| Message name | Field name | Attribute name | Changed from | Changed to |
| TaxSnapshotSubscribeReq | sequenceNumber | Description | Only considered by the Server if the flow contains trade events (i.e. TradeEvent and/or TradeEventPrivate). - If this field is set to a negative number the last specified number (i.e. the absolute value of the field) of trade events in each order book (covered by the request) are added to the current value.
- If this field is set to a non-negative number all trade events (in the order books covered by the request) with a sequence number that is equal to or higher than the value of this field are added to the current value.
N.B. No filtering of the trade events is done (e.g. the trade events may be of all trade types - so for example on private trading flows the trade events may be of the trade type TRADE_REPORT_HALF). | Not used in this configuration of RTC. |
| lastPollSequenceNumber | Description | The sequence number of the last poll operation. Results in an empty snapshot if no changes have been made since last poll for this key/subscription group. Note! This option should only be used if requestType is CURRENT_VALUE. | Not used in this configuration of RTC. |
|
| ResponseMessage | | Description | This class adds a TapStatus to a plain message making up a response header | General response for request messages that dont'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. |
|
| SimpleRsp | | Description | Simple response, for instance an order or auction id | General response for request messages that dont't have a defined response. |
|
| TaxReplayReq | | Description | Request message sent to the trading 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 trading system. The actual replay data is delivered as unsolicited events, framed by TaxReplayStartEvent and TaxReplayEndEvent messages. | 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. |
| subscriptionGroup | Description | The subscription group to which the order books of interest belong. | The subscription group on the subscribed flow. |
|
| TaxReplayStartEvent | subscriptionGroup | Description | The subscription group the data is for. The identifier is always set to zero for global flows. | The subscription group the data is for. |
|
| TaxReplayEndEvent | internalCode | Description | Internal status code from the trading system. | Not used in this configuration of RTC. |
|
| GetSequenceNumbersReq | broadcastFlowId | mandatory | | required |
| subscriptionGroupId | mandatory | | required |
|
| Message name | Field name | Attribute name | Changed from | Changed to |
| Currency | currencyCode | Description | ISO Currency Code, for example 710 for ZAR. | ISO Currency Numeric Code, for example 710 for ZAR. |
|
| Member | memberId | Description | The public id of the member. This id has to be unique. When/if a member change memberId, the assigned memberInternalId must be the same in order to be able to track old orders/trades. | The public ID of the participant. This id has to be unique. |
| address | Description | Company snail-mail address | Company postal address. |
| fax | Description | Company Fax number. | Company fax address. |
| isDisabled | Description | Set to true if this member has been disabled. Disabling a member will automatically disable all the users belonging to the member. Disabling a member also means that all active orders will be inactivated for the member. | Set to true if this member has been disabled. |
|
| Instrument | isEnabled | Description | The administrative state of this item. If is enabled is set to false, all orderbooks at this and all levels below will be set to a persistent full-halt state. | The state of this item. |
| disabledCount | Description | A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. | Not used in this configuration of RTC. |
| prevInstrumentId | Description | The previous (if any) instrument id. Used in case of corporate action etc where an instrument may change instrument code. | Not used in this configuration of RTC. |
| prevInstrumentIdType | Description | The type of the prevInstrumentId (ISIN, CUSIP etc) | Not used in this configuration of RTC. |
| adt | Description | The Average Daily Turnover for the instrument. This field is actually required for an Instrument, but unfortunately it cannot be automatically validated. | Not used in this configuration of RTC. |
| adtCurrency | Description | The ADT currency code (ISO 4217) for the currency expressed. This field is actually required for an Instrument, but unfortunately it cannot be automatically validated. | Not used in this configuration of RTC. |
|
| TradableInstrument | isEnabled | Description | The administrative state of this item. If is enabled is set to false, all orderbooks at this and all levels below will be set to a persistent full-halt state. | The state of this item. |
| shortName | Description | Display name of this tradable instrument, ERICB for example | Display name of this tradable instrument. |
| settlementCycle | Description | Settlement cycle in days | Settlement cycle in days. Mandatory for instrument type Spot. |
| contractDescription | Description | The Contract Description. Example: AGLS | The Contract Description. |
| liquidationPeriod | Description | The liquidation period used in the IMR calculation. Also used for the calculation of the Liquidity Add-on. For example, 1 for daily and 7 for weekly. Used for spot instruments. | The liquidation period used in the IMR calculation. Also used for the calculation of the Liquidity Add-on. For example, 1 for daily and 7 for weekly. Mandatory for spot instruments. |
| advt | Description | The Average Daily Value Traded, used for the calculation of the Liquidity Add-on. Used for spot instruments. | The Average Daily Value Traded, used for the calculation of the Liquidity Add-on. Mandatory for spot instruments. |
| maturityDate | Description | Maturity Date for Bonds. | Maturity Date for Bonds. Format yyyy-mm-dd. |
| anyday | Description | If Anyday is true, the expiry date if the instrument may be on any business day. | If Anyday is true, the expiry date of the instrument may be on any business day. |
|
| Market | | Description | Defines a market. The interpretation of what a market represent is customer specific. Some operations on a market, such as halt, enable and disable, will affect all child objects (MarketLists, Segments and all related TradableInstruments) within the market. | Defines a market. |
| isEnabled | Description | The administrative state of this item. If it is set to false, all orderbooks at this and all levels below will be set to a persistent full-halt state. | The state of this item. |
| lookbackPeriod | divisor | | QTY |
| volatilityLookbackPeriod | divisor | | QTY |
| imrStatisticsPeriod | divisor | | QTY |
| Description | Number of days to compare price and volatility move for in the IMR GUI and IMR reports. | Number of days to compare price and volatility move for. |
| nonTradingDaysBeforeDefault | divisor | | QTY |
| validFromDate | Description | The first date the ,arket is valid. The format is yyyy-MM-dd. | The first date the market is valid. The format is yyyy-MM-dd. |
|
| MarketList | internalMarketListId | Description | The internal (unique) id of the MarketList. It is assumed that the internalMarketListId is null for a new MarketList. | The internal (unique) id of the MarketList. Set by RTC. |
| isEnabled | Description | The administrative state of this item. If is enabled is set to false, all orderbooks at this and all levels below will be set to a persistent full-halt state. | The state of this item. |
|
| Segment | isEnabled | Description | The administrative state of this item. If is enabled is set to false, all orderbooks at this and all levels below will be set to a persistent full-halt state. | The state of this item. |
| parentInternalId | Description | The parent MarketList id (EMAPI). | The parent Market List ID. |
|
| EligibleSecurity | | Description | Eligible Secutiry. | Security instrument eligible for collateral. |
| updateTimestamp | Has been removed. |
|
| EligibleCurrency | | Description | Eligible Currency. | Currency eligible for FX collateral. |
| updateTimestamp | Has been removed. |
|
| PositionAccount | | Description | This object defines a position account. | Position account is used to keep actual clearing positions and settlement positions. |
| isEnabled | Description | The risk group for the Position Account. | The state of this item. |
|
| RiskNode | | Description | This object defines a risk node. | 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. |
| channels | Has been removed. |
|
| ClearingMemberLink | effectiveDate | Description | The effective date from which the link shall be used for capture of incoming trades. | The effective date from which the link shall be used for capture of incoming trades. The format is yyyy-mm-dd. |
|
| TripartiteAgreement | fromDate | Description | From date of tripartite agreement. | From date of tripartite agreement. The format is yyyy-mm-dd. |
| toDate | Description | To date of tripartite agreement. | To date of tripartite agreement. The format is yyyy-mm-dd. |
|
| CdUpdateCashAccountReq | | Description | Request to add a Cash Account | Request to update a Cash Account. The cash account is identified by either (1) the internalCashAccountId, or (2) the combination of participantUnitId and currency. |
|
| User | Has been removed. |
|