on CFD contracts. CM balance 1 information for the CM or one of its cleared TM members. 1 1 String ID of clearing member or trading member. 2 3 Long Total commission for the specified member ID. A negative number means that the member will pay the amount for commissions. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 4 Long Total net booking fee, including VAT, for the specified member ID. A negative number means that the member will pay the amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 5 Long Total net Fees in respect of initial margin covered with non-cash collateral, for the specified member ID. A negative number means that the member will pay the amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 6 Long Total net clearing fee, including VAT, for the specified member ID. A negative number means that the member will pay the amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 6 7 Long Total net reserved, for the specified member ID. A negative number means that the member will pay the amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. CM balance 2 information for the CM or one of its cleared TM members. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 String (100) Authorized dealer for foreign currency or settlement bank for ZAR. 8 9 String (100) The code of the branch within the authorized dealer or settlement bank. 9 10 String (100) Swift BIC code. 10 11 String (100) ID of account within the auhorized dealer or settlement bank. 11 12 Long RTC internal Cash Account ID. Set at creation by RTC. 12 13 String (3) The account is valid for this currency. 13 14 String (128) Specifies the parent Participant Unit. 14 15 boolean Flag is set from member, is set to true for non resident members. A member or client can have zero or more than one cash account defined, but not more than one per currency. 1 1 Long The total ZAR Collateral Cash registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 2 2 Long The total ZAR Collateral Cash registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 3 Long The total Collateral Security registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 4 Long The total Collateral Security registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 Long The total overall IM Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash 6 6 Long The total overall IM Securities movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as totalMember_Sec_Movement. This value is Positive if the current Collateral Securities exceeds the previous Collateral Securities; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 Long Total variation margin for all clients of a trading member and clients of the trading member's branches. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 8 8 Long Total additional margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 9 9 Long The interest calculated from CFDs. ((base rate + interest spread) X nominal). A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 10 10 Long This is calculated from the dividend neutrals journal transactions. A Positive value interprets as money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 11 11 Long Total booking fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 12 12 Long Total VAT for booking fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 13 13 Long Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 14 14 Long Previous Business Day Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 15 15 Long Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 16 FxDailyAccountSummaryDetails [] The daily account summary details for FX currencies. 17 17 Long The total FX Collateral Cash registered (in ZAR value) for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 18 18 Long The total FX Collateral Cash registered (in ZAR value) for 19 19 Long Additional Margin Movements (from yesterday). This value can be Positive if the current AM exceeds the previous AM; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 20 20 Long The total ZAR Collateral Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash Collateral = Total Cash movement. This value is calculated the same way as initialMarginMovementCash. This value is positive if the current cash collateral exceeds the previous cash collateral and negative if it is the other way around. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 21 21 Long The total FX Collateral Cash registered (in ZAR value) Movement. This value is positive if the current FX collateral exceeds the previous FX collateral and negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 22 22 Long The total Collateral Security movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as initialMarginMovementCash. This value is Positive if the current securities collateral exceeds the previous securities collateral; negative if it is the other way around. 23 23 Long Sum of all ZAR movements for the Member: Net Amount from other system + Member Cash Collateral Movement + Clients Cash Collateral Movement + Member VM + Clients VM + Net Booking Fees including VAT + Risk Fees including VAT + Commissions + Funding interest + Dividend payment + Interest amount on Cash Collateral. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 24 24 Long Sum of all commissions with status New. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 25 25 Long Total Fees in respect of initial margin covered with non-cash collateral excluding VAT. A Positive value means the money being paid by the Client to the CH and A Negative value means the money being paid by the CH to the Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 26 26 Long Total VAT for Fees in respect of initial margin covered with non-cash collateral.. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 27 27 Long Market Value of the positions in security collateral in ZAR (market value of the security collateral position). This value will always be Positive 28 31 Long Total clearing fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 29 32 Long Total VAT for clearing fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 30 33 Long Reserved1 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 31 34 Long Reserved2 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Object to hold aggregated account summary details. 1 1 Long The total ZAR Collateral Cash registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 2 2 Long The total ZAR Collateral Cash registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 3 Long The total Collateral Security registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 4 Long The total Collateral Security registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 Long The total overall IM Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash 6 6 Long The total overall IM Securities movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as totalMember_Sec_Movement. This value is Positive if the current Collateral Securities exceeds the previous Collateral Securities; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 Long Total variation margin for all clients of a trading member and clients of the trading member's branches. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 8 8 Long Total additional margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 9 9 Long The interest calculated from CFDs. ((base rate + interest spread) X nominal). A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 10 10 Long This is calculated from the dividend neutrals journal transactions. A Positive value interprets as money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 11 11 Long Total booking fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 12 12 Long Total VAT for booking fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 13 13 Long Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 14 14 Long Previous Business Day Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 15 15 Long Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 16 FxDailyAccountSummaryDetails [] The daily account summary details for FX currencies. 17 17 Long The total FX Collateral Cash registered (in ZAR value) for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 18 18 Long The total FX Collateral Cash registered (in ZAR value) for 19 19 Long Additional Margin Movements (from yesterday). This value can be Positive if the current AM exceeds the previous AM; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 20 20 Long The total ZAR Collateral Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash Collateral = Total Cash movement. This value is calculated the same way as initialMarginMovementCash. This value is positive if the current cash collateral exceeds the previous cash collateral and negative if it is the other way around. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 21 21 Long The total FX Collateral Cash registered (in ZAR value) Movement. This value is positive if the current FX collateral exceeds the previous FX collateral and negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 22 22 Long The total Collateral Security movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as initialMarginMovementCash. This value is Positive if the current securities collateral exceeds the previous securities collateral; negative if it is the other way around. 23 23 Long Sum of all ZAR movements for the Member: Net Amount from other system + Member Cash Collateral Movement + Clients Cash Collateral Movement + Member VM + Clients VM + Net Booking Fees including VAT + Risk Fees including VAT + Commissions + Funding interest + Dividend payment + Interest amount on Cash Collateral. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 24 24 Long Sum of all commissions with status New. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 25 25 Long Total Fees in respect of initial margin covered with non-cash collateral excluding VAT. A Positive value means the money being paid by the Client to the CH and A Negative value means the money being paid by the CH to the Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 26 26 Long Total VAT for Fees in respect of initial margin covered with non-cash collateral.. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 27 27 Long Market Value of the positions in security collateral in ZAR (market value of the security collateral position). This value will always be Positive 28 31 Long Total clearing fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 29 32 Long Total VAT for clearing fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 30 33 Long Reserved1 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 31 34 Long Reserved2 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Object to hold aggregated account summary details. 1 1 Long The total ZAR Collateral Cash registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 2 2 Long The total ZAR Collateral Cash registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 3 3 Long The total Collateral Security registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 4 Long The total Collateral Security registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 5 Long The total overall IM Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash 6 6 Long The total overall IM Securities movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as totalMember_Sec_Movement. This value is Positive if the current Collateral Securities exceeds the previous Collateral Securities; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 7 Long Total variation margin for all clients of a trading member and clients of the trading member's branches. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 8 8 Long Total additional margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 9 9 Long The interest calculated from CFDs. ((base rate + interest spread) X nominal). A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 10 10 Long This is calculated from the dividend neutrals journal transactions. A Positive value interprets as money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 11 11 Long Total booking fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 12 12 Long Total VAT for booking fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 13 13 Long Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 14 14 Long Previous Business Day Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 15 15 Long Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 16 FxDailyAccountSummaryDetails [] The daily account summary details for FX currencies. 17 17 Long The total FX Collateral Cash registered (in ZAR value) for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 18 18 Long The total FX Collateral Cash registered (in ZAR value) for 19 19 Long Additional Margin Movements (from yesterday). This value can be Positive if the current AM exceeds the previous AM; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 20 20 Long The total ZAR Collateral Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash Collateral = Total Cash movement. This value is calculated the same way as initialMarginMovementCash. This value is positive if the current cash collateral exceeds the previous cash collateral and negative if it is the other way around. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 21 21 Long The total FX Collateral Cash registered (in ZAR value) Movement. This value is positive if the current FX collateral exceeds the previous FX collateral and negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 22 22 Long The total Collateral Security movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as initialMarginMovementCash. This value is Positive if the current securities collateral exceeds the previous securities collateral; negative if it is the other way around. 23 23 Long Sum of all ZAR movements for the Member: Net Amount from other system + Member Cash Collateral Movement + Clients Cash Collateral Movement + Member VM + Clients VM + Net Booking Fees including VAT + Risk Fees including VAT + Commissions + Funding interest + Dividend payment + Interest amount on Cash Collateral. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 24 24 Long Sum of all commissions with status New. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 25 25 Long Total Fees in respect of initial margin covered with non-cash collateral excluding VAT. A Positive value means the money being paid by the Client to the CH and A Negative value means the money being paid by the CH to the Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 26 26 Long Total VAT for Fees in respect of initial margin covered with non-cash collateral.. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 27 27 Long Market Value of the positions in security collateral in ZAR (market value of the security collateral position). This value will always be Positive 28 31 Long Total clearing fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 29 32 Long Total VAT for clearing fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 30 33 Long Reserved1 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 31 34 Long Reserved2 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Object to hold aggregated account summary details. 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 5 long This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data. A response to be used as super class for all responses from CD. 1 1 boolean The possible duplicate flag 2 12 String The id of the user's member (firm). Required because usernames are only unique within a member firm. 3 13 String The identification of the user (username). 4 14 String The user's old password, used for authentication. 5 15 String The new password to be set. A request to change the current password. The user does not have to be logged in order to change the password. This request will normally return a response of type CdResponse. 1 6 int Broadcast Flow requested. 2 7 int Request sequence number for this subscription group. Get sequence numbers for broadcast flows. This request will normally return a response of type GetSequenceNumbersRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 6 long Latest sequence number for the requested broadcast flow and subscription group. 4 7 int Broadcast Flow. 5 8 int Subscription group. Response to a GetSequenceNumbersReq request. 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 5 String The message reference from the corresponding RequestMessage. General response for request messages that don't have a defined response. It may also be used when a fatal error occurs before or during the normal response handling on the server. 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 5 String Generic single string reply General response for request messages that dont't have a defined response. 1 1 int The overall status 2 2 String Complementary text for extra context-dependent info 3 3 int [] Subcodes 4 4 Integer If this message is the result of a snapshot/subscribe operation on a flow then this field contains the flow id. 5 5 Long Not used in this configuration of RTC. 6 6 Integer Identifying group of instruments in a current value response if applicable, otherwise zero 7 10008 Long Number of items published in snapshot Message ending a snapshot response 1 2 String User supplied data. The data is returned in the response. Heartbeat sent to gateway in order to verify a connection This request will normally return a response of type TaxHeartbeatRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 5 String Generic single string reply 5 6 String Current central system time. The format is "yyyy-MM-ddTHH:mm:ss.SSS". Example: 2009-07-16T19:20:30.045 6 7 String User-supplied data from the request Response returned from gateway 1 2 String User's member firm 2 3 String Mandatory user id. The user must belong to the member. 3 4 String User's password 4 5 Long Ticket received at pre-login 5 6 Integer Possible duplicate session id. If two sessions (that is, users) have the same possDupSessId it means that an unacknowledged request on one of the sessions can be resent on the other with the possDup 6 7 int EMAPI major version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version. 7 8 int EMAPI minor version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version. 8 9 int EMAPI micro version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version. Request to the gateway to log in a member/user This request will normally return a response of type TaxLogonRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 5 String Generic single string reply 5 6 Boolean Indicates whether the login was successful or not. 6 7 int Login specific status code. 7 8 Boolean Indicates whether this system is a test system or not. 8 9 String The name of the system. 9 10 Integer The interval (in seconds) between partition heartbeats sent from the system. Partition heartbeats are sent out as Heartbeat events. 10 11 Integer The interval (in seconds) between which clients are expected to send in heartbeats. The client should use the TaxHeartbeatReq message to send in heartbeats. 11 12 Integer The maximum number of heartbeats to lose before the connection can be considered to be down. Sent from the gateway to the client as a response to TaxLogonReq. 1 2 int No fields defind in JSE spec for TaxLogoutReq Request from client to gateway in end a session. A simple response is sent as response. This request will normally return a response of type SimpleRsp . 1 2 int Subscription handle (subscription identifier) identifying the subscription request to be removed. The handle is received in the response when setting up the subscription. Removes an active subscription. A SimpleRsp is sent as response for this request. This request will normally return a response of type SimpleRsp . 1 1 int The subscription group the data is for. The identifier is always set to zero for global flows. 2 2 Long When requesting a replay, the trading system may not deliver the full sequence in the first call. The application may need to issue multiple additional requests for retrieving all data. The field "nextSequence" indicates if all data has been retrieved. If so, the field is NULL. Otherwise, the field indicates the sequence number to be used when requesting the next/following batch of replay data. 3 3 int EMAPI status code telling if the replay was successful or not. 4 4 String Status text associated with the EMAPI status code returned. 5 5 int Not used in this configuration of RTC. 6 6 int The flow the data is for. Framing message indicating the end of requested replay data. The TaxReplayEndEvent indicates the end of a replay sequence. 1 2 int Specifies the logical stream of information of a certain type. 2 3 Integer The subscription group on the subscribed flow. 3 4 long The sequence number from which messages should be recovered for the specified subscription group and flow. 4 6 String Optional attribute defining the member for which the replay is to be applied for. Used for on-behalf-of replay. Note that the user requesting replay for another member must be authorized to do so. If this attribute is left empty, the logged in user's member is used. 5 7 long The sequence number up to which messages should be recovered for the specified subscription group and flow. The value for this attribute could be derived from the TaxSnapshotSubscribeRsp. 6 8 int The type of replay request. 7 10009 Integer Not used in this configuration of RTC. Request message sent to the RTC system to recover a sequence of messages published earlier. The replay request will recover earlier published messages on a replayable flow. The response back is a simple response indicating whatever the request was successfully queued to the RTC system. The actual replay data is delivered as unsolicited events, framed by TaxReplayStartEvent and TaxReplayEndEvent messages. This request will normally return a response of type TaxReplayRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 5 String Generic single string reply 5 6 int Subscription handle identifying the subscription request. The handle is used when removing the subscription. Response message sent back for a previously-submitted TaxReplayReq. The TaxReplayRsp response will not contain the actual data being requested. The response data is delivered to the application asynchronously. 1 1 int The subscription group the data is for. 2 2 int The broadcast flow for the start event. Framing message indicating the start sequence of requested replay data. When issuing a replay request, the replay data is delivered as unsolicited messages. The TaxReplayStartEvent indicates the start of a replay sequence. 1 1 int Session status Unsolicited message indicating session status. 1 2 String Not used in this configuration of RTC. 2 3 String Not used in this configuration of RTC. 3 4 int Type of subscription request 4 5 int Data flow being requested 5 6 int Selection key, identifying the data being subscribed to. In many cases, this is the subscription group. 6 7 long Not used in this configuration of RTC. 7 8 Long Not used in this configuration of RTC. Request to retrieve information and/or activate subscription of future updates of the information specified This request will normally return a response of type TaxSnapshotSubscribeRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 5 String Generic single string reply 5 6 int Subscription handle identifying the subscription request. The handle is used when removing the subscription. 6 7 Long Not used in this configuration of RTC. Response to a subscription request (TaxSnapshotSubscribeReq). 1 1 Integer Group of instruments in current value response if applicable, otherwise zero. 2 2 int The broadcast flow for the start event Message preceding a snapshot response 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 String The id for the Access Group. 8 9 String Specifies the parent Participant Unit. 9 10 String The clearing member for the Access group. 10 11 int The subscription group for the Access group. This object defines an access Group. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (32) A calendar date in standard format: YYYY-MM-DD. 8 8 Integer The type of this date, for example 'closed'. 9 10 String (128) The "identity" of this date. This field may be used for specifying a calendar date that is specific for an exchange/country etc. The id here is (may be) referenced from the orderbook parameters block. 10 12 String (255) The display name for this date, Midsummer for example. 11 13 Boolean Indicate if a date is a valid trading business date or not. A calendar date of a certain type. 1 1 boolean The possible duplicate flag 2 28 CashAccount The cash account to add Request to add a Cash Account This request will normally return a response of type CdResponse . 1 1 boolean The possible duplicate flag 2 28 CashAccount The cash account to update Request to update a Cash Account. The cash account is identified by either (1) the internalCashAccountId, or (2) the combination of participantUnitId and currency. This request will normally return a response of type CdResponse . 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 String (100) Uniquely identifies each Class Spread Group. 8 9 Integer The ID of the SSG that the CSG belongs to, if any. 9 11 Long The SSMR for the CSG within the SSG. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. Class Spread Group. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The id for the Clearing Member Link. 8 9 String Specifies the parent Participant Unit. 9 10 String (100) The Trading Member ID. 10 11 String The Clearing Member ID. 11 12 String The Market ID. 12 16 String The effective date from which the link shall be used for capture of incoming trades. The format is yyyy-mm-dd. This object defines a link from Trading Member to Clearing Member. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The id of the collateral account. 8 10 Long Specifies the parent risk calculation node. 9 13 Boolean If set to true, this object has been disabled. 10 14 String The access group for the Collateral Account. 11 16 String (100) The name for the Collateral Account. 12 19 String (128) The clearing member for the Collateral Account. 13 20 String (128) The owner of the account in the member structure. Represents a collateral account. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null 7 8 String (100) Id of the Corporate Action. CA Serial no in MDS. 8 9 String (5) Type of the Corporate Action. One of CI,CM,CO,CP,CR,CV,IS,NC,RT,SC,SD,TE,UB. Note that the CA type is only used for information purpose in RTC and is not validated. 9 10 Long Factor to use to adjust positions. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 10 11 String (100) Master ID of the TI on which the CA is taking place. The positions on this TI will be closed. 11 12 String (100) Master ID of the new TI for the new position. New positions will be created on this TI. If missing, settlement positions will be created instead. 12 13 String (10) Corporate actions are applied at EOD on the last business day before the effective date. Format is YYYY-MM-DD. 13 14 String (10) Last Day Traded. Format is YYYY-MM-DD. 14 15 Long Price to use when positions should be closed out. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 15 16 int to know the status of the corporate action. 16 17 String to know the status of the corporate action. 17 18 String (100) Update timestamp, set by RTC. A Corporate Action task definition. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (16) The id (country code) of the Country. Use ISO 3166 ISO 2- alpha codes. 8 8 String (128) The name of the Country 9 9 String (3) The currency code according to ISO 4217. 10 10 Integer (32) Timezone offset from UTC/GMT in minutes (positive value for countries east of Greenwich) Holds basic information on a country, such as currency, time zone and holidays. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (3) The standard currency id according to ISO 4217. SEK, USD, GPB etc 8 8 String (64) The full name of the currency. Example: South African Rand 9 10010 long ISO Currency Numeric Code, for example 710 for ZAR. 10 10012 Integer Number of decimals used for notional in the currency. Only allowed to be set to 2. 11 10013 String ID of the calendar to be used for finding settlement days This object represent a Currency. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Integer The id, will only exist one record since only one state can be current. 8 9 String Current state in RTC. 9 10 String The business the state is set, in format YYYY-MM-DD. 10 11 Integer Current scheduler state in RTC. 11 12 String Reason for rerunning End of Day, only set when scheduler state is RERUN. This object holds a RTC System State. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The internal curve Id for RTC. 8 9 String (100) The external curve Id received from Master reference data system. 9 10 String (128) User friendly name of the curve. 10 11 Boolean If true, RTC is responsible to prepare the curve. 11 12 int Number of decimals used. 12 13 String (100) BootStrapping method. 13 14 String (100) Day count convention. 14 15 String (100) Interpolation method. 15 16 String (100) Extrapolation method. 16 20 String (100) xAxis unit. 17 21 String (100) yAxis unit. 18 22 Integer Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. 19 23 String (100) Interest rate convention for the interest rate produced. A curve, y axis dependent on x axis, y = f(x). 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The internal curve Constituent Id for RTC. 8 9 Long Specifies the Curve that this CurveConstituent belongs to. 9 11 String Instrument Id (JSE Master ID) for the deposit, FRA or Swap. Instruments to build the curve. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The internal Deposit ID for RTC. 8 9 String (100) The external Deposit Id received from Master reference data system. 9 10 String (128) User friendly name of the Deposit. 10 12 String Day count convention. 11 16 String Compounding convention. 12 17 String Calendar used for holidays. 13 18 String Day count convention. 14 19 String (100) Period type for tenor. For instance M in 3M. 15 20 int Tenor period. For instance 3 in 3M. 16 21 String Rolls on convention. 17 22 Integer Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. Deposit instrument. Used as curve constituents. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 String (128) External instrument master ID for the currency pair. 8 10 String (3) The second currency in the currency pair. Normally ZAR. 9 11 String (3) The first currency in the currency pair, i.e. normal the collateral currency (when using EUR, GBP and USD). 10 12 Long Haircut percent on the exchange rate. Support for four decimals. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 11 13 Long Maximum allowed amount for the currency allowed as collateral. The amount is defined in ZAR before the haircut is applied.. 12 14 Integer When a client has several Nostro accounts (cash accounts in foreign CCY) and there is a doubt which currency to use, they are used in prio order. FX collateral with the highest priority is used first. The lowest number has got the highest priority. Must be unique. Currency eligible for FX collateral. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 String (255) External instrument master ID. 8 10 String (255) ISIN of the instrument. 9 11 String (255) Alpha Code of the instrument. 10 12 Long Percentage that is subtracted from the portfolio value of an asset that is being used as collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 11 13 Long Maximum allowed value allowed to pledge as collateral for this ISIN per risk node and before haircut is applied. Security instrument eligible for collateral. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The internal FRA Id for RTC. 8 9 String (100) The external FRA Id received from Master reference data system. 9 10 String (128) User friendly name of the FRA. 10 12 String (100) Day count convention. 11 18 String (100) Compounding convention. 12 20 String (100) Calendar used for holidays. 13 21 String (100) Day count convention. 14 23 String (100) Rolls on convention. 15 24 String (100) Tenor period type. Example M in 3M. 16 25 int Tenor length. Example 3 in 3M. 17 26 String (100) Reset lag. 18 27 int Reset lag. 19 28 Integer Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. A Forward Rate Agreement instrument. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (128) A unique instrument identifier. May be an ISIN, CUSIP or symbol name. The InternalID is created using the InstrumentID and InstrumentIdType fields. Example: SE0000108656_ISIN 8 8 String (128) This is a reference to the parent instrument, if any. A parent instrument is typically an underlying instrument when trading derivatives. Shall be set to null if this instrument is a "root" instrument. 9 9 Boolean The state of this item. 10 11 Integer Not used in this configuration of RTC. 11 12 String (64) The global identity of the instrument. The type of identifier (ISIN, CUSIP etc) is defined by the instrumentIdType attribute. 12 13 String (32) The type of the InstrumentId (ISIN, CUSIP etc) 13 14 String (64) Not used in this configuration of RTC. 14 15 String (32) Not used in this configuration of RTC. 15 16 String (32) The type of instrument (equity, warrant, future etc). 16 17 String (64) The short display name for the instrument, ERICB for example. 17 18 String (255) The complete instrument name, Ericsson B for example. 18 19 String (255) The issuer of the instrument 19 20 String (128) The financial sector to which the instrument belong 20 21 String (32) A unique id that defines market/market that is to be considered primary for the instrument, XLON, XSSE for example.) 21 22 Long Not used in this configuration of RTC. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 22 23 String (3) Not used in this configuration of RTC. 23 27 String (10) The first date the instrument is valid. The format is yyyy-MM-dd. 24 28 String (10) The last date the instrument is valid. The format is yyyy-MM-dd. 25 30 String (256) A list of other markets'/exchanges' ID of this instrument in the format: market1:id1,market2:id2,... 26 10047 Integer The instrument partition for the Position Manager server. 27 10048 Long The RTC internal ID for the underlying product. The Instrument holds basic background information, such as instrument id, type and (optionally) primary market for an instrument. Since an instrument can be traded in different currencies and visibility (normal, dark etc), the instrument has a set of child objects called TradableInstrument in which the actual trading takes place. An Instrument may reference another Instrument using the ""parentInternalId"" attribute. The parentInternalId is typically used by warrants or options to reference the underlying instrument. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The internal IRS Id for RTC. 8 9 String (100) The external IRS Id received from Master reference data system. 9 10 String (128) User friendly name of the IRS. 10 12 String (100) Rolls on convention. 11 13 String (100) Day count convention. 12 19 String (100) Compounding convention. 13 21 String (100) Calendar used for holidays. 14 22 String (100) Day count convention. 15 24 String (100) Tenor period type. Example M in 3M. 16 25 int Tenor length. Example 3 in 3M. 17 26 String (100) Reset lag period. Example M in 3M. 18 27 int Reset lag length. Example 3 in 3M. 19 28 Integer Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. A Interest rate swap instrument. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (64) A system-unique identifier of the Market. May only contain characters a-z, A-Z, 0-9, "_", "-", "+" and ".". 8 8 Boolean The state of this item. 9 9 Integer A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. 10 10 String (255) The name of the Market. 11 11 String (16) The country code for this market. 12 12 String (256) A reference to a market specific internet site. 13 19 String (10) The first date the market is valid. The format is yyyy-MM-dd. 14 10021 Long JSPAN attribute. The lookback period used to get historical prices. For example, 90 to use the last 90 days prices. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 15 10023 Long JSPAN attribute. The volatility lookback period used when calculating volatilities. 16 10026 Long JSPAN attribute. The maximum amount volatility may be scaled up. This should be a number between 1 and 2. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 17 10027 Long JSPAN attribute. The maximum amount volatility may be scaled down. This should be a number between 0 and 1. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 18 10028 Long JSPAN attribute. A percentile stored as a decimal, e.g. 0.975 for 97.5%. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 19 10030 Long Number of days to compare price and volatility move for. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 20 10031 String (12) The end time for option exercise on the expiration date. Must be in the format HH:MM:SS. 21 10032 Integer Allocation model for options, eg Pro-rata or Random. 22 10033 Long Daily Maximum Participation Factor for Liquidation Period add-on. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 23 10034 Long Used in the Liquidation Period Add-on calculation. Number of days it will take the JSE to confirm default before it starts to close out positions. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 24 10035 Integer Number of decimals for volatility calculated by RTC. Defines a market. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (128) The internal (unique) id of the MarketList. Set by RTC. 8 8 Boolean The state of this item. 9 9 Integer A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. 10 10 String (128) The display id of the MarketList. Must be unique within the Market. May only contain characters: a-z, A-Z, 0-9, "_", "-", "+" and ".". 11 11 String (255) This is the name of this Market 12 12 String (128) The parent market id (EMAPI). 13 20 String (10) The first date the market list is valid. The format is yyyy-MM- dd. The MarketList is a child object of a Market. The purpose of the MarketList is mainly to organize the different instruments on a market into separate lists. The actual interpretation of the MarketList is customer specific. Operations such as halt and enable/disable performed on a MarketList will affect all Segments and TradableInstruments within the MarketList. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (64) The public ID of the participant. This id has to be unique. 8 8 String (128) Complete name of the member firm 9 10 String (255) Company postal address. 10 11 String (64) Company phone number. 11 12 String (64) Company fax address. 12 13 String (128) Name of contact person in compliance matters 13 14 String (64) Phone number to the compliance contact person 14 15 String (128) Mail address to the compliance contact person 15 16 String (128) Matching/BackOffice contact person 16 17 String (64) Phone number to the Matching/BackOffice contact person 17 18 String (128) Mail address to Matching/BackOffice contact person 18 19 Boolean Set to true if this member has been disabled. 19 26 String (255) The parent member, for example the parent of a trading member branch or a client. 20 30 Integer The type of member. N.B. in the documentation member type is also known as Participant type. 21 33 String (10) The date from which the member is valid. The format is yyyy-MM-dd 22 34 String (256) A list of other markets'/exchanges' ID of this member in the format: market1:memberid1,market2:memberid2,... "maket1" is assumed to be a market defined in the "local" system and is automatically converted to uppercase, since this is the conversion for market ids in the system. 23 39 String (255) A comma separated list of Member Ids for which this member may act on behalf of. 24 10043 Integer The type of this participant unit. 25 10046 Boolean Is Staff, true or false 26 10047 Boolean Is Beneficial, true or false 27 10048 Boolean Sub accounts are allowed, true or false 28 10049 String VAT registration number 29 10050 Integer Broker Deal Account number 30 10051 String Email 31 10052 String Country Code, e.g. ZA 32 10053 Boolean Is Non Resident is true if country for the client is not equal to ZA 33 10054 String MemberId of the nominated member, fulfilling physical settlement when the actual member is not in the Equities market. Otherwise, set to the member itself. 34 10055 String (100) Code of client or member at CSD. 35 10056 Boolean If RTC should expect net payment from the JSE integration layer for this member. Required for clearing members. 36 10057 String This is set for clearing members only, to indicate its own trading member. 37 10058 Boolean This field is mandatory for CMs. If true, RTC will expect system-to-system communication on size of FX collateral payments. 38 10059 String A comma-delimited list of market codes that the client is allowed to have trades and positions in. 39 10060 Boolean This field is mandatory for CMs. If true, RTC will expect the CM to send in a response to a balancing event. 40 10061 String For clients only - type of client. Information to surveillance. Required for all clients. 41 10062 Long For clients only - ID number. Required for local individual clients: Client Type = Individual AND isNonResident = FALSE 42 10063 String For clients only - Passport number. Required for foreign individual clients: Client Type = Individual AND isNonResident = TRUE 43 10064 String For clients only - Company registration number. Required for all company clients: Client Type = Company 44 10065 Boolean For clients only - Information to surveillance. Required for all clients. 45 10066 Boolean For clients only - Information to surveillance. Required for all clients. 46 10067 Boolean Is Discretionary, true or false 47 10068 String (3) Currency used for start of day collateral processing. Needs to be an eligible FX collateral currency (or ZAR, this will be the default though). 48 10069 String For TM branches only. Unique within a TM. Valid number is between 01 and 99. 49 10070 String (5) For CM only. Mandatory for CM. Number used when creating settlement instructions. This number is concatenated into the message reference no. This object represents a member firm and holds all basic member data such as id, full name, mail addresses and contact persons etc. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has 7 8 Long The internal id of the position Account. 8 9 String (10) The external id of the position account. The maximum lenght is 10 characters. House sub accounts are validated to be a maximum of 9 long. 9 11 Integer The type of this position account. 10 12 String The access group for the Position Account. 11 13 String The clearing member for the Position Account. 12 14 Long The risk node for the Position Account. 13 15 String Specifies the parent Participant Unit. 14 16 Boolean The state of this item. 15 17 Integer The sub type of this position account. Position account is used to keep actual clearing positions and settlement positions. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be 7 8 Long The id for the Risk Node. 8 9 Long Risk node Id of the parent. 9 10 String (100) The name for the Risk Node. 10 11 Boolean This is used to identify the default risk node for a member. 11 12 String The access group for the Risk Node. 12 13 String The clearing member for the Position Account. 13 14 String Specifies Participant Unit that this risk node belongs to. 14 15 Integer The account type for accounts connected to this risk node. 15 18 Boolean This is used to identify if the risk node is for clearing house. 16 19 Integer The minimum percentage of the collateral that must be in ZAR. 17 20 Long The risk limit after which alert is triggered. 18 21 Long Risk node Id of the house risk node of the parent. 19 22 Integer The AM percentage used to calculate additional margin. Risk node is the entity that defines the level for risk calculations. It has one or several accounts connected and form a tree structure with aggregated risk numbers on parent nodes. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 String The id of the RtcCalendar. 8 9 String Specifies which RtcCalendar to use for holidays and half- days . 9 10 String (128) The descriptive name for this calendar. 10 11 String (32) The default starting time for this calendar. Must be in the format HH:MM:SS. 11 12 String (128) The time zone for this calendar. 12 13 Boolean Set to true if Saturdays and Sundays are closed. Represents a calendar in the RTC system. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (128) The cache (unique) id of the Segment. The internalSegmentId field is assigned by the system. 8 8 Boolean The state of this item. 9 9 Integer A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. 10 10 String (128) The display id of the Segment. Must be unique within the parent MarketList. May only contain characters: a-z, A-Z, 0-9, "_", "-", "+" and ".". 11 11 String (128) The parent Market List ID. 12 12 String (255) The name of this Segment 13 22 String (10) The first date the segment is valid. The format is yyyy-MM-dd. A Segment is a grouping of TradableInstruments that share the same trading rules. Operations on a segment, such as halt and enable/disable affects all tradable instruments related to the segment. A Segment is a child objetc to MarketList. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Integer Uniquely identifies each Series Spread Group. 8 9 String Class Spread Group name. Series Spread Group. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The id for the Settlement Account. 8 9 String (100) The external id for the account. 9 10 String (100) The name for the Settlement Account. 10 11 Boolean If true, this account is a settlement account where positions are netted together before being sent to an external payment/delivery system. 11 12 Boolean If true, this is a Settlement Account for the Clearing House. 12 13 Boolean Defines whether the account is enabled. 13 14 String Links to participantUnit if the Settlement Account is not a Clearing House Settlement Account 14 15 Boolean If true, this is the default Settlement Account for the Clearing House. 15 17 String The access group for the Settlement Account. This object defines a settlement account. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 Integer The business id of the subscription group. 8 8 String (255) A text description of the set of order books contained in the group. 9 9 Integer The partition this subscription group belong to. 10 10012 String The account access group. The subscription group is used to filter objects on broadcast flows. When a subscription is set up for a subscription group the system controls the user access rights for that access group. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 Long The internal surface Id for RTC. 8 9 String (100) The external surface Id received from Master reference data system. 9 10 String (128) User friendly name of the surface. 10 11 String Day count convention. 11 12 String Interpolation method. 12 13 String Extrapolation method. 13 19 String xAxis unit. 14 20 String yAxis unit. 15 21 String zAxis unit. 16 22 Integer Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. A surface. Three axis, z dependent on x and y, z = f(x, y). 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 7 String (192) The internal id of the TradableInstrument. This id is unique within the system and is created from the fields parentInternalId, market, currency and visibility. 8 8 String (192) The internal id of the parent Instrument. (The instrumentId and the instrumentIdType of the parent Instrument). 9 9 String (198) A "cache" segment reference to which this tradable instrument belongs. Assigned by the server when the TradableInstrument is created. Validated against Market/MarketList/Segment attributes when updating a TradableInstrument. 10 10 Boolean The state of this item. 11 12 Integer A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. 12 13 String (64) The tradable instrument id. Typically an ISIN, CUSIP or symbol name. This is the JSE Master ID. 13 14 String (32) The type of the TradableInstrumentId (ISIN, CUSIP etc) 14 15 String (3) The currency code according to ISO 4217 15 16 String (255) Display name of this tradable instrument. 16 17 String (128) The market where this tradable instrument is traded. This field refers to a Market object's marketId field. 17 18 String (128) The market list where this instrument is traded, reflecting a MarketList object's marketListId field. The market list must belong to the market specified by the marketId field. 18 19 String (128) The segment where this instrument is traded, reflecting a Segment object's segmentId field. The segment specified must belong to the market stated in the marketId field and belong to the market list stated by the marketListId field. 19 27 Integer The id of the subscription group to which this tradable instrument belong 20 31 String (10) The first date the tradable instrument is valid. The format is yyyy-MM-dd. If this optional data is not specified, the value from the tradable instrument's instrument will be used. The parent tradable instrument must have a validFrom date that is equal to or less than the validFrom date of the child tradable instrument. 21 32 String (10) The last date the tradable instrument is valid. The format is yyyy-MM-dd. If this optional data is not specified, the value from the tradable instrument's instrument will be used. The parent tradable instrument must have a validTo date that is equal to or greater that the validTo date of the child tradable instrument. 22 33 Long (64) The number of shares in the instrument. If the number of shares is not defined, then there will not be any qty checks for that instrument. 23 39 String (256) A list of other markets'/exchanges' ID of this tradable instrument in the format: market1:id1,market2:id2,... 24 57 String (10) The last date the instrument is open for trading. The format is yyyy-MM-dd. 25 58 String (24) This attribute is used to indicate that this instrument has been subject to a Corporate Action. 26 59 Boolean If this field is true, this TradebleInstrument is valid for trading. ValidForTrading is typically used when a TradableInstrument is not traded on "this" exchange, but is needed as undelying for derivatives (carrying the price). The default value is true. 27 10061 Long Volatility Scanning Range (VSR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 28 10062 Long The size (quantity) of one traded contract. 29 10063 Integer Settlement cycle in days. Mandatory for instrument type Spot. 30 10064 String (255) The Class Spread Group (CSG) to which the contract belongs. 31 10065 Long Class Spread Margin Requirement (CSMR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 32 10068 String (10) The expiration date for this contract. The format is yyyy-mm-dd. Used for options and futures. 33 10069 String (100) The Contract Code. Example: AGLS 34 10072 String (100) The Underlying Tradable Instrument. Example: the future (AGLS-20141023) for an option or the underlying (ABL) for a future 35 10073 String (100) The Contract Category. Example: SingleStock 36 10074 Integer Settlement type, Cash or Physical. If cash settled, only cash is settled at expiry. If physical, the underlying instrument is settled at expiry. Used for futures and options. 37 10075 Integer Exercise style, Americal or European. Used for options. 38 10076 Boolean Call or Put option. 39 10077 Long Strike for option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 40 10078 String (100) The Volatility Surface Id. Used for options. 41 10079 String (100) The id of yield curve instrument used for valuation. Mandatory for future with valuation model set to RTC Mark-to-Model. Mandatory if InstrumentSubType is Dividend Neutral, International Dividend Neutral, Quanto International Dividend Neutral, Quanto Index Dividend Neutral or Contract for Difference, regardless of valuation model. 42 10080 String (255) The Contract Description. 43 10081 String (32) The type of instrument (equity, option, future etc). 44 10084 String (10) In addition to the look-back period other dates of price data can be added. This is the start date of the period used. The format is yyyy-mm-dd. Used for spot instruments. 45 10085 String (10) In addition to the look-back period other dates of price data can be added. This is the end date of the period used. The format is yyyy-mm-dd. Used for spot instruments. 46 10086 Integer The liquidation period used in the IMR calculation. Also used for the calculation of the Liquidity Add-on. 47 10087 Long The Average Daily Value Traded, used for the calculation of the Liquidity Add-on. Mandatory for spot instruments. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 48 10088 Long Official IMR (Initial Margin Requirement) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 49 10089 Long 1-day VaR This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 50 10090 String (30) The Alpha Code. Example: AGL 51 10091 Integer Future style or Upfront premium. Used for options. 52 10092 Integer Cents from ATM. Used for options. 53 10093 String (12) ISIN for the instrument. 54 10094 String (100) Valuation Model Type. 55 10095 String (100) Valuation Sub Type. 56 10096 Boolean Indicates whether the instrument can be traded at JSE. 57 10097 String (10) Base currency, mandatory for FX spot instruments. 58 10098 String (10) Price currency, mandatory for FX spot instruments. 59 10099 String (10) Maturity Date for Bonds. Format yyyy-mm-dd. 60 10100 String The convention determines how interest accrues over time, e.g. number of days between two coupon payments. For Bonds. 61 10101 String Rules for date rolling when a payment day or date used to calculate accrued interest falls on a holiday. For Bonds. 62 10103 String Calendar used for holidays. For Bonds. 63 10104 Long Annual Coupon rate for Bonds. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 64 10105 String (10) The date when the Bond was listed. 65 10107 Integer Coupon frequency period length. How often coupons are paid annually. For Bonds. 66 10108 String Coupon rate indicator. For Bonds. 67 10110 String (1000) For Bonds. Coupon dates, comma separated dates on format MMDD. 68 10111 String (1000) For Bonds. Book Closing dates, comma separated dates on format MMDD. 69 10112 Integer Number of decimals in prices. 70 10113 Long Official SMR (Settlement Margin Requirement) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 71 10114 String (32) The sub type of instrument (spot, index, CFD, etc.). 72 10115 String (255) The asset class this tradable instrument belongs to. 73 10116 Integer Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. 74 10117 String Asset sub class used for stress testing. 75 10118 String (100) Master ID of the base rate instrument 76 10120 String (100) The Master ID of another underlying instrument to use as proxy when calculating the IMR %. Will mostly be used for foreign instruments where the price history is not available. 77 10121 String (10) For Bonds. This date is used as last coupon date equivalent if no coupon has yet been paid. 78 10122 Boolean Designated as Inward listed by the South African Reserve Bank. 79 10123 Boolean If Anyday is true, the expiry date of the instrument may be on any business day. 80 10124 Long The Nominal Amount for Bonds. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 81 10125 Long Fraction of Nominal to be returned at maturity. For Bonds. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 82 10126 String Compounding Convention of yield. For Bonds. 83 10127 String Compounding Convention of coupon rate. For Bonds, information only. 84 10128 String (100) ID of the exchange where the instrument is traded 85 10129 String (100) Country code of instrument. 86 10130 Integer Indicator if the contract is base (standard), mini/maxi etc. 87 10132 Boolean If NPA is True, prices in the tradable instrument may be negative, otherwise not. Only be allowed to be True for Spot and Future, used for structured products. The TradableInstrument is a child object of an Instrument. The TradableInstrument holds trading information (order book id, currency, market, visibility etc) which is necessary for entering orders in a specific instrument. There is one TradableInstrument instance per market/currency/visibility combination. A TradableInstrument instance references a Segment, all trading rules for the referenced Segment applies to the instance. 1 1 String Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. 2 2 String Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 3 3 Integer Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. 4 4 long A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. 5 5 String The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the 6 6 String (23) The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. 7 8 String (100) Uniquely identifies each tripartite agreement. 8 9 String (100) Initiator of the tripartite allocation. ID of Trading Member or Branch. 9 10 String (100) Acknowledger (receiver) of the tripartite allocation. ID of Trading Member or Branch. 10 11 String (100) Client of the tripartite allocation. 11 12 String From date of tripartite agreement. The format is yyyy-mm-dd. 12 13 String To date of tripartite agreement. The format is yyyy-mm-dd. This object defines agreement for tripartite. 1 1 boolean The possible duplicate flag 2 12 String The member id 3 13 String The clearing member Request to add a Clearing member to a client This request will normally return a response of type CdResponse . 1 1 boolean The possible duplicate flag 2 14 String The address 3 15 String The phone 4 16 String The parent member 5 18 String The email address 6 20 String The client id 7 21 String The client name 8 22 String VAT registration number 9 24 Boolean Is Staff, true or false 10 25 Boolean Is Beneficial, true or false 11 26 Integer BDA Code 12 27 String Country Code 13 28 String Code of client or member at CSD. 14 29 String A comma-delimited list of market codes that the client is allowed to have trades and positions in. 15 30 String Type of client. Information to surveillance. 16 31 Long ID number. Required for local individual clients. 17 32 String Passport number. Required for foreign individual clients. 18 33 String Company registration number. Required for all company clients. 19 34 boolean Information to surveillance. 20 35 boolean Information to surveillance. 21 36 Boolean Is Discretionary, true or false 22 37 String The member id of the nominated member. 23 38 String (3) Currency used for start of day collateral process. Needs to be an eligible FX collateral currency (or ZAR, this will be the default though). Request to add a Client This request will normally return a response of type CdAddRtcMemberClientRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 long This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data. 5 8 String The client id generated by the system. The response to add rtc member client request. 1 1 boolean The possible duplicate flag 2 12 String The owner unit. 3 14 Integer The type of the position account. 4 15 String The clearing member of the Position Account. 5 16 String The external id of the position account. 6 17 Integer The sub type of the position account. Request to add a Position Account This request will normally return a response of type CdAddRtcPositionAccountRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 long This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data. 5 9 String The external id of the position account. The response to add position account request. 1 1 boolean The possible duplicate flag 2 12 String The client id 3 13 Boolean Set as enabled or not Request to add a Client This request will normally return a response of type CdResponse . 1 1 boolean The possible duplicate flag 2 12 Long The Position account id. 3 16 boolean Enabled (true) or not (false). Request to update a position account This request will normally return a response of type CdEnableDisableRtcPositionAccountRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 long This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data. The response enableDisable position account. 1 1 boolean The possible duplicate flag 2 12 String The clearing member id. The clearing member (or CM link) the client belongs to. 3 13 String The client id. Only applicable for a clearing member that wants to set the AM percentage on a specific client. 4 14 Integer The additional margin pergentage used to calculate additional margin from the calculated initial margin. Set additional margin percentage. Leaving clientId empty means trading member will set additional margin percentage on all clients for that trading member. This request will normally return a response of type CdResponse . 1 1 boolean The possible duplicate flag 2 12 String The clearing member id. The clearing member (or CM link) the client belongs to. 3 13 String The client id. Only applicable for a clearing member that wants to set the risk limit on a specific client. 4 14 Long The risk limit which is validated against the calculated risk on a risk node to check if there is a breach and trigger alert if required. If this field is left blank then the risk limit is removed from the client Set risk limit. Leaving clientId empty means trading member will set risk limit on all clients for that trading member. This request will normally return a response of type CdResponse . 1 1 boolean The possible duplicate flag 2 12 String The clearing member id. Only applicable for a trading member that wants to set the minimumZARLimit on a specific client. 3 13 String The trading member id. Only applicable for a clearing member that wants to set the minimumZARLimit on a specific trading member. 4 14 String The client id. Only applicable for a trading member that wants to set the minimumZARLimit on a specific client. 5 15 Integer The minimum ZAR limit in percent. Must be within the interval 0- 100. Leaving this field empty means no specific limit is set and that a value from higher in the hierarchy will be used. Set minimum ZAR limit. Leaving all fields empty as a clearing member will set minimumZARLimit on all trading members for that clearing member. Leaving all fields empty as a trading member will set minimumZARLimit on all clients for that trading member. This request will normally return a response of type CdResponse . 1 1 boolean The possible duplicate flag 2 12 String The trading member id. Only applicable for a clearing member that wants to set the AM percentage on a specific trading member. 3 13 Integer The additional margin pergentage used to calculate additional margin from the calculated initial margin. Set additional margin percentage. Leaving the tradingMemberId field empty means the clearing member will set additional margin percentage on all trading members for that clearing member. This request will normally return a response of type CdResponse . 1 1 boolean The possible duplicate flag 2 12 String The trading member id. Only applicable for a clearing member that wants to set the limit on a specific trading member. 3 13 Long The risk limit which is validates against the calculated risk on a risk node to check if there is a breach and trigger alert if required. If this field is left blank then the risk limit is removed from the trading member Set risk limit. Leaving the tradingMemberId field empty means the clearing member will set risk limit on all trading members for that clearing member. This request will normally return a response of type CdResponse . 1 1 boolean The possible duplicate flag 2 12 String The client id 3 13 String The member name 4 14 String The address 5 15 String The phone 6 16 String The email address 7 17 String VAT registration number 8 19 Boolean Is Staff, true or false 9 20 Boolean Is Beneficial, true or false 10 21 Integer Broker Deal Account number 11 22 String Country Code 12 23 String Code of client or member at CSD. 13 27 String Company registration number. company clients. 14 28 boolean Information to surveillance. 15 29 boolean Information to surveillance. 16 30 Boolean Is Discretionary, true or false 17 31 String The member id of the nominated member. 18 32 String (3) Currency used for start of day collateral process. 19 33 Long ID number. Required for local individual clients. 20 34 String Type of client. Information to surveillance. 21 35 String Passport number. Required for clients. 22 36 Boolean Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident, for the From Trade. Request to update a Client This request will normally return a response of type CdResponse . 1 47 long The sequence number is a unique number for all events published for the same flow. 2 51 long Account id. 3 53 Integer The position type. 4 54 String Settlement date, used for positions of type SETTLEMENT. 5 55 long In some cases, several positions in the same instrument and the same account are held as separate positions, although they both fit the instrument/account key. There may be technical or business logic reasons for this. The risk system can handle that multiple sources have positions in identical instruments and accounts and it will perform the aggregation of such positions itself for calculation purposes. 6 60 long The position long quantity in its canonical unit, i.e. longNominalQty multiplied by contract size of tradable instrument. A positive quantity represents a long position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 1000 (divisor rule to be applied). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 7 61 long The position short quantity in its canonical unit, i.e. shortNominalQty multiplied by contract size of tradable instrument. A negative quantity represents a short position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 1000 (divisor rule to be applied). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 8 62 BigInteger The position quantity, i.e. number of contracts. Only set for positions in tradable instruments. A negative quantity represents a short position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 10 (divisor rule to be applied) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 9 63 BigInteger The value of the position, according to the prices of the trades that build up the position. Simply put, this value is the sum of the price * quantity of all trades in the position. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The initial value of the position is expressed in the currency of the instrument the position belongs to. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 10 64 BigInteger The value of the position, according to the market price that was used last time a cash settlement of the variation margin of the position was made. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The market value is expressed in the currency of the instrument the position belongs to. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 11 65 BigInteger The position quantity, i.e. number of contracts. Only set for positions in tradable instruments. A positive quantity represents a long position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 10 (divisor rule to be applied) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 12 66 BigInteger The value of the position, according to the prices of the trades that build up the position. Simply put, this value is the sum of the price * quantity of all trades in the position. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions 13 67 BigInteger The value of the position, according to the market price that was used last time a cash settlement of the variation margin of the position was made. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The market value is expressed in the currency of the instrument the position belongs to. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 14 68 long Internal RTC transaction ID. 15 69 int 16 70 long Trade ID generated by the system, globally unique. A new ID will be created each time the trade is moved to a new account, i.e. when an equal opposite trade is created. Note that an ID will be created also at trade capture. 17 71 String The time when the event occurred, on format yyyy-MM- dd'T'HH:mm:ss.SSS. 18 72 Trade The trade that caused this account position event. 19 74 int The id of subscription group the message is published on. 20 75 BigInteger Total spread volume for CFD contract. This is similar to Initial Value, but this is base rate from the trade multiplied with the quantity. Positive for long values, negative for short. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 21 76 BigInteger Total spread volume for CFD contract. This is similar to Initial Value, but this is base rate from the trade multiplied with the quantity. Positive for long values, negative for short. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 22 77 String The external instrument id. This is the JSE Master ID. 23 78 String The ID of the position account as seen by the member. 24 79 String The member code of the clearing member. 25 81 String The name of the collateral account. 26 82 String TM that owns the trade. 27 83 String TM branch that owns the trade. 28 84 String Client ID added to trade by CS. Empty if trade is for TM house. Represents a change in a position for a specific instrument in a specific account. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of subscription group the message is published on. 3 5 long Account id. 4 7 Integer The position type. 5 8 String Settlement date, used for positions of type SETTLEMENT. 6 10 int 7 11 String The time when the event occurred, on format yyyy-MM- dd'T'HH:mm:ss.SSS. 8 12 Trade The referenced Trade. 9 13 String The external instrument id. This is the JSE Master ID. 10 14 String The ID of the position account as seen by the member. 11 15 String The member code of the clearing member. 12 17 String The name of the collateral account. 13 18 String TM that owns the trade. 14 19 String TM branch that owns the trade. 15 20 String Client ID added to trade by CS. Empty if trade is for TM house. This event represents an insertion, deletion or update of a trade in an account. The message includes information on the position on the account after the trade event. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscriptionGroup the message is published on. 3 5 String Clearing Member ID. 4 6 AggregatedSummaryDetails Aggregated trading member totals. 5 7 Long Interest rate for cash collateral for ZAR This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST. 6 8 Long Net amount from other system 7 9 String Number used when creating settlement instructions. This number is concatenated into the message reference no. 8 10 String Price Tag that identifies the event. 9 11 String Business Date. 10 12 String The time of the event. Aggregated account summary event for clearing member. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscriptionGroup the message is published on. 3 5 String Trading Member ID. 4 6 String Clearing Member ID. 5 7 AggregatedSummaryDetails Aggregated client accounts. 7 9 Long Interest rate for cash collateral for ZAR This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST. 8 10 String Price Tag. 9 11 String Business Date. 10 12 String The time of the event. Aggregated account summary event for trading member. Error: totalMemberCashMovement exists in more than one component tree. Removed: [Sort: 6, Name: totalHouse, Tag: c, Presence: optional, FieldNo: 8, FieldType: AggregatedSummaryDetails, Documentation: Aggregated house accounts.] 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscription group the message is published on. 3 5 String Price Condition type (tag). 4 6 String Business date. Format is YYYY-MM-DD. 5 8 String The external instrument id. This is the JSE Master ID. 6 9 String The source. 7 10 String The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 8 11 String [] The absolute instrument expiry dates. Corresponds to the array of volatilities. 9 12 long [] The volatilities. Corresponds to the array of dates. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. Event with ATM volatilities for an underlying instrument. The dates are expiry dates for the options. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 2 int The id of subscription group the message is published on. 3 3 String The commission id. 4 4 String Market. 5 5 String CM that is associated with the initiating TM and will receive the payment. 6 6 String TM that sent the commission. 7 7 String CM that will handle the payment. 8 8 String TM that will carry the payment. 9 9 String Payer of the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios. 10 10 String Identifier of trade or deal associated with the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the 11 11 Long Amount to debit the destination TM. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 12 12 int The status of the commission. 13 13 String The timestamp when the commission first was entered. 14 14 String The timestamp when the commission was either cancelled or rejected. 15 15 String Optional reference that can be supplied at cancellation or rejection requests. 16 16 String The timestamp when the pending commission was accepted. 17 17 String External ID of the initiator's sub account that is affected by the commission. 18 18 String External ID of the destination sub account that is affected by the commission. 19 19 String Additional reference to the destination member. The recipient of the commission. Can be used to reference trading desk. 20 20 String VAT amount for commission. Commission to be paid by destination TM to initiating TM. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscription group the message is published on. 3 5 String Price Condition type (tag). 4 6 String Business date. Format is YYYY-MM-DD. 5 8 String The curve external instrument id. This is the JSE Master ID. 6 9 String The source of the curve. 7 10 String The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 8 11 String [] The absolute date on the x-axis of the curve. This field is populated if the xAxis unit of the curve is absolute. 9 12 long [] The date on the x-axis represented as fraction of a year using the day time convention on the discount curve. This field is populated if the xAxis unit of the curve is fraction of a year. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 10 13 long [] The rate on the y-axis of the curve. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. Market data for a curve. See the Curve reference data object for a definition of the curve. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscriptionGroup the message is published on. 3 5 long The id of the risk node the message is published on. 4 6 String Business Date. The format is yyyy- MM-dd. 5 7 String Price Tag. 6 8 String Clearing Member Id. 7 9 String Trading Member Id. 8 10 String Client Id. 9 11 String Strate Code. 10 12 Long Collateral Account Id. 11 13 Long Percentage of initial margin that must be covered with cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 12 14 Long Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 13 15 Long Additional Margin. 14 16 Long Value request from Strate. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 15 17 Long Received value from strate, before haircut. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 18 Long Market Value of the positions in security collateral in ZAR (market value of the security collateral position).This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 17 19 Long Registered Cash Amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 18 20 Long Current securities amount, after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 19 21 Long Previous securities amount, after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 20 22 Long Current cash collateral amount (for ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 21 23 Long Previous cash collateral amount (for ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 22 24 String State. Valid values are: REGISTERED, COLLATERAL_CALCULATED, COLLATERAL_SEC_REGISTERED, COLLATERAL_SEC_STEPOVER, COLLATERAL_FX_REGISTERED, COLLATERAL_FX_STEPOVER, COLLATERAL_CASH_SETTLED, CLIENT_PAYMENTS,REBALANCI NG. 23 25 String Status of execution. Valid values are: SUCCESS, ERROR, OVERRIDE, VALIDATION_FAILED, VALIDATION_WARNING, 24 26 String Status Text. Description of validation errors. 25 27 Long Variation Margin.A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 26 28 Long Funding Interest amount. A Positive value means the money being paid by the Client to the CH and A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 27 29 Long Dividend amount. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 28 32 String Settlement Date. The format is yyyy- MM-dd. 29 33 Long Previous Business Day Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 30 34 Long Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 31 35 Long Interest rate on cash collateral for ZAR. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST. 32 36 FxDailyAccountSummaryDetails [] The daily account summary details for FX currencies. 33 37 Long Previous Business Day Additional Margin. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 34 38 Long Current cash collateral amount for FX currency (in ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 35 39 Long Previous cash collateral amount for FX currency (in ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 36 40 Long Net amount from other systems. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 37 41 Long Securities amount movement. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 38 42 Long Cash collateral amount (for ZAR) movement. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 39 43 Long Cash collateral amount movement for FX currency (in ZAR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 40 44 Long Sum of all ZAR movements: Cash Collateral Movement + VM + Booking fees incl. VAT + Risk fees incl. VAT + Commissions + Funding interest + Dividend payment + Interest amount on Cash Collateral. A Positive value means the money being paid by the Client to the CH and a Negative value 41 45 String The time of the event. The format is yyyy-MM-ddTHH:mm:ss.SSS. 42 46 Long Sum of all commissions with status New. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 43 47 Long Booking fee amount excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 44 48 Long VAT for booking fee This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 45 49 Long Fee in respect of initial margin covered with non-cash collateral excluding VAT. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 46 50 Long VAT for fee in respect of initial margin covered with non-cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 47 58 Long Clearing fee amount excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 48 59 Long VAT for clearing fee 49 60 Long Reserved1. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 50 61 Long Reserved2. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Daily account summary for client or members house nodes. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscription group the message is published on. 3 5 String Price Condition type (tag). 4 6 String Business date. Format is YYYY-MM-DD. 5 8 String The external instrument id. This is the JSE Master ID. 6 9 String The source of the price. 7 10 String The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 8 11 String The date on or after which a security is traded without rights to a previously declare dividend. 9 12 String The date on which a declared stock dividend is scheduled to be paid. 10 13 long The dividend value. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Dividend information for a tradable instrument. The instrument is a spot used as underlying for futures. The dividends are used in the future valuation. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscription group the message is published on. 3 5 String Price Condition type (tag). 4 6 String Business date. Format is YYYY-MM-DD. 5 8 String The external instrument id. This is the JSE Master ID. 6 9 long The option price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 10 long The delta for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 8 11 long The volatility for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 9 12 String The source of the curve. 10 13 String The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 11 14 long The gamma for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 12 15 long The vega for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Valuation information for option. 1 9 long The sequence number is a unique number for all events published for the same flow. 2 12 int The id of the subscription group the message is published on. 3 14 long The price. 4 17 String Price Condition type (tag). 5 18 String Business date. Format is YYYY-MM-DD. 6 19 String The external instrument id. This is the JSE Master ID. 7 20 String The source of the curve. 8 21 String The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS". Market data for a tradable instrument. 1 23 long The sequence number is a unique number for all events published for the same flow. 2 27 long The id of the risk node the message is published on. 3 28 String The channel this result was calculated for. DEFAULT is the normal channel. 4 29 String The currency code according to ISO 4217. 5 30 long This value is not used in the JSE implementation of RTC. 6 31 long Any profit or loss given the current market value compared to the previous mark-to- market value (or trade value). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 7 32 long The Initial Margin for the risk node, defined as J-SPAN IM + Liquidation Period Add-On + Large Position Add-On + SM. A positive value indicates a risk. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 8 33 long The sum of the values of all the collateral positions in the collateral account of the risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 9 34 int The id of the subscriptionGroup the message is published on. 10 35 long The liquidation period add-on value for the risk node. The liquidation period add-on is an amount that gets added to the margin calculated by J-SPAN. The Liquidation Period add-on increases the margin requirement when the client's notional exposure in a particular underlying forms a significant portion of the value that gets traded in the market on a daily basis. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 11 36 long The large position add-on value on the risk node. This is an additional IM to compensate for large positions or concentration risk. This calculation takes into account position size thresholds which will are defined by the JSE. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 12 37 long The J-SPAN IM value, based on the positions on the risk node and the CSE risk arrays. The J-SPAN algorithm uses the netted positions of all the accounts under the risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 13 38 long The additional margin value on the risk node. Additional Margin is a margin that is added on top of IM and calculated as a percentage on IM. Different members and clients can have different additional margin percentages. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 14 39 long The additional margin percentage value on the risk node. 15 40 long The risk limit value on the risk node. The global risk limit for the clearing house, or a more strict limit for the Clearing Member, Trading Member or Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 41 long The value against limit value on the risk node, calculated as (IM + AM) - (VM + Collateral value). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 17 42 boolean The alert indicator for the risk node. True if valueAgainstLimit is larger than riskLimit, false otherwise. 18 43 long The settlement margin on the risk node. For risk nodes with settlement positions for physical delivery positions: SM = official SMR * quantity (netted on risk node). 19 44 long The notional exposure for asset class Equity for this risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 20 45 long The notional exposure for asset class FX for this risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 21 46 NotionalValue [] Notional value per underlying. This event contains calculated risk values for a Risk Node. Error: externalInstrumentId exists in more than one component tree. Removed: [Sort: 22, Name: collateralPositions, Tag: c, Presence: optional, FieldNo: 47, FieldType: CollateralPositionValue [], Documentation: Values for collateral positions.] 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscription group the message is published on. 3 5 String Price Condition type (tag). 4 6 String Business date. Format is YYYY-MM-DD. 5 9 String The source of the price. 6 10 String The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 7 11 String [] The absolute date on the x-axis of the surface. This field is populated if the xAxis unit of the surface is absolute. 8 12 Long [] The date on the x-axis represented as fraction of a year using the day time convention on the surface. This field is populated if the xAxis unit of the surface is fraction of a year. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 9 13 Long [] Value on the y-axis: strike or moneyness. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 10 14 Long [] Value on the z-axis: volatility in point (x, y). 11 15 String The surface external instrument id. This is the JSE Master ID. Market data for a surface. See the Surface reference data object for a definition of the surface. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscriptionGroup the message is published on. 3 6 String Clearing Member ID. A notification event sent to the Clearing Member that there is a number of payment advices that the CM must confirm. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscription group the message is published on. 3 5 String Price Condition type (tag). 4 6 String Business date. Format is YYYY-MM-DD. 5 8 String The external instrument id. 6 9 String The source of the price. 7 10 String The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 8 11 String 9 12 long The dividend expressed in yield (% on decimal form). The yield for an instrument. The instrument could be of different types, for instance a Bond or a Deposit. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscriptionGroup the message is published on. 3 6 String Clearing Member ID. 4 7 String Business date which have generated the various payments. Note it is not the actual payment date, which happens at the business day after. The format is yyyy-MM-dd. 5 8 String Date when the payment is due. The format is yyyy-MM-dd. 6 9 MemberBalance1 [] List of balances for the clearing member or trading member. The totals for all TMs clearing through the CM are available under the CM ID. Account balancing 1 message to the Clearing Member. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscriptionGroup the message is published on. 3 6 String Clearing Member ID. 4 7 String Business date which have generated the various payments. Note it is not the actual payment date, which happens at the business day after. The format is yyyy-MM-dd. 5 8 String Date when the payment is due. The format is yyyy-MM-dd. 6 9 FxInterestRate [] Interest rates used for the day for interest on cash collateral calculations. 7 10 MemberBalance2 [] List of balances for the clearing member or trading member. The totals for all TMs clearing through the CM are available under the CM ID. Account balancing 2 message to CM. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 5 long The ID of the Assign or Tripartite. 3 6 String The initiator of the request. 4 7 int The current state of the operation. 5 8 long Trade id. 6 9 Long The current account for the Trade. 7 11 Long The trade quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 8 13 String An optional free text field. 9 14 String The destination member Id. 10 17 String Time the action was initiated 11 18 String Time the action was completed 12 19 String Time the action was cancelled 13 23 String The destination client Id. Applicable for tripartite allocation only 14 24 int The id of the subscription group the message is published on. 15 25 Long The trade price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 16 26 String The external instrument id. This is the JSE Master ID. 17 28 Boolean True if this trade is a buy trade, false if it is a sell trade. 18 29 Long A sight of the commission amount before the actual commission is submitted. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. This event is for Assign and Tripartite flow from RTC. 1 1 long The sequence number is a unique number for all events published for the same flow. 2 4 int The id of the subscriptionGroup the message is published on. Event published to the CMs to inform that RTC is ready to receive information about FX collateral. 1 2 long The account of the position. 2 3 Long The abandon quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 3 5 String The external instrument id. This is the JSE Master ID. 4 6 String Unique id that should be set for the request. If the system has already processed an update with this id, a success message is returned without any position change. Abandon an option position. This request will normally return a response of type AbandonOptionPositionRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Long [] The IDs of the trades that were created as part of this abandon of an option position. 5 7 long The ID of the transaction that updated the positions affected by this abandon of an option position. Response to the AbandonOptionPositionReq request. 1 1 boolean The possible duplicate flag. Not used for this message. 2 2 String Id of the Commission. 3 3 String External ID of the destination sub account that is affected by the commission. 4 4 String Market id. Required if destinationExternalAccountId is not left empty. 5 5 String TM that will carry the payment. Required if requesting user is a CM user and if destinationExternalAccountId is not left empty. Request for the destination member to accept a pending commission. This request will normally return a response of type ResponseMessage. 1 2 String Market. 2 3 String TM or Branch that sent the commission. 3 4 String TM or Branch that will carry the payment. 4 5 String Payer of the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios. 5 6 String Identifier of trade or deal associated with the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios. 6 7 Long Amount to debit the destination TM. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. 7 8 String Unique id that should be set for the commission request. If the system has already processed an update with this id, a success message is returned without any position change. 8 10 String External ID of the initiator's sub account that is affected by the commission. 9 11 String Additional reference to the destination member. The recipient of the commission. Can be used to reference trading desk. 10 12 Int VAT type for commission. Request to add a Commission This request will normally return a response of type ResponseMessage . 1 2 Long Must be unique for the referenced trade. Used to prevent duplicate move requests. 2 3 long [] Trade ids. 3 5 String An optional free text field. 4 6 String The destination for this operation. 5 8 long The account id for the trades. 6 9 String The external instrument id. This is the JSE Master ID. 7 10 String The trading user id. A number of trades can be accumulated into a single trade with a volume weighted average price. The trades need to be on the same account, the same contract and the same side (only buy or only sell) from current day. This request will normally return a response of type AggregateTradesRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Long The IDs of the trade that were created as part of this move trade operation. 5 7 long The ID of the transaction that updated the positions affected by this move trade operation. Response to the AggregateTrades request. 1 2 long Trade id. 2 3 long The account to allocate the Trade from 3 6 TradeDestination [] One or more destinations for this move operation. 4 7 Long Must be unique for the referenced trade. Used to prevent duplicate move trade requests. 5 8 String The external instrument id. This is the JSE Master ID. 6 9 String The trading user id. The purpose of trade allocation is to allocate or split a trade from one account to an another account. Allocation is performed by making an opposite trade on the original account and an equal trade on the receiving account. This request will normally return a response of type AllocateTradeRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Long [] The IDs of the trades that were created as part of this move trade operation. 5 7 long The ID of the transaction that updated the positions affected by this move trade operation. Response to the AllocateTradeReq request. 1 2 long The ID of the Assign or Tripartite. 2 3 String The initiator member Id. 3 4 String The destination member Id. 4 5 String The destination client Id. 5 8 TradeDestination [] One or more destinations for this move operation. 6 11 String The external instrument id. This is the JSE Master ID. 7 12 String The trading user id. Request to approve give-up request. The give-up request has been published to the member using GiveUpEvent. This request will normally return a response of type ResponseMessage . 1 2 long Trade id. 2 3 long The current account for the Trade. 3 6 String An optional free text field. 4 8 Long The trade quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 5 9 String The destination member Id. 6 10 Long Must be unique for the referenced trade. Used to prevent duplicate move requests. 7 14 String The external instrument id. This is the JSE Master ID. 8 15 String The trading user id. 9 16 Long A sight of the commission amount before the actual commission is submitted. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Request to assign trade to another member. This request will normally return a response of type ResponseMessage . 1 2 String Id of the Commission. 2 3 String Optional reference that can be supplied at cancellation or rejection requests. Request for TM to cancel a commission that has been sent earlier the same day. This request will normally return a response of type ResponseMessage . 1 2 long The ID of the Assign or Tripartite. 2 3 String The initiator member Id. 3 4 String The destination member Id. 4 5 String An optional free text field. 5 7 String The external instrument id. This is the JSE Master ID. Request to cancel giveup request by the initator. The recipient of the GiveUpEvent will then be notified with a new GiveUpEvent where the state is set to CANCELLED. This request will normally return a response of type ResponseMessage . 1 2 long Trade id. 2 3 long The current account for the Trade. 3 5 String An optional free text field. 4 6 long The new account for the Trade. 5 7 Long Must be unique for the referenced trade. Used to prevent duplicate move trade requests. 6 8 String The external instrument id. This is the JSE Master ID. 7 9 String The trading user id. To correct when a trade has erroneously been allocated to wrong client, i.e. to move the trade from one client to another. This request will normally return a response of type CorrectAllocationErrorRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Long [] The IDs of the trades that were created as part of this move trade operation. 5 7 long The ID of the transaction that updated the positions affected by this move trade operation. Response to the AllocateTradeReq request. 1 2 long Trade id. 2 3 long The current account for the Trade. 3 5 String An optional free text field. 4 6 long The new account for the Trade. 5 7 Long Must be unique for the referenced trade. Used to prevent duplicate move trade requests. 6 8 String The external instrument id. This is the JSE Master ID. 7 9 String The trading user id. To move a trade from a client account to a member main or sub account. This request will normally return a response of type CorrectPrincipalRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Long [] The IDs of the trades that were created as part of this move trade operation. 5 7 long The ID of the transaction that updated the positions affected by this move trade operation. Response to the CorrectPrincipalReq request. 1 2 long The account of the position. 2 3 Long The exercise quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 3 5 String The external instrument id. This is the JSE Master ID. 4 6 String Unique id that should be set for the request. If the system has already processed an update with this id, a success message is returned without any position change. Exercise an option position. For American style options, this is allowed at any time during the contract’s lifetime. For European style options, this can only be done on the expiry day. This request will normally return a response of type ExerciseOptionPositionRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Long [] The IDs of the trades that were created as part of this exercise of an option position. 5 7 long The ID of the transaction that updated the positions affected by this exercise of an option position. Response to the ExerciseOptionPositionReq request. 1 2 long The current account for the position. 2 3 Long The quantity to move. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 3 5 String An optional free text field. 4 6 long The new account for the position. 5 7 Long Must be unique for the referenced trade. Used to prevent duplicate move requests. 6 9 String The external instrument id. This is the JSE Master ID. 7 10 String The trading user id. 8 11 BigInteger Optional price to be used for the created trades. If no price, EoD settlement price from the previous business day for the instrument is used. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Request to move a position from a house main/house sub/house suspense/client suspense account to a house main or house sub account, or move a position from branch main/branch sub/branch clients suspense account to a branch main or branch sub account. This request will normally return a response of type ModifyPositionSubAccountRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Long [] The IDs of the trades that were created as part of this move trade operation. 5 7 long The ID of the transaction that updated the positions affected by this move trade operation. Response to the ModifyPositionSubAccountReq request. 1 2 long Trade id. 2 3 Long Must be unique for the referenced trade. Used to prevent duplicate move trade requests. 3 4 long The account to allocate the Trade from 4 7 TradeDestination [] One or more destinations for this move operation. 5 8 String The external instrument id. This is the JSE Master ID. 6 9 String The trading user id. To move a trade from house account to other house accounts. This request will normally return a response of type ModifyTradeSubAccountRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Long [] The IDs of the trades that were created as part of this move trade operation. 5 7 long The ID of the transaction that updated the positions affected by this move trade operation. Response to the ModifyTradeSubAccountReq request. 1 2 String Query trades from date. Can be current or previous business day. The format is yyyy-MM-dd. 2 3 String Query trades to date. The format is yyyy-MM-dd. 3 4 String Query trades from time. The format is yyyy-MM- ddTHH:mm:ss.SSS. 4 5 String Query trades to time. The format is yyyy-MM- ddTHH:mm:ss.SSS. 5 6 String Query trades with Clearing Member. If requested by a CM user then mandatory, needs to be set to the same CM as the logged in user. 6 7 String Query trades with Trading Member. If requested by TM user then mandatory, needs to be set to the same TM as the TM of the logged in user. 7 8 String Query trades with branch. If requested by Branch user then mandatory, needs to be set to the same Branch as the Branch of the logged in user. 8 9 String Query trades with client. 9 10 Long Query trades with account. If Client specified: need to be an account of the client. If Branch but not Client specified: needs to be a house account of the Branch. If TM but not Branch or Client specified: needs to be a house account of the TM. 10 11 String Query trades with Trading User. 11 12 Long Query trades with Tradable Instrument. 12 13 String Query trades with Alpha Code. 13 14 String Query trades with Previous Trade Ids. 14 15 String Query trades with Next Trade Ids. 15 16 String Query trades with Trade Id. 16 17 String Query trades with Trade Link Id. 17 18 Long Query trades with internal Deal Id. 18 19 Long Query trades with internal Trade Id. 19 20 String Query trades with Tradable Instrument. This is the JSE Master ID. Query trades from previous days. If the flag hasMore is set in the response, there are too many trades matching the search criteria. The client needs to specify narrower criteria and submit the query again. This request will normally return a response of type QueryTradesRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 TradeRes [] Trades 5 7 boolean A flag indicating whether or not the response was truncated by the server Query trades response. 1 2 String Id of the Commission. 2 3 String Optional reference that can be supplied at cancellation or rejection requests. Request for the Destination TM to reject a received commission. This request will normally return a response of type ResponseMessage . 1 2 long The ID of the Assign or Tripartite. 2 3 String The initiator member Id. 3 4 String The destination member Id. 4 5 String An optional free text field. 5 7 String The external instrument id. This is the JSE Master ID. Reject assigned or tripartite trade as receiver. The initiator will be notified by a GiveUpEvent on the GiveUp Event Flow. This request will normally return a response of type ResponseMessage . 1 2 long Trade id. 2 3 long The current account for the Trade. 3 5 Long The trade quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY. 4 6 String An optional free text field. 5 7 String The destination member Id. 6 8 String The destination client Id. 7 11 Long Must be unique for the referenced trade. Used to prevent duplicate move requests. 8 14 String The external instrument id. This is the JSE Master ID. 9 15 String The trading user id. 10 16 Long A sight of the commission amount before the actual commission is submitted. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. Tripartite allocation to another member. Tripartite agreement must exist. Tripartite requests that are not handled during the day are removed by the system. This request will normally return a response of type TripartiteAllocationRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. Response to the TripartiteAllocationReq request. 1 2 long Trade id. 2 3 String The external instrument id. This is the JSE Master ID. 3 4 long The account of the trade to update. 4 5 String The new reference for the trade. Request to update the reference on trade. This request will normally return a response of type UpdateTradeReferenceRsp 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. Response to the UpdateTradeReferenceReq request. 1 3 boolean If true, the values in externalInstrumentIds will be ignored. Risk arrays will be returned for all instruments with risk arrays, but startInstrumentOffset and maxNumberOfInstrumentsReturned are used for paging the response. 2 4 String [] List of instruments for which risk array will be retrieved. JSE Master IDs. 3 5 Integer Offset of first instrument to include. Starts on zero. This field is used to page the response to avoid overflow. 4 6 Integer Maximum number of rows in response. Must be 500 or smaller. This field is used to page the response to avoid overflow. Query JSPAN risk arrays available in the system. This request will normally return a response of type GetRiskArrayRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 Contract [] Risk arrays for all contracts. 1 2 String Business date. Format is YYYY-MM-DD. 2 3 String Expiry date of the contract. Format is YYYY-MM-DD. 3 4 Long Mark-to-Market price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 4 5 Long Strike price of option contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 5 6 Long Volatility of the contract. MTM volatility for options. ATM volatility for futures that has options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 6 7 Long [] Risk array of the contract. 7 8 String The external instrument id. This is the JSE Master ID. 8 9 String Risk array generation time. The format is "yyyy-MM- ddTHH:mm:ss.SSS". 9 10 String Price condition type. Response to a GetRiskArrayReq request. 1 2 Boolean True if the Payment Advice was confirmeded by the CM, false if it was rejected by the CM. 2 3 PaymentAdvice [] List of withdrawals that are confirmed or rejected by CM. Used for a Clearing Member to confirm or reject payment advices. This request will normally return a response of type ResponseMessage . 1 2 String The bookmark marks a specific item in a list of data. The bookmark received in the response should be used in next request to get next page of information. 2 3 String The clearing member ID. 3 4 String The settlement date. The format is yyyy-MM-dd. 4 5 Integer The preferred page size, this means max number of items in the response. If not set, the default pagesize is used. Get payment advices for a particular clearing member. This request will normally return a response of type GetPaymentAdvicesRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 String The bookmark marks a specific item in a list of data on the server. The bookmark received in the response should be used in next request to get next page of information. 5 7 PaymentAdvice [] The payment advices. Response to the GetPaymentAdvicesReq request. 1 2 String The requested clearing member ID. 2 3 String The requested settlement date. The format is yyyy-MM- dd. 3 4 Long Settlement run id. 4 5 String Instruction state. 5 6 String The bookmark marks a specific item in a list of data. The bookmark received in the response should be used in next request to get next page of information. Request to get settlement instructions. This request will normally return a response of type GetSettlementInstructionsRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 SettlementInstruction [] Settlement instructions. 5 7 String The bookmark marks a specific item in a list of data on the server. The bookmark received in the response should be used in next request to get next page of information. Response to GetSettlementInstructionsReq. 1 2 String The requested value date. 2 3 String Request FX Collateral for a CM. 3 4 String The bookmark from a paged response. Request for the clearing member to get the information about the amounts per client/house that can be covered qith FX collateral. Next step is for the clearing member to send in a confirmation with the different amounts in FX with RegisterFXCollateralReq. This request will normally return a response of type GetRequestsForFXCollateralRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 RequestForFXCollateral [] The requests for FX Collateral. 5 7 String Bookmark to use in query for next batch. Response to GetRequestsForFXCollateralReq request. Includes values in ZAR that could be covered with FX, per client/house. This request will normally return a response of type QueryDividendPaymentFactorsRsp . 1 2 String The ex-date to get dividend payment factors for. 2 3 String Alpha code for the instrument where dividend is paid. If blank, all dividend factors for the ex-date will be returned. Query the factors used in the calculation of dividend payments. 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 DividendFactor [] An array of the dividend factors matching the search criteria. Response message for the QueryDividendPaymentFactorsReq 1 2 String The requested value date. The format is yyyy-MM-dd. 2 3 String The client ID. 3 4 String The ID of the Trading Member. 4 5 String The ID of the Clearing Member. 5 6 FXCollateral [] The received currency collateral For clearing member to register FX Collateral. 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. 4 6 FXCollateralStatus [] The status of registered FX collateral 5 7 String Description of the execution status. 1 1 String Value date, format YYYY-MM-DD. 2 2 String The client ID / TM House. 3 3 String The ID of the Trading Member. 4 4 String The ID of the Clearing Member. 5 5 long Amount in ZAR that can be covered with FX. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. 6 6 String Valued Currency. Response to RegisterFXCollateralReq request. 1 2 String The balancing step to set the status for. 2 3 String ID of the clearing member. 3 4 boolean True if the CM is balanced, otherwise false. Request to set balance status for a CM. This request will normally return a response of type SetCmBalancingStatusRsp . 1 1 int Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. 2 2 String A textual description of the status code above. 3 3 int [] Status code for each leg of the request. Only used for batched requests. Response to a SetCmBalancingStatusReq request.