EMAPI Messages/ConstantGroups Revision History 1.19.0 => 1.19.1

Messages

1 General Messages

TaxLogonReq

2 Subscription

2.1 Establishment

2.2 Surveillance Messages

2.3 Termination Messages

3 Reference Data Messages

Member

3.1 External Members

CdAddRtcMemberClientReq

3.2 Clearing House

4 Event Messages

DailyAccountSummaryDetailsEvent
AggregatedSummaryClearingMemberEvent

4.1 Event Messages (Internal)

FxDailyAccountSummaryDetails
AggregatedSummaryDetails

4.2 External Members

4.3 Clearing House

5 Trade Management Messages

ExerciseOptionPositionReq
AbandonOptionPositionReq
AddCommissionReq

6 Pricing Messages

7 Risk Messages

7.1 External Members

7.2 Clearing House

8 Settlement Messages

8.1 External Members

8.2 Clearing House

9 Position Messages

9.1 External Members

9.2 Clearing House

10 Reference Data

10.1 General Messages

10.1.1 General Management Messages

Constant Groups

Messages

1 General Messages

Message nameField nameAttribute nameChanged fromChanged to
TaxLogonReqpossDupSessIdDescriptionPossible 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 flag set and the system will be able to resolve if it is a duplicate or not.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 flag set and the system will be able to resolve if it is a duplicate or not. Not used in this configuration of RTC.

2 Subscription

2.1 Establishment

2.2 Surveillance Messages

2.3 Termination Messages

3 Reference Data Messages

Message nameField nameAttribute nameChanged fromChanged to
MemberallowedMarketsDescriptionA list of Marked Codes that the Client is allowed to have trades and positions in.A comma-delimited list of market codes that the client is allowed to have trades and positions in.

3.1 External Members

Message nameField nameAttribute nameChanged fromChanged to
CdAddRtcMemberClientReqallowedMarketsmandatoryrequired
DescriptionA list of Marked Codes that the Client is allowed to have trades and positions in.A comma-delimited list of market codes that the client is allowed to have trades and positions in.

3.2 Clearing House

4 Event Messages

Message nameField nameAttribute nameChanged fromChanged to
DailyAccountSummaryDetailsEventinitialMarginDescriptionInitial Margin.Initial Margin.This value will always be Positive
previousInitialMarginDescriptionPrevious Business Day Initial Margin.Previous Business Day Initial Margin.This value will always be Positive
registeredSecuritiesAmountDescriptionMarket Value of the positions in security collateral in ZAR (market value of the security collateral position).Market Value of the positions in security collateral in ZAR (market value of the security collateral position).This value will always be Positive
securitiesAmountCFDescriptionCurrent securities amount, after haircut.Current securities amount, after haircut.This value will always be Positive
securitiesAmountBFDescriptionPrevious securities amount, after haircut.Previous securities amount, after haircut.This value will always be Positive
cashAmountCFDescriptionCurrent cash collateral amount (for ZAR), after haircut.Current cash collateral amount (for ZAR), after haircut.This value will always be Positive
cashAmountBFDescriptionPrevious cash collateral amount (for ZAR), after haircut.Previous cash collateral amount (for ZAR), after haircut.This value will always be Positive
fxCashAmountCFDescriptionCurrent cash collateral amount for FX currency (in ZAR), after haircut.Current cash collateral amount for FX currency (in ZAR), after haircut.This value will always be Positive
fxCashAmountBFDescriptionPrevious cash collateral amount for FX currency (in ZAR), after haircut.Previous cash collateral amount for FX currency (in ZAR), after haircut.This value will always be Positive
totalZarCashMovementDescriptionSum of all ZAR movements: Cash Collateral Movement + VM + Funding interest + Dividend payment + Interest amount on Cash CollateralSum of all ZAR movements: Cash Collateral Movement + VM + 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
variationMarginDescriptionVariation Margin.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
commissionDescriptionSum of all commissions with status NewSum 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
fundingInterestAmountDescriptionFunding Interest amount.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
dividendAmountDescriptionDividend amount.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
bookingFeeAmountDescriptionBooking fee amount.Booking fee amount.A Positive value means the money being paid by the Client to the CH
riskFeeAmountDescriptionRisk fee amount.Risk fee 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
interestAmountOnCashCollateralDescriptionInterest amount earned on cash collateral for ZAR.Interest amount earned on cash collateral for ZAR.A Negative value means the money being paid by the CH to the Client
AggregatedSummaryClearingMemberEventnetFromOtherSystemsDescriptionNet amount from other systemNet amount from other system.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

4.1 Event Messages (Internal)

Message nameField nameAttribute nameChanged fromChanged to
FxDailyAccountSummaryDetailsfxCollateralQtyDescriptionFX Collateral position quantity (in FX currency)FX Collateral position quantity (in FX currency).This value will always be Positive
fxMarketValueDescriptionFX collateral position market value (in ZAR). This is the value before haircut: qty * priceFX collateral position market value (in ZAR). This is the value before haircut: qty * price.This value will always be Positive
fxCollateralValueDescriptionFX collateral value (in ZAR). This is the value calculated during the collateral process (using haircut%, max value)FX collateral value (in ZAR). This is the value calculated during the collateral process (using haircut%, max value).This value will always be Positive
AggregatedSummaryDetailstotalMember_CF_CashDescriptionThe total ZAR Collateral Cash registered for the current day.The total ZAR Collateral Cash registered for the current day.This value will always be Positive
totalMember_BF_CashDescriptionThe total ZAR Collateral Cash registered for the previous day.The total ZAR Collateral Cash registered for the previous day.This value will always be Positive
totalMember_Cash_MovementDescriptionThe total ZAR Collateral Cash movement.The total ZAR Collateral Cash movement. This value is positive if the current cash collateral exceeds the previous cash collateral and negative if it is the other way around.
totalMember_CF_FxCashDescriptionThe total FX Collateral Cash registered (in ZAR value) for the current day.The total FX Collateral Cash registered (in ZAR value) for the current day.This value will always be Positive
totalMember_BF_FxCashDescriptionThe total FX Collateral Cash registered (in ZAR value) for the previous day.The total FX Collateral Cash registered (in ZAR value) for the previous day.This value will always be Positive
totalMember_FxCash_MovementDescriptionThe total FX Collateral Cash registered (in ZAR value) Movement.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
totalMember_CF_SecDescriptionThe total Collateral Security registered for the current day.The total Collateral Security registered for the current day.This value will always be Positive
totalMember_BF_SecDescriptionThe total Collateral Security registered for the previous day.The total Collateral Security registered for the previous day.This value will always be Positive
totalMember_Sec_MovementDescriptionThe total Collateral Security movement.The total Collateral Security movement.This value is Positive if the current securities collateral exceeds the previous securities collateral; negative if it is the other way around
registeredSecuritiesAmountDescriptionMarket Value of the positions in security collateral in ZAR (market value of the security collateral position).Market Value of the positions in security collateral in ZAR (market value of the security collateral position).This value will always be Positive
initialMarginMovementCashDescriptionThe total overall IM Cash movement balance per member (TM + Client), i.e. C/F (today) Cash IM - B/F (previous days) Cash IM = Cash IM movementThe total overall IM Cash movement balance per member (TM + Client), i.e. C/F (today) Cash IM - B/F (previous days) Cash IM = Cash IM movement. This value is Positive if the current Cash IM exceeds the previous Cash IM; negative if it is the other way around
initialMarginMovementSecuritiesDescriptionThe total overall IM Securities movement balance per member (TM + Client), i.e. C/F (today) Securities IM - B/F (previous days) Securities IM = Securities IM movementThe total overall IM Securities movement balance per member (TM + Client), i.e. C/F (today) Securities IM - B/F (previous days) Securities IM = Securities IM movement.This value is Positive if the current Sec IM exceeds the previous Sec IM; negative if it is the other way around
totalVariationMarginDescriptionTotal variation margin for all clients of a trading member and clients of the trading member's branchesTotal 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
totalAdditionalMarginDescriptionTotal additional marginTotal additional margin.This value will always be Positive
fundingInterestDescriptionThe interest calculated from CFDs. ((base rate + interest spread) X nominal)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
commissionDescriptionSum of all commissions with status NewSum 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
dividendPaymentDescriptionThis is calculated from the dividend neutrals journal transactionsThis 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
totalBookingFeesDescriptionTotal booking fees excluding VATTotal booking fees excluding VAT.A Positive value means the money being paid by the Client to the CH
totalRiskFeesDescriptionTotal risk fees excluding VATTotal risk fees 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
initialMarginDescriptionInitial MarginInitial Margin.This value will always be Positive
previousInitialMarginDescriptionPrevious Business Day Initial MarginPrevious Business Day Initial Margin.This value will always be Positive
additionalMarginMovementsDescriptionAdditional Margin Movements (from yesterday)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
totalInterestAmountOnCashCollateralDescriptionInterest amount earned on cash collateral for ZAR.Interest amount earned on cash collateral for ZAR.A Negative value means the money being paid by the CH to the Client
totalZARCashMovementDescriptionSum 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 + Funding interest + Dividend payment + Interest amount on Cash CollateralSum 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 + 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

4.2 External Members

4.3 Clearing House

5 Trade Management Messages

Message nameField nameAttribute nameChanged fromChanged to
ExerciseOptionPositionRequpdateIdHas been added.
AbandonOptionPositionRequpdateIdHas been added.
AddCommissionRequpdateIdHas been added.

6 Pricing Messages

7 Risk Messages

7.1 External Members

7.2 Clearing House

8 Settlement Messages

8.1 External Members

8.2 Clearing House

9 Position Messages

9.1 External Members

9.2 Clearing House

10 Reference Data

10.1 General Messages

10.1.1 General Management Messages

Constant Groups