EMAPI Messages/ConstantGroups Revision History 1.8.0 => 1.9.0

Messages

1 General Messages

TaxReplayReq

2 Subscription

2.1 Establishment

2.2 Surveillance Messages

2.3 Termination Messages

3 Reference Data Messages

DateCollection
CalendarDate
CorporateAction
PositionAccount
Curve
Surface
CurveConstituent
Deposit
InterestRateSwap
ForwardRateAgreement
AtmVolatilityTermStructure

3.1 External Members

3.2 Clearing House

4 Event Messages

PriceEvent
OptionDataEvent
CurveEvent
AtmVolatilityEvent
SurfaceEvent
DividendEvent
YieldEvent

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

GetRiskArrayReq
GetRiskArrayRsp
7.1.1 External Members (Internal)
Contract

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

AXIS_UNIT
BOOTSTRAPPING_METHOD
BroadcastFlows
CorporateActionStatus
DATE_TYPE
EXTRAPOLATION_METHOD
FeedSource
INTEREST_RATE_CONVENTION
INTERPOLATION_METHOD
RollsOnConvention
YieldType

Messages

1 General Messages

Message nameField nameAttribute nameChanged fromChanged to
TaxReplayReqsegmentSizeDescriptionUser specific segment sizeNot 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
DateCollectionHas been added.
CalendarDateHas been added.
CorporateActionHas been added.
PositionAccountexternalPositionAccountIdmaxlength10010
DescriptionThe external id of the position account. House sub accounts are validated to be a maximum of 9 long.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.
CurveHas been added.
SurfaceHas been added.
CurveConstituentHas been added.
DepositHas been added.
InterestRateSwapHas been added.
ForwardRateAgreementHas been added.
AtmVolatilityTermStructureHas been added.

3.1 External Members

3.2 Clearing House

4 Event Messages

Message nameField nameAttribute nameChanged fromChanged to
PriceEventHas been added.
OptionDataEventHas been added.
CurveEventHas been added.
AtmVolatilityEventHas been added.
SurfaceEventHas been added.
DividendEventHas been added.
YieldEventHas been added.

4.1 Event Messages (Internal)

Message nameField nameAttribute nameChanged fromChanged to
RtcTradeExternalDatafirmTradeIdHas been added.
tradeReportIdHas been added.

4.2 External Members

4.3 Clearing House

5 Trade Management Messages

5.1 Trade Management Messages (Internal)

Message nameField nameAttribute nameChanged fromChanged to
TradeResfirmTradeIdHas been added.
tradeReportIdHas been added.

6 Pricing Messages

7 Risk Messages

7.1 External Members

Message nameField nameAttribute nameChanged fromChanged to
GetRiskArrayReqHas been added.
GetRiskArrayRspHas been added.
7.1.1 External Members (Internal)
Message nameField nameAttribute nameChanged fromChanged to
ContractHas been added.

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
AXIS_UNITHas been added.
BOOTSTRAPPING_METHODHas been added.
BroadcastFlowsMARKETDATA_EVENT_FLOWHas been added.
CorporateActionStatusHas been added.
DATE_TYPEHas been added.
EXTRAPOLATION_METHODHas been added.
FeedSourceHas been added.
INTEREST_RATE_CONVENTIONHas been added.
INTERPOLATION_METHODHas been added.
RollsOnConventionHas been added.
YieldTypeHas been added.