EMAPI Messages/ConstantGroups Revision History 1.20.0 => 1.21.0

Messages

1 General Messages

TaxEndSnapshot

2 Subscription

2.1 Establishment

2.2 Surveillance Messages

2.3 Termination Messages

3 Reference Data Messages

3.1 External Members

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

QueryTradesReq

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

PositionReason

Messages

1 General Messages

Message nameField nameAttribute nameChanged fromChanged to
TaxEndSnapshotpollSequenceNumberDescriptionIf this snapshot is the result from a poll (requestType is CURRENT_VALUE), this value will be the sequence number for the poll mapped by key/subscription group. It may be used later to only poll changes since last poll.Not used in this configuration of RTC.

2 Subscription

2.1 Establishment

2.2 Surveillance Messages

2.3 Termination Messages

3 Reference Data Messages

3.1 External Members

3.2 Clearing House

4 Event Messages

Message nameField nameAttribute nameChanged fromChanged to
DailyAccountSummaryDetailsEventinitialMarginDescriptionInitial Margin.This value will always be PositiveInitial Margin. This value will always be Positive
previousInitialMarginDescriptionPrevious Business Day Initial Margin.This value will always be PositivePrevious Business Day Initial Margin. This value will always be Positive
securitiesAmountCFDescriptionCurrent securities amount, after haircut.This value will always be PositiveCurrent securities amount, after haircut. This value will always be Positive
securitiesAmountBFDescriptionPrevious securities amount, after haircut.This value will always be PositivePrevious securities amount, after haircut. This value will always be Positive
cashAmountCFDescriptionCurrent cash collateral amount (for ZAR), after haircut.This value will always be PositiveCurrent cash collateral amount (for ZAR), after haircut. This value will always be Positive
cashAmountBFDescriptionPrevious cash collateral amount (for ZAR), after haircut.This value will always be PositivePrevious cash collateral amount (for ZAR), after haircut. This value will always be Positive
fxCashAmountCFDescriptionCurrent cash collateral amount for FX currency (in ZAR), after haircut.This value will always be PositiveCurrent 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.This value will always be PositivePrevious 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 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 ClientSum 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 means the money being paid by the CH to the Client
commissionDescriptionSum 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 ClientSum 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.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 ClientFunding 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.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 ClientDividend 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.A Positive value means the money being paid by the Client to the CHBooking fee amount excluding VAT. A Positive value means the money being paid by the Client to the CH
bookingFeeVatAmountDescriptionBooking fee vat amount.VAT for booking fee
riskFeeAmountDescriptionRisk 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 ClientRisk fee amount 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
riskFeeVatAmountDescriptionRisk fee vat amount.VAT for risk fee.
interestAmountOnCashCollateralDescriptionInterest amount earned on cash collateral for ZAR.A Negative value means the money being paid by the CH to the ClientInterest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client
fxDailyAccountSummaryDetailsDescriptionThe daily account summery details for FX currencies.The daily account summary details for FX currencies.
AggregatedSummaryClearingMemberEventnetFromOtherSystemsDescriptionNet 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 ClientNet 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).This value will always be PositiveFX 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 * price.This value will always be PositiveFX 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).This value will always be PositiveFX 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.This value will always be PositiveThe 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.This value will always be PositiveThe total ZAR Collateral Cash registered for the previous day. This value will always be Positive
totalMember_Cash_MovementDescriptionThe 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.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.
totalMember_CF_FxCashDescriptionThe total FX Collateral Cash registered (in ZAR value) for the current day.This value will always be PositiveThe 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.This value will always be PositiveThe 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.This value is positive if the current FX collateral exceeds the previous FX collateral and negative if it is the other way aroundThe 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.This value will always be PositiveThe 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.This value will always be PositiveThe total Collateral Security registered for the previous day. This value will always be Positive
totalMember_Sec_MovementDescriptionThe 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 aroundThe 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.
registeredSecuritiesAmountDescriptionMarket Value of the positions in security collateral in ZAR (market value of the security collateral position).This value will always be PositiveMarket 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 movement. This value is Positive if the current Cash IM exceeds the previous Cash IM; negative if it is the other way aroundThe total overall IM Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash Collateral = Cash IM movement. This value is calculated the same way as totalMember_Cash_Movement. This value is Positive if the current Cash Collateral exceeds the previous Cash Collateral; 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 movement.This value is Positive if the current Sec IM exceeds the previous Sec IM; negative if it is the other way aroundThe 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
totalVariationMarginDescriptionTotal 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 ClientTotal 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 margin.This value will always be PositiveTotal additional margin. This value will always be Positive
fundingInterestDescriptionThe 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 ClientThe 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 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 ClientSum 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 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 ClientThis 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 VAT.A Positive value means the money being paid by the Client to the CHTotal booking fees excluding VAT. A Positive value means the money being paid by the Client to the CH
totalRiskFeesDescriptionTotal 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 ClientTotal 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 Margin.This value will always be PositiveInitial Margin. This value will always be Positive
previousInitialMarginDescriptionPrevious Business Day Initial Margin.This value will always be PositivePrevious Business Day Initial Margin. This value will always be Positive
additionalMarginMovementsDescriptionAdditional Margin Movements (from yesterday).This value can be Positive if the current AM exceeds the previous AM; negative if it is the other way aroundAdditional 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.A Negative value means the money being paid by the CH to the ClientInterest 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 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 ClientSum 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
fxDailyAccountSummaryDetailsDescriptionThe daily account summery details for FX currencies.The daily account summary details for FX currencies.

4.2 External Members

4.3 Clearing House

5 Trade Management Messages

Message nameField nameAttribute nameChanged fromChanged to
QueryTradesReqclearingMemberIdDescriptionQuery trades with Clearing Member.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.
tradingMemberDescriptionQuery trades with Trading Member.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.
tradingMemberBranchDescriptionQuery trades with branch.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.
internalAccountIdDescriptionQuery trades with account.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.

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

Constant group nameConstant nameAttribute nameChanged fromChanged to
PositionReasonEXERCISEDescriptionOption exerciseThe 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)
CLOSE_OUTDescriptionClose out of position at expiry.A close-out deal is created by the system to close open positions in a future on expiration of a tradable instrument.
REVERSE_TRANSACTIONHas been added.
DELETEDHas been added.