EMAPI Messages/ConstantGroups Revision History 1.19.2 => 1.20.0

Messages

1 General Messages

TaxSnapshotSubscribeRsp

2 Subscription

2.1 Establishment

2.2 Surveillance Messages

2.3 Termination Messages

3 Reference Data Messages

Currency

3.1 External Members

3.2 Clearing House

4 Event Messages

4.1 Event Messages (Internal)

RtcTradeExternalData

4.2 External Members

4.3 Clearing House

5 Trade Management Messages

5.1 Trade Management Messages (Internal)

TradeRes

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
TaxSnapshotSubscribeRsplastPublishedSeqNoDescriptionThe last published sequence number for the flow defined in the request Only applicable to flows that support replay.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
CurrencynotionalValueDecimalsDescriptionNumber of decimals on amounts.Number of decimals used for notional in the currency. Only allowed to be set to 2.

3.1 External Members

3.2 Clearing House

4 Event Messages

4.1 Event Messages (Internal)

Message nameField nameAttribute nameChanged fromChanged to
RtcTradeExternalDataagreedTimeDescriptionTime agreed between TM1 and TM2. Only applicable for reported trades. Format is HH:MM:SS.mmm.Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd-HH:mm:ss.fff.
reportedTimeDescriptionThe time the reported trade was received on the trading system (system generated). Format is HH:MM:SS.mmm.The time the reported trade was received on the trading system (system generated). The format is yyyyMMdd-HH:mm:ss.fff.

4.2 External Members

4.3 Clearing House

5 Trade Management Messages

5.1 Trade Management Messages (Internal)

Message nameField nameAttribute nameChanged fromChanged to
TradeResagreedTimeDescriptionTime agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyy-MM-ddTHH:mm:ss.SSS.Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd-HH:mm:ss.fff.
reportedTimeDescriptionThe time the reported trade was received on the trading system (system generated). The format is yyyy-MM-ddTHH:mm:ss.SSS.The time the reported trade was received on the trading system (system generated). yyyyMMdd-HH:mm:ss.fff.

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