Super class for all cache tap messages. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. Internal RefDataCache use only. If set to true, this object has been removed and is not visible to external users. Request to the gateway to log in a member/user User's member firm Mandatory user id. The user must belong to the member. User's password Ticket received at pre-login 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. EMAPI major version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version. EMAPI minor version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version. EMAPI micro version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version. Sent from the gateway to the client as a response to TaxLogonReq. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. Generic single string reply Indicates whether the login was successful or not. Login specific status code. Indicates whether this system is a test system or not. The name of the system. The interval (in seconds) between partition heartbeats sent from the system. Partition heartbeats are sent out as Heartbeat events. The interval (in seconds) between which clients are expected to send in heartbeats. The client should use the TaxHeartbeatReq message to send in heartbeats. The maximum number of heartbeats to lose before the connection can be considered to be down. Request from client to gateway in end a session. A simple response is sent as response. Request to retrieve information and/or activate subscription of future updates of the information specified Not used in this configuration of RTC. Not used in this configuration of RTC. Type of subscription request Data flow being requested Selection key, identifying the data being subscribed to. In many cases, this is the subscription group. Not used in this configuration of RTC. Not used in this configuration of RTC. Response to a subscription request (TaxSnapshotSubscribeReq). Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. Generic single string reply Subscription handle identifying the subscription request. The handle is used when removing the subscription. Not used in this configuration of RTC. Removes an active subscription. A SimpleRsp is sent as response for this request. Subscription handle (subscription identifier) identifying the subscription request to be removed. The handle is received in the response when setting up the subscription. Message preceding a snapshot response Group of instruments in current value response if applicable, otherwise zero. The broadcast flow for the start event Message ending a snapshot response The overall status Complementary text for extra context-dependent info Subcodes If this message is the result of a snapshot/subscribe operation on a flow then this field contains the flow id. Not used in this configuration of RTC. Identifying group of instruments in a current value response if applicable, otherwise zero Number of items published in snapshot Heartbeat sent to gateway in order to verify a connection User supplied data. The data is returned in the response. Response returned from gateway Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. Generic single string reply Current central system time. The format is "yyyy-MM-ddTHH:mm:ss.SSS". Example: 2009-07-16T19:20:30.045 User-supplied data from the request Unsolicited message indicating session status. Session status A request to change the current password. The user does not have to be logged in in order to change the password. The possible duplicate flag The id of the user's member (firm). Required because usernames are only unique within a member firm. The identification of the user (username). The user's old password, used for authentication. The new password to be set. This message is not used in EMAPI. The possible duplicate flag The user that initiated a request. <ul> <li> Shall only be set in requests if (and only if) it is a gateway user that sends the request. </li> <li> Otherwise TRADExpress will set it to the user that established the session on which the request was received on. </li> </ul> See also the <i>user</i> field. The responsible user. <ul> <li> Shall only be set in requests if <i>actingUser</i> is acting on behalf of another user. </li> <li> Otherwise TRADExpress will set it to the <i>actingUser</i>. </li> </ul> The member of the <i>user</i>. A response to be used as super class for all responses from CD. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data. 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. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The message reference from the corresponding RequestMessage. General response for request messages that dont't have a defined response. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. Generic single string reply 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. Specifies the logical stream of information of a certain type. The subscription group on the subscribed flow. The sequence number from which messages should be recovered for the specified subscription group and flow. Optional attribute defining the member for which the replay is to be applied for. Used for on-behalf-of replay. Note that the user requesting replay for another member must be authorized to do so. If this attribute is left empty, the logged in user's member is used. The sequence number up to which messages should be recovered for the specified subscription group and flow. The value for this attribute could be derived from the TaxSnapshotSubscribeRsp. The type of replay request. Not used in this configuration of RTC. Response message sent back for a previously-submitted TaxReplayReq. The TaxReplayRsp response will not contain the actual data being requested. The response data is delivered to the application asynchronously. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. Generic single string reply Subscription handle identifying the subscription request. The handle is used when removing the subscription. Framing message indicating the start sequence of requested replay data. When issuing a replay request, the replay data is delivered as unsolicited messages. The TaxReplayStartEvent indicates the start of a replay sequence. The subscription group the data is for. The broadcast flow for the start event. Framing message indicating the end of requested replay data. The TaxReplayEndEvent indicates the end of a replay sequence. The subscription group the data is for. The identifier is always set to zero for global flows. When requesting a replay, the trading system may not deliver the full sequence in the first call. The application may need to issue multiple additional requests for retrieving all data. The field "nextSequence" indicates if all data has been retrieved. If so, the field is NULL. Otherwise, the field indicates the sequence number to be used when requesting the next/following batch of replay data. EMAPI status code telling if the replay was successful or not. Status text associated with the EMAPI status code returned. Not used in this configuration of RTC. The flow the data is for. This message is not used in EMAPI. The possible duplicate flag Get sequence numbers for broadcast flows. Broadcast Flow requested. Request sequence number for this subscription group. Response to a GetSequenceNumbersReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Broadcast Flow. Subscription group. Latest sequence number for the requested broadcast flow and subscription group. This object represent a Currency. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The standard currency id according to ISO 4217. SEK, USD, GPB etc The full name of the currency. Example: South African Rand ISO Currency Numeric Code, for example 710 for ZAR. Number of decimals used for notional in the currency. Only allowed to be set to 2. ID of the calendar to be used for finding settlement days The subscription group is used to filter objects on broadcast flows. When a subscription is set up for a subscription group the system controls the user access rights for that access group. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The business id of the subscription group. A text description of the set of order books contained in the group. The partition this subscription group belong to. The account access group. This object represents a member firm and holds all basic member data such as id, full name, mail addresses and contact persons etc. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The public ID of the participant. This id has to be unique. Complete name of the member firm Company postal address. Company phone number. Company fax address. Name of contact person in compliance matters Phone number to the compliance contact person Mail address to the compliance contact person Matching/BackOffice contact person Phone number to the Matching/BackOffice contact person Mail address to Matching/BackOffice contact person Set to true if this member has been disabled. The type of this participant unit. Is Discretionary, true or false Is Staff, true or false Is Beneficial, true or false Sub accounts are allowed, true or false VAT registration number Broker Deal Account number Email Country Code, e.g. ZA Is Non Resident is true if country for the client is not equal to ZA MemberId of the nominated member, fulfilling physical settlement when the actual member is not in the Equities market. Otherwise, set to the member itself. Code of client or member at CSD. If RTC should expect net payment from the JSE integration layer for this member. Required for clearing members. This is set for clearing members only, to indicate its own trading member. This field is mandatory for CMs. If true, RTC will expect system-to-system communication on size of FX collateral payments. A comma-delimited list of market codes that the client is allowed to have trades and positions in. This field is mandatory for CMs. If true, RTC will expect the CM to send in a response to a balancing event. For clients only - type of client. Information to surveillance. Required for all clients. For clients only - ID number. Required for local individual clients: Client Type = Individual AND isNonResident = FALSE For clients only - Passport number. Required for foreign individual clients: Client Type = Individual AND isNonResident = TRUE For clients only - Company registration number. Required for all company clients: Client Type = Company For clients only - Information to surveillance. Required for all clients. For clients only - Information to surveillance. Required for all clients. Currency used for intraday rebalancing. Needs to be an eligible FX collateral currency (or ZAR, this will be the default though). For TM branches only. Unique within a TM. Valid number is between 01 and 99. For CM only. Mandatory for CM. Number used when creating settlement instructions. This number is concatenated into the message reference no. The parent member, for example the parent of a trading member branch or a client. The type of member. N.B. in the documentation member type is also known as Participant type. The date from which the member is valid. The format is yyyy-MM-dd A list of other markets'/exchanges' ID of this member in the format: market1:memberid1,market2:memberid2,... "maket1" is assumed to be a market defined in the "local" system and is automatically converted to uppercase, since this is the conversion for market ids in the system. A comma separated list of Member Ids for which this member may act on behalf of. A calendar date of a certain type. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. A calendar date in standard format: YYYY-MM-DD. The type of this date, for example 'closed'. The "identity" of this date. This field may be used for specifying a calendar date that is specific for an exchange/country etc. The id here is (may be) referenced from the orderbook parameters block. The display name for this date, Midsummer for example. Indicate if a date is a valid trading business date or not. The Instrument holds basic background information, such as instrument id, type and (optionally) primary market for an instrument. Since an instrument can be traded in different currencies and visibility (normal, dark etc), the instrument has a set of child objects called TradableInstrument in which the actual trading takes place. An Instrument may reference another Instrument using the "parentInternalId" attribute. The parentInternalId is typically used by warrants or options to reference the underlying instrument. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. A unique instrument identifier. May be an ISIN, CUSIP or symbol name. The InternalID is created using the InstrumentID and InstrumentIdType fields. Example: SE0000108656_ISIN This is a reference to the parent instrument, if any. A parent instrument is typically an underlying instrument when trading derivatives. Shall be set to null if this instrument is a "root" instrument. The state of this item. Not used in this configuration of RTC. The global identity of the instrument. The type of identifier (ISIN, CUSIP etc) is defined by the instrumentIdType attribute. The type of the InstrumentId (ISIN, CUSIP etc) Not used in this configuration of RTC. Not used in this configuration of RTC. The type of instrument (equity, warrant, future etc). The short display name for the instrument, ERICB for example. The complete instrument name, Ericsson B for example. The issuer of the instrument The financial sector to which the instrument belong A unique id that defines market/market that is to be considered primary for the instrument, XLON, XSSE for example.) Not used in this configuration of RTC. Not used in this configuration of RTC. The first date the instrument is valid. The format is yyyy-MM-dd. The last date the instrument is valid. The format is yyyy-MM-dd. A list of other markets'/exchanges' ID of this instrument in the format: market1:id1,market2:id2,... The instrument partition for the Position Manager server. The RTC internal ID for the underlying product. The TradableInstrument is a child object of an Instrument. The TradableInstrument holds trading information (order book id, currency, market, visibility etc) which is necessary for entering orders in a specific instrument. There is one TradableInstrument instance per market/currency/visibility combination. A TradableInstrument instance references a Segment, all trading rules for the referenced Segment applies to the instance. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal id of the TradableInstrument. This id is unique within the system and is created from the fields parentInternalId, market, currency and visibility. The internal id of the parent Instrument. (The instrumentId and the instrumentIdType of the parent Instrument). A "cache" segment reference to which this tradable instrument belongs. Assigned by the server when the TradableInstrument is created. Validated against Market/MarketList/Segment attributes when updating a TradableInstrument. The state of this item. A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. The tradable instrument id. Typically an ISIN, CUSIP or symbol name. This is the JSE Master ID. The type of the TradableInstrumentId (ISIN, CUSIP etc) The currency code according to ISO 4217 Display name of this tradable instrument. The market where this tradable instrument is traded. This field refers to a Market object's marketId field. The market list where this instrument is traded, reflecting a MarketList object's marketListId field. The market list must belong to the market specified by the marketId field. The segment where this instrument is traded, reflecting a Segment object's segmentId field. The segment specified must belong to the market stated in the marketId field and belong to the market list stated by the marketListId field. The id of the subscription group to which this tradable instrument belong The first date the tradable instrument is valid. The format is yyyy-MM-dd. If this optional data is not specified, the value from the tradable instrument's instrument will be used. The parent tradable instrument must have a validFrom date that is equal to or less than the validFrom date of the child tradable instrument. The last date the tradable instrument is valid. The format is yyyy-MM-dd. If this optional data is not specified, the value from the tradable instrument's instrument will be used. The parent tradable instrument must have a validTo date that is equal to or greater that the validTo date of the child tradable instrument. The last date the instrument is open for trading. The format is yyyy-MM-dd. The number of shares in the instrument. If the number of shares is not defined, then there will not be any qty checks for that instrument. The Class Spread Group (CSG) to which the contract belongs. Class Spread Margin Requirement (CSMR) Official IMR (Initial Margin Requirement) 1-day VaR Official SMR (Settlement Margin Requirement) Volatility Scanning Range (VSR) The size (quantity) of one traded contract. Settlement cycle in days. Mandatory for instrument type Spot. The expiration date for this contract. The format is yyyy-mm-dd. Used for options and futures. The Contract Code. Example: AGLS The Contract Description. The Alpha Code. Example: AGL The Underlying Tradable Instrument. Example: the future (AGLS-20141023) for an option or the underlying (ABL) for a future The Contract Category. Example: SingleStock Settlement type, Cash or Physical. If cash settled, only cash is settled at expiry. If physical, the underlying instrument is settled at expiry. Used for futures and options. Exercise style, Americal or European. Used for options. Call or Put option. Strike for option. The Volatility Surface Id. Used for options. The id of yield curve instrument used for valuation. Mandatory for future with valuation model set to RTC Mark-to-Model. Mandatory if InstrumentSubType is Dividend Neutral, International Dividend Neutral, Quanto International Dividend Neutral, Quanto Index Dividend Neutral or Contract for Difference, regardless of valuation model. The type of instrument (equity, option, future etc). The sub type of instrument (spot, index, CFD, etc.). In addition to the look-back period other dates of price data can be added. This is the start date of the period used. The format is yyyy-mm-dd. Used for spot instruments. In addition to the look-back period other dates of price data can be added. This is the end date of the period used. The format is yyyy-mm-dd. 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. The Average Daily Value Traded, used for the calculation of the Liquidity Add-on. Mandatory for spot instruments. Future style or Upfront premium. Used for options. Cents from ATM. Used for options. Number of decimals in prices. ISIN for the instrument. Valuation Model Type. Valuation Sub Type. Indicates whether the instrument can be traded at JSE. Base currency, mandatory for FX spot instruments. Price currency, mandatory for FX spot instruments. Maturity Date for Bonds. Format yyyy-mm-dd. The Nominal Amount for Bonds. Fraction of Nominal to be returned at maturity. For Bonds. The convention determines how interest accrues over time, e.g. number of days between two coupon payments. For Bonds. Rules for date rolling when a payment day or date used to calculate accrued interest falls on a holiday. For Bonds. Compounding Convention of yield. For Bonds. Compounding Convention of coupon rate. For Bonds, information only. Calendar used for holidays. For Bonds. Annual Coupon rate for Bonds. The date when the Bond was listed. Coupon frequency period length. How often coupons are paid annually. For Bonds. Coupon rate indicator. For Bonds. For Bonds. This date is used as last coupon date equivalent if no coupon has yet been paid. For Bonds. Coupon dates, comma separated dates on format MMDD. For Bonds. Book Closing dates, comma separated dates on format MMDD. The asset class this tradable instrument belongs to. Asset sub class used for stress testing. Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. Master ID of the base rate instrument The Master ID of another underlying instrument to use as proxy when calculating the IMR %. Will mostly be used for foreign instruments where the price history is not available. Designated as Inward listed by the South African Reserve Bank. If Anyday is true, the expiry date of the instrument may be on any business day. ID of the exchange where the instrument is traded Country code of instrument. Indicator if the contract is base (standard), mini/maxi etc. If NPA is True, prices in the tradable instrument may be negative, otherwise not. Only be allowed to be True for Spot and Future, used for structured products. A list of other markets'/exchanges' ID of this tradable instrument in the format: market1:id1,market2:id2,... This attribute is used to indicate that this instrument has been subject to a Corporate Action. If this field is true, this TradebleInstrument is valid for trading. ValidForTrading is typically used when a TradableInstrument is not traded on "this" exchange, but is needed as undelying for derivatives (carrying the price). The default value is true. Defines a market. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. A system-unique identifier of the Market. May only contain characters a-z, A-Z, 0-9, "_", "-", "+" and ".". The state of this item. A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. The name of the Market. The country code for this market. A reference to a market specific internet site. JSPAN attribute. A percentile stored as a decimal, e.g. 0.975 for 97.5%. JSPAN attribute. The lookback period used to get historical prices. For example, 90 to use the last 90 days prices. JSPAN attribute. The volatility lookback period used when calculating volatilities. JSPAN attribute. The maximum amount volatility may be scaled up. This should be a number between 1 and 2. JSPAN attribute. The maximum amount volatility may be scaled down. This should be a number between 0 and 1. Number of days to compare price and volatility move for. The end time for option exercise on the expiration date. Must be in the format HH:MM:SS. Allocation model for options, eg Pro-rata or Random. Daily Maximum Participation Factor for Liquidation Period add-on. Used in the Liquidation Period Add-on calculation. Number of days it will take the JSE to confirm default before it starts to close out positions. Number of decimals for volatility calculated by RTC. The first date the market is valid. The format is yyyy-MM-dd. The MarketList is a child object of a Market. The purpose of the MarketList is mainly to organize the different instruments on a market into separate lists. The actual interpretation of the MarketList is customer specific. Operations such as halt and enable/disable performed on a MarketList will affect all Segments and TradableInstruments within the MarketList. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal (unique) id of the MarketList. Set by RTC. The state of this item. A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. The display id of the MarketList. Must be unique within the Market. May only contain characters: a-z, A-Z, 0-9, "_", "-", "+" and ".". This is the name of this Market The parent market id (EMAPI). The first date the market list is valid. The format is yyyy-MM-dd. A Segment is a grouping of TradableInstruments that share the same trading rules. Operations on a segment, such as halt and enable/disable affects all tradable instruments related to the segment. A Segment is a child objetc to MarketList. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The cache (unique) id of the Segment. The internalSegmentId field is assigned by the system. The state of this item. A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero. The display id of the Segment. Must be unique within the parent MarketList. May only contain characters: a-z, A-Z, 0-9, "_", "-", "+" and ".". The parent Market List ID. The name of this Segment The first date the segment is valid. The format is yyyy-MM-dd. Holds basic information on a country, such as currency, time zone and holidays. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The id (country code) of the Country. Use ISO 3166 ISO 2-alpha codes. The name of the Country The currency code according to ISO 4217. Timezone offset from UTC/GMT in minutes (positive value for countries east of Greenwich) Security instrument eligible for collateral. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. External instrument master ID. ISIN of the instrument. Alpha Code of the instrument. Percentage that is subtracted from the portfolio value of an asset that is being used as collateral. Maximum allowed value allowed to pledge as collateral for this ISIN per risk node and before haircut is applied. Currency eligible for FX collateral. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. External instrument master ID for the currency pair. The second currency in the currency pair. Normally ZAR. The first currency in the currency pair, i.e. normal the collateral currency (when using EUR, GBP and USD). Haircut percent on the exchange rate. Support for four decimals. Maximum allowed amount for the currency allowed as collateral. The amount is defined in ZAR before the haircut is applied.. When a client has several Nostro accounts (cash accounts in foreign CCY) and there is a doubt which currency to use, they are used in prio order. FX collateral with the highest priority is used first. The lowest number has got the highest priority. Must be unique. A Corporate Action task definition. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. Id of the Corporate Action. CA Serial no in MDS. Type of the Corporate Action. One of CI,CM,CO,CP,CR,CV,IS,NC,RT,SC,SD,TE,UB. Note that the CA type is only used for information purpose in RTC and is not validated. Factor to use to adjust positions. Master ID of the TI on which the CA is taking place. The positions on this TI will be closed. Master ID of the new TI for the new position. New positions will be created on this TI. If missing, settlement positions will be created instead. Corporate actions are applied at EOD on the last business day before the effective date. Format is YYYY-MM-DD. Last Day Traded. Format is YYYY-MM-DD. Price to use when positions should be closed out. to know the status of the corporate action. to know the status of the corporate action. Update timestamp, set by RTC. Position account is used to keep actual clearing positions and settlement positions. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal id of the position Account. The external id of the position account. The maximum length is 10 characters. House sub accounts are validated to be a maximum of 9 long. The type of this position account. The sub type of this position account. The access group for the Position Account. The clearing member for the Position Account. The risk node for the Position Account. The state of this item. Specifies the parent Participant Unit. 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. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The id for the Risk Node. Risk node Id of the parent. The name for the Risk Node. This is used to identify the default risk node for a member. This is used to identify if the risk node is for clearing house. The access group for the Risk Node. The clearing member for the Position Account. Specifies Participant Unit that this risk node belongs to. The account type for accounts connected to this risk node. The minimum percentage of the collateral that must be in ZAR. The risk limit after which alert is triggered. Risk node Id of the house risk node of the parent. The AM percentage used to calculate additional margin. This object defines a link from Trading Member to Clearing Member. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The id for the Clearing Member Link. Specifies the parent Participant Unit. The Trading Member ID. The Clearing Member ID. The Market ID. The effective date from which the link shall be used for capture of incoming trades. The format is yyyy-mm-dd. This object defines agreement for tripartite. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. Uniquely identifies each tripartite agreement. Initiator of the tripartite allocation. ID of Trading Member or Branch. Acknowledger (receiver) of the tripartite allocation. ID of Trading Member or Branch. Client of the tripartite allocation. From date of tripartite agreement. The format is yyyy-mm-dd. To date of tripartite agreement. The format is yyyy-mm-dd. This object defines an access Group. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The id for the Access Group. Specifies the parent Participant Unit. The clearing member for the Access group. The subscription group for the Access group. This object defines a settlement account. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The id for the Settlement Account. The external id for the account. The name for the Settlement Account. If true, this account is a settlement account where positions are netted together before being sent to an external payment/delivery system. If true, this is a Settlement Account for the Clearing House. If true, this is the default Settlement Account for the Clearing House. Defines whether the account is enabled. Links to participantUnit if the Settlement Account is not a Clearing House Settlement Account The access group for the Settlement Account. Represents a calendar in the RTC system. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The id of the RtcCalendar. Specifies which RtcCalendar to use for holidays and half-days . The descriptive name for this calendar. The default starting time for this calendar. Must be in the format HH:MM:SS. The time zone for this calendar. Set to true if Saturdays and Sundays are closed. A curve, y axis dependent on x axis, y = f(x). Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal curve Id for RTC. The external curve Id received from Master reference data system. User friendly name of the curve. If true, RTC is responsible to prepare the curve. Number of decimals used. BootStrapping method. Day count convention. Interest rate convention for the interest rate produced. Interpolation method. Extrapolation method. xAxis unit. yAxis unit. Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. A surface. Three axis, z dependent on x and y, z = f(x, y). Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal surface Id for RTC. The external surface Id received from Master reference data system. User friendly name of the surface. Day count convention. Interpolation method. Extrapolation method. xAxis unit. yAxis unit. zAxis unit. Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. Instruments to build the curve. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal curve Constituent Id for RTC. Specifies the Curve that this CurveConstituent belongs to. Instrument Id (JSE Master ID) for the deposit, FRA or Swap. Deposit instrument. Used as curve constituents. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal Deposit ID for RTC. The external Deposit Id received from Master reference data system. User friendly name of the Deposit. Day count convention. Day count convention. Period type for tenor. For instance M in 3M. Tenor period. For instance 3 in 3M. Rolls on convention. Compounding convention. Calendar used for holidays. Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. A Interest rate swap instrument. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal IRS Id for RTC. The external IRS Id received from Master reference data system. User friendly name of the IRS. Rolls on convention. Day count convention. Day count convention. Tenor period type. Example M in 3M. Tenor length. Example 3 in 3M. Reset lag period. Example M in 3M. Reset lag length. Example 3 in 3M. Compounding convention. Calendar used for holidays. Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. A Forward Rate Agreement instrument. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The internal FRA Id for RTC. The external FRA Id received from Master reference data system. User friendly name of the FRA. Day count convention. Day count convention. Rolls on convention. Tenor period type. Example M in 3M. Tenor length. Example 3 in 3M. Compounding convention. Reset lag. Reset lag. Calendar used for holidays. Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank. Class Spread Group. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. Uniquely identifies each Class Spread Group. The ID of the SSG that the CSG belongs to, if any. The SSMR for the CSG within the SSG. Series Spread Group. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. Uniquely identifies each Series Spread Group. Class Spread Group name. Represents a collateral account. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The id of the collateral account. The name for the Collateral Account. The clearing member for the Collateral Account. The owner of the account in the member structure. Specifies the parent risk calculation node. The access group for the Collateral Account. If set to true, this object has been disabled. A member or client can have zero or more than one cash account defined, but not more than one per currency. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. Authorized dealer for foreign currency or settlement bank for ZAR. The code of the branch within the authorized dealer or settlement bank. Swift BIC code. ID of account within the auhorized dealer or settlement bank. RTC internal Cash Account ID. Set at creation by RTC. The account is valid for this currency. Specifies the parent Participant Unit. Flag is set from member, is set to true for non resident members. This object holds a RTC System State. Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow. Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow. A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow. The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow. The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow. The id, will only exist one record since only one state can be current. Current state in RTC. The business the state is set, in format YYYY-MM-DD. Current scheduler state in RTC. Reason for rerunning End of Day, only set when scheduler state is RERUN. Request to add a Cash Account The possible duplicate flag The cash account to add Request to update a Cash Account. The cash account is identified by either (1) the internalCashAccountId, or (2) the combination of participantUnitId and currency. The possible duplicate flag The cash account to update Request to add a Client The possible duplicate flag The client id Set as enabled or not Request to add a Client The possible duplicate flag The client id The client name The address The phone The email address The member id of the nominated member. VAT registration number The parent member Is Discretionary, true or false Is Staff, true or false Is Beneficial, true or false BDA Code Country Code Code of client or member at CSD. A comma-delimited list of market codes that the client is allowed to have trades and positions in. Type of client. Information to surveillance. ID number. Required for local individual clients. Passport number. Required for foreign individual clients. Company registration number. Required for all company clients. Information to surveillance. Information to surveillance. Currency used for intraday rebalancing. Needs to be an eligible FX collateral currency (or ZAR, this will be the default though). The response to add rtc member client request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data. The client id generated by the system. Request to update a Client The possible duplicate flag The client id The member name The address The phone The member id of the nominated member. The email address VAT registration number "Is Discretionary, true or false" "Is Staff, true or false" "Is Beneficial, true or false" Broker Deal Account number Country Code Code of client or member at CSD. Company registration number. Required for all company clients. Information to surveillance. Information to surveillance. Currency used for intraday rebalancing. ID number. Required for local individual clients. Type of client. Information to surveillance. Passport number. Required for foreign individual clients. Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident, for the From Trade. Request to add a Clearing member to a client The possible duplicate flag The member id The clearing member Request to add a Position Account The possible duplicate flag The owner unit. The external id of the position account. The type of the position account. The sub type of the position account. The clearing member of the Position Account. The response to add position account request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data. The external id of the position account. Request to update a position account The possible duplicate flag The Position account id. Enabled (true) or not (false). The response enableDisable position account. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data. Set minimum ZAR limit. Leaving all fields empty as a clearing member will set minimumZARLimit on all trading members for that clearing member. Leaving all fields empty as a trading member will set minimumZARLimit on all clients for that trading member. The possible duplicate flag The clearing member id. Only applicable for a trading member that wants to set the minimumZARLimit on a specific client. The trading member id. Only applicable for a clearing member that wants to set the minimumZARLimit on a specific trading member. The client id. Only applicable for a trading member that wants to set the minimumZARLimit on a specific client. The minimum ZAR limit in percent. Must be within the interval 0-100. Leaving this field empty means no specific limit is set and that a value from higher in the hierarchy will be used. Set risk limit. Leaving the tradingMemberId field empty means the clearing member will set risk limit on all trading members for that clearing member. The possible duplicate flag The trading member id. Only applicable for a clearing member that wants to set the limit on a specific trading member. The risk limit which is validates against the calculated risk on a risk node to check if there is a breach and trigger alert if required. If this field is left blank then the risk limit is removed from the trading member Set risk limit. Leaving clientId empty means trading member will set risk limit on all clients for that trading member. The possible duplicate flag The clearing member id. The clearing member (or CM link) the client belongs to. The client id. Only applicable for a clearing member that wants to set the risk limit on a specific client. The risk limit which is validated against the calculated risk on a risk node to check if there is a breach and trigger alert if required. If this field is left blank then the risk limit is removed from the client Set additional margin percentage. Leaving the tradingMemberId field empty means the clearing member will set additional margin percentage on all trading members for that clearing member. The possible duplicate flag The trading member id. Only applicable for a clearing member that wants to set the AM percentage on a specific trading member. The additional margin pergentage used to calculate additional margin from the calculated initial margin. Set additional margin percentage. Leaving clientId empty means trading member will set additional margin percentage on all clients for that trading member. The possible duplicate flag The clearing member id. The clearing member (or CM link) the client belongs to. The client id. Only applicable for a clearing member that wants to set the AM percentage on a specific client. The additional margin pergentage used to calculate additional margin from the calculated initial margin. This class represents a Trade, i.e. one side of a Matched Trade: the buyer's or the seller's. Trade id. Internal RTC trade Half ID. Account id. Internal RTC ID. The external instrument id. This is the JSE Master ID. Internal RTC ID for both sides of a matched trade. Original quantity of the trade. Remaining quantity of the trade after allocation(if any). Active quantity of the trade after allocation (if any). Reserved quantity for assign operation (if any). Price. The time the trade occurred. The format is yyyy-MM-ddTHH:mm:ss.SSS. Trade ID set by the client entering the trade into the clearing system. To identify whether buy or sell trade The business date the trade occurred. The format is yyyy-MM-dd. External information on trade from Trading System. List of forward referenced trade IDs List of backward referenced trade IDs Value of the trade Interest Rate Spread for trade if CFD. The reference supplied with the trade. RtcTradeExternalData contains trade attributes specific for this configuration of RTC. A system set identifier of the matched trade that was used to enter this trade into the system. A system set identifier of the matched trade that was used to enter this trade into the system. A system set identifier of the trade half from the external trading system. Reference to an order in the trading system. Aggressor from Trading System. Capacity from Trading System. Trade Type from Trading System. Flag to indicate that the trade price is outside price band. Used both on trades from trading system and on trades created in Deal Management. Flag to indicate that the trade is marked for zero fee. Timestamp from Trading System. Format 2014-11-18 13:24:21. The dealer in the trading system. Quantity from trading system for on-book trades. 0 if trade is Off-book. Kept on each side and not changed after trade management unless for accumulations. When an accumulated trade is partly allocated, on-book and off-book quantities are no longer maintained. Quantity from trading system for reported trades. 0 if trade is On-book. Kept on each side and not changed after trade management unless for accumulations. When an accumulated trade is partly allocated, on-book and off-book quantities are no longer maintained. Refers to the original trade. Only used when receiving cancelled trades from the trading system. Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd-HH:mm:ss.fff. The time the reported trade was received on the trading system (system generated). The format is yyyyMMdd-HH:mm:ss.fff. Option delta from the trading system. Valid for Options. Free text field carried from the trading system for off book trades. Free text field carried from the trading system for on and off book trades. Object to hold notional values per underlying. The external instrument id. This is the JSE Master ID. The net notional exposure of the specified underlying instrument. The Net Notional Exposure per Underlying is defined as the aggregated notional exposure (with sign) of all positions in tradable instruments with the same underlying spot. The gross notional exposure of the specified underlying instrument. Gross is defined as the sum of the absolute notional exposure per position in instruments with the same underlying spot. The calculated liquidation period. Collateral position values before and after haircut. The JSE Master ID of the collateral security, or the currency if the collateral position is in ZAR or FX. When FX or ZAR is posted, the currency-value (USD, EUR, GBP, ZAR) will be populated in the externalInstrumentId field.When securities are pledged, the equity’s InstrumentMasterID will be populated in the externalInstrumentId field. True if it is a cash position. The collateral position quantity. Market value of the collateral position. Collateral position value after applying haircut and maximum amount. The haircut and maximum amount are taken from the EligibleSecurity list or EligibleCurrency object. Price of the collateral position. Haircut of the collateral position. Represents a change in a position for a specific instrument in a specific account. The sequence number is a unique number for all events published for the same flow. The id of subscription group the message is published on. Account id. The ID of the position account as seen by the member. The name of the collateral account. The member code of the clearing member. TM that owns the trade. TM branch that owns the trade. Client ID added to trade by CS. Empty if trade is for TM house. The external instrument id. This is the JSE Master ID. The position type. Settlement date, used for positions of type SETTLEMENT. In some cases, several positions in the same instrument and the same account are held as separate positions, although they both fit the instrument/account key. There may be technical or business logic reasons for this. The risk system can handle that multiple sources have positions in identical instruments and accounts and it will perform the aggregation of such positions itself for calculation purposes. The position long quantity in its canonical unit, i.e. longNominalQty multiplied by contract size of tradable instrument. A positive quantity represents a long position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 1000 (divisor rule to be applied). The position short quantity in its canonical unit, i.e. shortNominalQty multiplied by contract size of tradable instrument. A negative quantity represents a short position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 1000 (divisor rule to be applied). The position quantity, i.e. number of contracts. Only set for positions in tradable instruments. A positive quantity represents a long position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 10 (divisor rule to be applied) The position quantity, i.e. number of contracts. Only set for positions in tradable instruments. A negative quantity represents a short position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 10 (divisor rule to be applied) The value of the position, according to the prices of the trades that build up the position. Simply put, this value is the sum of the price * quantity of all trades in the position. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The initial value of the position is expressed in the currency of the instrument the position belongs to. The value of the position, according to the prices of the trades that build up the position. Simply put, this value is the sum of the price * quantity of all trades in the position. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The initial value of the position is expressed in the currency of the instrument the position belongs to. The value of the position, according to the market price that was used last time a cash settlement of the variation margin of the position was made. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The market value is expressed in the currency of the instrument the position belongs to. The value of the position, according to the market price that was used last time a cash settlement of the variation margin of the position was made. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The market value is expressed in the currency of the instrument the position belongs to. Total spread volume for CFD contract. This is similar to Initial Value, but this is base rate from the trade multiplied with the quantity. Positive for long values, negative for short. Total spread volume for CFD contract. This is similar to Initial Value, but this is base rate from the trade multiplied with the quantity. Positive for long values, negative for short. Internal RTC transaction ID. Trade ID generated by the system, globally unique. A new ID will be created each time the trade is moved to a new account, i.e. when an equal opposite trade is created. Note that an ID will be created also at trade capture. The time when the event occurred, on format yyyy-MM-dd'T'HH:mm:ss.SSS. The trade that caused this account position event. Daily account summary for client or members house nodes. The sequence number is a unique number for all events published for the same flow. The id of the subscriptionGroup the message is published on. The id of the risk node the message is published on. Business Date. The format is yyyy-MM-dd. The time of the event. The format is yyyy-MM-ddTHH:mm:ss.SSS. Price Tag. Clearing Member Id. Trading Member Id. Client Id. Strate Code. Collateral Account Id. Percentage of initial margin that must be covered with cash collateral. Initial Margin. This value will always be Positive Previous Business Day Initial Margin. This value will always be Positive Additional Margin. Previous Business Day Additional Margin. Value request from Strate. Received value from strate, before haircut. Market Value of the positions in security collateral in ZAR (market value of the security collateral position).This value will always be Positive Registered Cash Amount. Current securities amount, after haircut. This value will always be Positive Previous securities amount, after haircut. This value will always be Positive Securities amount movement. Current cash collateral amount (for ZAR), after haircut. This value will always be Positive Previous cash collateral amount (for ZAR), after haircut. This value will always be Positive Cash collateral amount (for ZAR) movement. Current cash collateral amount for FX currency (in ZAR), after haircut. This value will always be Positive Previous cash collateral amount for FX currency (in ZAR), after haircut. This value will always be Positive Cash collateral amount movement for FX currency (in ZAR) Sum 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 State. Valid values are: REGISTERED, COLLATERAL_CALCULATED, COLLATERAL_SEC_REGISTERED, COLLATERAL_SEC_STEPOVER, COLLATERAL_FX_REGISTERED, COLLATERAL_FX_STEPOVER, COLLATERAL_CASH_SETTLED, CLIENT_PAYMENTS,REBALANCING. Status of execution. Valid values are: SUCCESS, ERROR, OVERRIDE, VALIDATION_FAILED, VALIDATION_WARNING, Status Text. Description of validation errors. 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 Sum 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 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 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 Booking fee amount excluding VAT. A Positive value means the money being paid by the Client to the CH VAT for booking fee Risk 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 VAT for risk fee. Net amount from other systems. Settlement Date. The format is yyyy-MM-dd. Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client Interest rate on cash collateral for ZAR. The daily account summary details for FX currencies. FX part of the daily account summary. The Currency Code, ISO 4217 alphabetic Code. Example: USD Interest rate for the currency. Interest amount for the currency. Total movement in Cash Collateral for the current day that will be settled in the given currency FX Collateral position quantity (in FX currency). This value will always be Positive FX collateral position market value (in ZAR). This is the value before haircut: qty * price. This value will always be Positive FX collateral value (in ZAR). This is the value calculated during the collateral process (using haircut%, max value). This value will always be Positive Aggregated account summary event for clearing member. The sequence number is a unique number for all events published for the same flow. The id of the subscriptionGroup the message is published on. Clearing Member ID. Aggregated trading member totals. Interest rate for cash collateral for ZAR Net 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 Number used when creating settlement instructions. This number is concatenated into the message reference no. Price Tag that identifies the event. Business Date. The time of the event. Aggregated account summary event for trading member. The sequence number is a unique number for all events published for the same flow. The id of the subscriptionGroup the message is published on. Trading Member ID. Clearing Member ID. Aggregated client accounts. Aggregated house accounts. Interest rate for cash collateral for ZAR Price Tag. Business Date. The time of the event. Object to hold aggregated account summary details. The total ZAR Collateral Cash registered for the current day. This value will always be Positive The total ZAR Collateral Cash registered for the previous day. This value will always be Positive 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. The total FX Collateral Cash registered (in ZAR value) for the current day. This value will always be Positive The total FX Collateral Cash registered (in ZAR value) for the previous day. This value will always be Positive 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 The total Collateral Security registered for the current day. This value will always be Positive The total Collateral Security registered for the previous day. This value will always be Positive The 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. Market Value of the positions in security collateral in ZAR (market value of the security collateral position). This value will always be Positive The 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. The 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 Total 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 Total additional margin. This value will always be Positive 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 Sum 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 This 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 Total booking fees excluding VAT. A Positive value means the money being paid by the Client to the CH Total VAT for booking fees Total 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 Total VAT for risk fees Initial Margin. This value will always be Positive Previous Business Day Initial Margin. This value will always be Positive 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 Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client Sum 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 The daily account summary details for FX currencies. This event represents an insertion, deletion or update of a trade in an account. The message includes information on the position on the account after the trade event. The sequence number is a unique number for all events published for the same flow. The id of subscription group the message is published on. Account id. The ID of the position account as seen by the member. The name of the collateral account. The member code of the clearing member. TM that owns the trade. TM branch that owns the trade. Client ID added to trade by CS. Empty if trade is for TM house. The external instrument id. This is the JSE Master ID. The position type. Settlement date, used for positions of type SETTLEMENT. The time when the event occurred, on format yyyy-MM-dd'T'HH:mm:ss.SSS. The referenced Trade. This event contains calculated risk values for a Risk Node. The sequence number is a unique number for all events published for the same flow. The id of the subscriptionGroup the message is published on. The id of the risk node the message is published on. The channel this result was calculated for. DEFAULT is the normal channel. The currency code according to ISO 4217. This value is not used in the JSE implementation of RTC. Any profit or loss given the current market value compared to the previous mark-to-market value (or trade value). The Initial Margin for the risk node, defined as J-SPAN IM + Liquidation Period Add-On + Large Position Add-On  + SM. A positive value indicates a risk. The sum of the values of all the collateral positions in the collateral account of the risk node. The liquidation period add-on value for the risk node. The liquidation period add-on is an amount that gets added to the margin calculated by J-SPAN. The Liquidation Period add-on increases the margin requirement when the client's notional exposure in a particular underlying forms a significant portion of the value that gets traded in the market on a daily basis. The large position add-on value on the risk node. This is an additional IM to compensate for large positions or concentration risk. This calculation takes into account position size thresholds which will are defined by the JSE. The J-SPAN IM value, based on the positions on the risk node and the CSE risk arrays. The J-SPAN algorithm uses the netted positions of all the accounts under the risk node. The additional margin value on the risk node. Additional Margin is a margin that is added on top of IM and calculated as a percentage on IM. Different members and clients can have different additional margin percentages. The additional margin percentage value on the risk node. The risk limit value on the risk node. The global risk limit for the clearing house, or a more strict limit for the Clearing Member, Trading Member or Client. The value against limit value on the risk node, calculated as (IM + AM) - (VM + Collateral value). The alert indicator for the risk node. True if valueAgainstLimit is larger than riskLimit, false otherwise. The settlement margin on the risk node. For risk nodes with settlement positions for physical delivery positions: SM = official SMR * quantity (netted on risk node). The notional exposure for asset class Equity for this risk node. The notional exposure for asset class FX for this risk node. Notional value per underlying. Values for collateral positions. Commission to be paid by destination TM to initiating TM. The sequence number is a unique number for all events published for the same flow. The id of subscription group the message is published on. The commission id. Market. CM that is associated with the initiating TM and will receive the payment. TM that sent the commission. CM that will handle the payment. TM that will carry the payment. Payer of the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios. Identifier of trade or deal associated with the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios. Amount to debit the destination TM. The status of the commission. The timestamp when the commission first was entered. The timestamp when the commission was either cancelled or rejected. Optional reference that can be supplied at cancellation or rejection requests. Market data for a tradable instrument. The sequence number is a unique number for all events published for the same flow. The id of the subscription group the message is published on. Price Condition type (tag). Business date. Format is YYYY-MM-DD. The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS". The external instrument id. This is the JSE Master ID. The price. The source of the curve. Valuation information for option. The sequence number is a unique number for all events published for the same flow. The id of the subscription group the message is published on. Price Condition type (tag). Business date. Format is YYYY-MM-DD. The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS". The external instrument id. This is the JSE Master ID. The option price. The delta for the option. The gamma for the option. The vega for the option. The volatility for the option. The source of the curve. Market data for a curve. See the Curve reference data object for a definition of the curve. The sequence number is a unique number for all events published for the same flow. The id of the subscription group the message is published on. Price Condition type (tag). Business date. Format is YYYY-MM-DD. The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS". The curve external instrument id. This is the JSE Master ID. The source of the curve. The absolute date on the x-axis of the curve. This field is populated if the xAxis unit of the curve is absolute. The date on the x-axis represented as fraction of a year using the day time convention on the discount curve. This field is populated if the xAxis unit of the curve is fraction of a year. The rate on the y-axis of the curve. Event with ATM volatilities for an underlying instrument. The dates are expiry dates for the options. The sequence number is a unique number for all events published for the same flow. The id of the subscription group the message is published on. Price Condition type (tag). Business date. Format is YYYY-MM-DD. The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS". The external instrument id. This is the JSE Master ID. The source. The absolute instrument expiry dates. Corresponds to the array of volatilities. The volatilities. Corresponds to the array of dates. Market data for a surface. See the Surface reference data object for a definition of the surface. The sequence number is a unique number for all events published for the same flow. The id of the subscription group the message is published on. Price Condition type (tag). Business date. Format is YYYY-MM-DD. The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS". The surface external instrument id. This is the JSE Master ID. The source of the price. The absolute date on the x-axis of the surface. This field is populated if the xAxis unit of the surface is absolute. The date on the x-axis represented as fraction of a year using the day time convention on the surface. This field is populated if the xAxis unit of the surface is fraction of a year. Value on the y-axis: strike or moneyness. Value on the z-axis: volatility in point (x, y). Dividend information for a tradable instrument. The instrument is a spot used as underlying for futures. The dividends are used in the future valuation. The sequence number is a unique number for all events published for the same flow. The id of the subscription group the message is published on. Price Condition type (tag). Business date. Format is YYYY-MM-DD. The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS". The external instrument id. This is the JSE Master ID. The source of the price. The date on or after which a security is traded without rights to a previously declare dividend. The date on which a declared stock dividend is scheduled to be paid. The dividend value. The yield for an instrument. The instrument could be of different types, for instance a Bond or a Deposit. The sequence number is a unique number for all events published for the same flow. The id of the subscription group the message is published on. Price Condition type (tag). Business date. Format is YYYY-MM-DD. The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS". The external instrument id. The source of the price. The dividend expressed in yield (% on decimal form). A notification event sent to the Clearing Member that there is a number of payment advices that the CM must confirm. The sequence number is a unique number for all events published for the same flow. The id of the subscriptionGroup the message is published on. Clearing Member ID. This event is for Assign and Tripartite flow from RTC. The sequence number is a unique number for all events published for the same flow. The id of the subscription group the message is published on. The ID of the Assign or Tripartite. The initiator of the request. This is used to identify the initiator side. The current state of the operation. Trade id. The current account for the Trade. This is used to identify the receiver side. It is not set for the receiver when the take-up request arrives. (It is set by receiver upon Approval). The external instrument id. This is the JSE Master ID. The trade quantity. The trade price. An optional free text field. The destination member Id. The destination client Id. Applicable for tripartite allocation only Time the action was initiated Time the action was completed Time the action was cancelled True if this trade is a buy trade, false if it is a sell trade. Event published to the CMs to inform that RTC is ready to receive information about FX collateral. The sequence number is a unique number for all events published for the same flow. The id of the subscriptionGroup the message is published on. Account balancing 1 message to the Clearing Member. The sequence number is a unique number for all events published for the same flow. The id of the subscriptionGroup the message is published on. Clearing Member ID. Business date which have generated the various payments. Note it is not the actual payment date, which happens at the business day after. The format is yyyy-MM-dd. Date when the payment is due. The format is yyyy-MM-dd. List of balances for the clearing member or trading member. The totals for all TMs clearing through the CM are available under the CM ID. Account balancing 2 message to CM. The sequence number is a unique number for all events published for the same flow. The id of the subscriptionGroup the message is published on. Clearing Member ID. Business date which have generated the various payments. Note it is not the actual payment date, which happens at the business day after. The format is yyyy-MM-dd. Date when the payment is due. The format is yyyy-MM-dd. Interest rates used for the day for interest on cash collateral calculations. List of balances for the clearing member or trading member. The totals for all TMs clearing through the CM are available under the CM ID. Query JSPAN risk arrays available in the system. If true, the values in externalInstrumentIds will be ignored. Risk arrays will be returned for all instruments with risk arrays, but startInstrumentOffset and maxNumberOfInstrumentsReturned are used for paging the response. List of instruments for which risk array will be retrieved. JSE Master IDs. Offset of first instrument to include. Starts on zero. This field is used to page the response to avoid overflow. Maximum number of rows in response. Must be 500 or smaller. This field is used to page the response to avoid overflow. Response to a GetRiskArrayReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. Risk arrays for all contracts. Risk array information for one contract. Sub-object in GetRiskArrayRsp. Business date. Format is YYYY-MM-DD. Risk array generation time. The format is "yyyy-MM-ddTHH:mm:ss.SSS". Expiry date of the contract. Format is YYYY-MM-DD. Mark-to-Market price. Strike price of option contracts. Volatility of the contract. MTM volatility for options. ATM volatility for futures that has options. Price condition type. Risk array of the contract. The external instrument id. This is the JSE Master ID. Request to get settlement instructions. The bookmark marks a specific item in a list of data. The bookmark received in the response should be used in next request to get next page of information. The requested clearing member ID. The requested settlement date. The format is yyyy-MM-dd. Settlement run id. Instruction state. Response to GetSettlementInstructionsReq. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The bookmark marks a specific item in a list of data on the server. The bookmark received in the response should be used in next request to get next page of information. Settlement instructions. Settlement instructions suitable to pass on to the settlement systems. The settlement instructions in RTC will be in state PENDING until settlement has been confirmed. System generated unique ID. Settlement date. The format is yyyy-MM-dd. Message reference no. The reference is built out of 3 components 1. 76 (CM receives payment from JSE) or 77 (CM payments, JSE receives) 2. CM template (from member) 3. Settlement date E.g. 760210515, Merril Lynch receives payment on May 21, 2015 JSE BIC. The sending member account where the position effect should be booked due to this instruction. BIC code of the settlement bank of the paying member. Note that this can be the BIC of the settlement bank of JSE. Branch no of the sender (used for SWIFT). Account number that the receiving member has in the settlement bank. Note that this can be the account of the clearing house. The external account from which the amount should be moved. The receiving member account where the position effect should be booked due to this instruction. BIC code of the settlement bank of the receiving member. Note that this can be the BIC of the settlement bank of JSE. Branch no of the receiver (used for swift). Account number that the receiving member has in the settlement bank. Note that this can be the account of the clearing house. The external account to which the amount should be moved. The amount to move. The sum of reported settled amounts that are waiting for confirmation on a position update. The sum of reported settled amounts that have been matched to this instruction. Currency in which the amount is settled. The currency code according to ISO 4217. Instruction state. Refers to the parent settlement run. Used for a Clearing Member to confirm or reject payment advices. True if the Payment Advice was confirmeded by the CM, false if it was rejected by the CM. List of withdrawals that are confirmed or rejected by CM. An indication that the Clearing Member will deposit additional cash collateral. The payment reference generated by the CSD. Strate code for the Client or Trading Member. Risk node ID, RTC internal ID. The amount in ZAR that must be called for in cash collateral. The currency code for the amount field, according to ISO 4217. Normally ZAR. The amount in 'settlementCurrency' that must be called for in cash collateral. If the settlementCurrency is not ZAR, this amount has been calculated by RTC using the most recent exchange rate. This field is set by RTC. The currency used to settle this withdrawal. Is the preferred currency for the member/client or ZAR if preferred currency is not set. This field is set by RTC. Clearing Member ID. Set on outbound messages. The payment advice state Unique Id generated by the clearing system. The owner (member or client) of the risk node. Set on outgoing messages from RTC. Get payment advices for a particular clearing member. The bookmark marks a specific item in a list of data. The bookmark received in the response should be used in next request to get next page of information. The clearing member ID. The settlement date. The format is yyyy-MM-dd. The preferred page size, this means max number of items in the response. If not set, the default pagesize is used. Response to the GetPaymentAdvicesReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The bookmark marks a specific item in a list of data on the server. The bookmark received in the response should be used in next request to get next page of information. The payment advices. Amount in ZAR per entity that can be covered with FX collateral. Returned as an array in GetRequestsForFXCollateralRsp. Value date , format YYYY-MM-DD. The client ID / TM House. The ID of the Trading Member. The ID of the Clearing Member. Amount in ZAR that can be covered with FX. Valued Currency. Request for the clearing member to get the information about the amounts per client/house that can be covered qith FX collateral. Next step is for the clearing member to send in a confirmation with the different amounts in FX with RegisterFXCollateralReq. The requested value date. Request FX Collateral for a CM. The bookmark from a paged response. Response to GetRequestsForFXCollateralReq request. Includes values in ZAR that could be covered with FX, per client/house. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The requests for FX Collateral Bookmark to use in query for next batch. For clearing member to register FX Collateral. The requested value date. The format is yyyy-MM-dd. The client ID. The ID of the Trading Member. The ID of the Clearing Member. The received currency collateral Response to RegisterFXCollateralReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The status of registered FX collateral Description of the execution status. FX Collateral input. Amount of allowed FX in ZAR. Amount of available Collateral FX Currency. Available Currency. The alphabetic currency code according to ISO 4217. Valuation price of FX Currency. Status of requested registration of FX collateral. The resulting posted collateral quantity per FX. The resulting posted collateral value in ZAR per FX, after haircut. Available Currency. The alphabetic currency code according to ISO 4217. Description of status of the transaction. CM balance 1 information for the CM or one of its cleared TM members. ID of clearing member or trading member. Total Initial margin for TM house and clients accumulated to the Trading member. Always a positive value. Total additional margin for TM house and clients accumulated to the Trading member. Always a positive value. Total Variation margin for TM house and clients. Negative if the total net is a loss. Sum of all Dividends for dividend neutral contracts. Sum of Interest on CFD contracts. Keeps information about interest rate for a currency ID of the currency. ISO 4217 alphabetic code. Interest rate for the currency. CM balance 2 information for the CM or one of its cleared TM members. ID of clearing member or trading member. Total net booking fee, including VAT, for the specified member ID. A negative number means that the member will pay the amount. Total net risk fee, including VAT, for the specified member ID. A negative number means that the member will pay the amount. Total commission for the specified member ID. A negative number means that the member will pay the amount for commissions. Request to set balance status for a CM. The balancing step to set the status for. ID of the clearing member. True if the CM is balanced, otherwise false. Response to a SetCmBalancingStatusReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. Query the factors used in the calculation of dividend payments. The ex-date to get dividend payment factors for. Alpha code for the instrument where dividend is paid. If blank, all dividend factors for the ex-date will be returned. Response message for the QueryDividendPaymentFactorsReq Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. An array of the dividend factors matching the search criteria. The dividend factors used for calculating settlement amounts for dividends. The ex-date for the dividend. The LDT date for the dividend. The settlement date for the dividend payment. The external instrument id. This is the JSE Master ID. Common identifier code for derivative instruments The present value factor (DivPV) for this dividend. The forward value factor (DivFV) for this dividend. The dividend amount. Currency of the dividend amount. Time stamp when the dividend calculation was started. Query trades from previous days. If the flag hasMore is set in the response, there are too many trades matching the search criteria. The client needs to specify narrower criteria and submit the query again. Query trades from date. Can be current or previous business day. The format is yyyy-MM-dd. Query trades to date. The format is yyyy-MM-dd. Query trades from time. The format is yyyy-MM-ddTHH:mm:ss.SSS. Query trades to time. The format is yyyy-MM-ddTHH:mm:ss.SSS. 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. 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. 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. Query trades with client. 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. Query trades with Trading User. Query trades with Tradable Instrument. Query trades with Tradable Instrument. This is the JSE Master ID. Query trades with Alpha Code. Query trades with Previous Trade Ids. Query trades with Next Trade Ids. Query trades with Trade Id. Query trades with Trade Link Id. Query trades with internal Deal Id. Query trades with internal Trade Id. Query trades response. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. Trades A flag indicating whether or not the response was truncated by the server Trade resulted from query in history. Internal identifier for a trade created by the clearing system. Updates of a trade (if supported) should keep the same TradeId. Unique over time. Used to preserve the original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer. For example when moving a trade this refers to the previous trade id. It works for moved/allocated trades as long as the new trade only consist of quantity from one trade. It does not work for aggregations since those trades comes from multiple trades. In case a trade is moved in multiple steps origTradeID points to the previous trade and not the initial trade. If there has been multiple moves this points to the initial trade. Business date of the transaction according. The format is yyyy-MM-dd. The trade date of the trade. The format is yyyy-MM-dd. Internal identifier for linking the trade to a deal. Reference to the deal id specified by the client. A optional reference set by the trading member to backtrack the trade to an order at the trading venue The original quantity on the trade, differs from LastQty if quantity has been moved from/to the trade after entering it The current active quantity of the trade The current reserved quantity of the trade The current remaining quantity of the trade Price of the trade. Price of the original trade. Needed for audit since price might be modified in trade management. The currency of LastPx, either add it to the trade or take it from the instrument. Comma separated list of trade ids. Comma separated list of trade ids. Optional free text field from the reference of the original trade. Initial value of the trade (price*qty*contract size) Trade time according to the clearing system. The format is yyyy-MM-ddTHH:mm:ss.SSS. Trade time according to the Trading system. The format is yyyy-MM-ddTHH:mm:ss.SSS. Market of the trade. Internally set in case of trade management operations. Contains all different types of event reasons also for all trade management reasons. Can be used for billing and surveillance purpose. Side of trade (buy/sell) ID of the trader of this trade. For new trades caused by deal management it should be the id of the user doing the operation. In case of updating updating the trade (moving qty for example) the trader should remain as the original trader, i.e. this attribute should never be updated once created. The user from the position will state who caused the event, i.e. the user triggering the action. The external instrument id. This is the JSE Master ID. Human readable representation of the underlying instrument Size of contract Type of instrument according to system Currency of the instrument. Name of the market list Name of the market segment Name of the market Unique identifier of the account for trade. The type of account for the trade. References name to constant PositionAccountType. The sub type of account for the trade. References name to constant PositionAccountSubType. The clearing member for this trade The member who owns this trade Trading member branch if applicable Client ID if applicable Client Name if applicable If this is an option, it represents its type (call or put) The strike price of the instrument if it is an option. Null otherwise The expiry date of the instrument Common identifier code for derivative instruments Trading Id from the Trading System Trading Link Id from the Trading System Trading Half Id from the Trading System For clients only - type of client. Information to surveillance. For clients only - ID number. For clients only - Passport number. For clients only - Company registration number. For clients only - Information to surveillance. For clients only - Information to surveillance. For clients only - Information to surveillance. For clients only - Information to surveillance. For clients only - Information to surveillance. Aggressor from Trading System. Capacity from Trading System. The On Book Quantity. One unit of the currency is expressed by DIVISOR.QTY. This field represents a decimal value. The value of the field is the decimal value multiplied by the constant DIVISOR.QTY. Example: The value "12.50" is represented as 12500000 in this field. The Off Book Quantity. One unit of the currency is expressed by DIVISOR.QTY. This field represents a decimal value. The value of the field is the decimal value multiplied by the constant DIVISOR.QTY. Example: The value "12.50" is represented as 12500000 in this field. Trade Type from Trading System. Flag to indicate that the trade is marked for zero fee. Rate added to base rate on a CFD to get the Funding rate. Numeric, positive or negative. The value "2.0%" is represented as 2000000 in this field. Mandatory if the type of the instrument is CFD. Option delta from the trading system. Valid for Options. ISIN code The user friendly name the tradable instrument. Is not unique. JSE Instrument Type. Inward Listed according to the South African Reserve Bank. The base rate name for a CFD. ID of the trader of this trade. Carried from the trading system. Also known as dealer.For new trades caused by deal management it should be the id of the user doing the operation. In case of updating updating the trade (moving qty for example) the trader should remain as the original trader, i.e. this attribute should never be updated once created. The user from the position will state who caused the event, i.e. the user triggering the action. External ID of the position account. CM/TM link table is used to find the right risk tree. The owner of the account in the member structure. This is the ID of the lowest applicable level in the TM/Branch/Client member structure. Contains the Client ID for client accounts. The VAT Registration number. If the same legal Client is using several TMs, each TM will manage their own instance of the Client. The different instances of the Client in the system will then share the same VAT Registration Number. Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident. Address of the client. Registered Country for client. Broker Dealer Accounting system (BDA) account number. Asset Class Asset Sub Class Reference field that can be used by user during trade management activities Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd-HH:mm:ss.fff. The time the reported trade was received on the trading system (system generated). yyyyMMdd-HH:mm:ss.fff. Trade ID of original trade in case this tarde is created from a trade management activity. The time new trades are created or the time a trade management activity is accepted. The quantity moved to this trade The TM of the From trade. Will be different from the TM for assigns and tripartite. The Branch of the From trade. The CM of the From trade. The account ID of the From trade Account Type of the From trade. References name to constant PositionAccountType. Account Sub Type of the From trade. References name to constant PositionAccountSubType. The owner of the account in the member structure. This is the ID of the lowest applicable level in the TM/Branch/Client member structure. Contains the Client ID for client accounts. External ID of the position account of the From trade. The name of the to client for the From trade Type of client. Used mainly for surveillance when creating reports. True for Discretionary clients, for the From Trade. True for Staff clients, for the From Trade. True for Beneficial Account clients, for the From Trade. True for professional clients, for the From Trade. True for Shariah clients, for the From Trade. Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident, for the From Trade. Broker Dealer Accounting system (BDA) account number, for the From trade Trading user of the From trade Position reason of the From trade The long name of the CM. The long name of the TM. The long name of the Branch. The phone number of the Client Member handling physical delivery Member handling physical delivery for the client. Free text field carried from the trading system for off book trades. Free text field carried from the trading system for on and off book trades. The purpose of trade allocation is to allocate or split a trade from one account to an another account. Allocation is performed by making an opposite trade on the original account and an equal trade on the receiving account. Trade id. The trading user id. Must be unique for the referenced trade. Used to prevent duplicate move trade requests. The account to allocate the Trade from The external instrument id. This is the JSE Master ID. One or more destinations for this move operation. Response to the AllocateTradeReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The IDs of the trades that were created as part of this move trade operation. The ID of the transaction that updated the positions affected by this move trade operation. A number of trades can be accumulated into a single trade with a volume weighted average price. The trades need to be on the same account, the same contract and the same side (only buy or only sell) from current day. Must be unique for the referenced trade. Used to prevent duplicate move requests. Trade ids. The external instrument id. This is the JSE Master ID. An optional free text field. The destination for this operation. The account id for the trades. The trading user id. Response to the AggregateTrades request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The IDs of the trade that were created as part of this move trade operation. The ID of the transaction that updated the positions affected by this move trade operation. To correct when a trade has erroneously been allocated to wrong client, i.e. to move the trade from one client to another. Trade id. The trading user id. Must be unique for the referenced trade. Used to prevent duplicate move trade requests. The current account for the Trade. The external instrument id. This is the JSE Master ID. An optional free text field. The new account for the Trade. Response to the AllocateTradeReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The IDs of the trades that were created as part of this move trade operation. The ID of the transaction that updated the positions affected by this move trade operation. To move a trade from a client account to a member main or sub account. Trade id. The trading user id. Must be unique for the referenced trade. Used to prevent duplicate move trade requests. The current account for the Trade. The external instrument id. This is the JSE Master ID. An optional free text field. The new account for the Trade. Response to the CorrectPrincipalReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The IDs of the trades that were created as part of this move trade operation. The ID of the transaction that updated the positions affected by this move trade operation. Request to move a position from a house main/house sub/house suspense/client suspense account to a house main or house sub account, or move a position from branch main/branch sub/branch clients suspense account to a branch main or branch sub account. The current account for the position. The trading user id. The quantity to move. The external instrument id. This is the JSE Master ID. An optional free text field. The new account for the position. Must be unique for the referenced trade. Used to prevent duplicate move requests. Optional price to be used for the created trades. If no price, EoD settlement price from the previous business day for the instrument is used. Response to the ModifyPositionSubAccountReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The IDs of the trades that were created as part of this move trade operation. The ID of the transaction that updated the positions affected by this move trade operation. Exercise an option position. For American style options, this is allowed at any time during the contract’s lifetime. For European style options, this can only be done on the expiry day. The account of the position. The exercise quantity. The external instrument id. This is the JSE Master ID. Unique id that should be set for the request. If the system has already processed an update with this id, a success message is returned without any position change. Response to the ExerciseOptionPositionReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The IDs of the trades that were created as part of this exercise of an option position. The ID of the transaction that updated the positions affected by this exercise of an option position. Abandon an option position. The account of the position. The abandon quantity. The external instrument id. This is the JSE Master ID. Unique id that should be set for the request. If the system has already processed an update with this id, a success message is returned without any position change. Response to the AbandonOptionPositionReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The IDs of the trades that were created as part of this abandon of an option position. The ID of the transaction that updated the positions affected by this abandon of an option position. This object describes on which account a trade should be booked and at what quantity. The account to book a Trade to. The quantity to book in the account. An optional free text field. Request to assign trade to another member. Trade id. The trading user id. Must be unique for the referenced trade. Used to prevent duplicate move requests. The current account for the Trade. The external instrument id. This is the JSE Master ID. The trade quantity. An optional free text field. The destination member Id. Request to cancel giveup request by the initator. The recipient of the GiveUpEvent will then be notified with a new GiveUpEvent where the state is set to CANCELLED. The ID of the Assign or Tripartite. The external instrument id. This is the JSE Master ID. The initiator member Id. The destination member Id. An optional free text field. Request to approve give-up request. The give-up request has been published to the member using GiveUpEvent. The ID of the Assign or Tripartite. The trading user id. The external instrument id. This is the JSE Master ID. The initiator member Id. The destination member Id. The destination client Id. One or more destinations for this move operation. Reject assigned or tripartite trade as receiver. The initiator will be notified by a GiveUpEvent on the GiveUp Event Flow. The ID of the Assign or Tripartite. The external instrument id. This is the JSE Master ID. The initiator member Id. The destination member Id. An optional free text field. Tripartite allocation to another member. Tripartite agreement must exist. Tripartite requests that are not handled during the day are removed by the system. Trade id. The trading user id. Must be unique for the referenced trade. Used to prevent duplicate move requests. The current account for the Trade. The external instrument id. This is the JSE Master ID. The trade quantity. An optional free text field. The destination member Id. The destination client Id. Response to the TripartiteAllocationReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. To move a trade from house account to other house accounts. Trade id. The trading user id. Must be unique for the referenced trade. Used to prevent duplicate move trade requests. The account to allocate the Trade from The external instrument id. This is the JSE Master ID. One or more destinations for this move operation. Response to the ModifyTradeSubAccountReq request. Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description. A textual description of the status code above. Status code for each leg of the request. Only used for batched requests. The IDs of the trades that were created as part of this move trade operation. The ID of the transaction that updated the positions affected by this move trade operation. Request to add a Commission Market. TM or Branch that sent the commission. TM or Branch that will carry the payment. Payer of the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios. Identifier of trade or deal associated with the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios. Amount to debit the destination TM. Unique id that should be set for the commission request. If the system has already processed an update with this id, a success message is returned without any position change. Request for TM to cancel a commission that has been sent earlier the same day. Id of the Commission. Optional reference that can be supplied at cancellation or rejection requests. Request for the Destination TM to reject a received commission. Id of the Commission. Optional reference that can be supplied at cancellation or rejection requests. Describes how the asset class available in the system. Equity. FX. Fixed Income. Describes how the asset sub class available in the system. Local equity. Foreign equity. FX. Nominal interest rate. Specifies the unit of an axis. Absolute date. Fraction of year. Yield (%). Strike. Moneyness. Volatility. Method used for bootstrapping. Swap. Bond. Inflation linked Bond. Defines broadcast flows Global reference data flow. Account event flow. Risk event flow. Market Data event flow. GiveUp event flow. Settlement event flow. Business Day convention. None. Following Good. Modified Following. Defined cache actions Add to cache EMAPI - interpret as Add Update cache EMAPI - interpret as Update Add to cache with bootloader EMAPI - interpret as Add Remove from cache and db, does not remove if there are references to object. Return status code ValidationHasReference if referenced. EMAPI - interpret as Remove Remove from cache and db, removes even if there are references to object. EMAPI - interpret as Remove Remove from cache (does not remove object from db), does not remove if there are references to object. Return status code ValidationHasReference if referenced. The isDeleted attribute is set to BOOLEAN.TRUE EMAPI - interpret as Remove Remove from cache (does not remove object from db), removes even if there are references to object. The isDeleted attribute is set to BOOLEAN.TRUE EMAPI - interpret as Remove Capacity on trade (from Trading System). Principal. Agent. Type of client, information to surveillance. Individual. Company. Hedge fund. State enterprise. Trust. Closed corporation. Asset manager. Investment manager. Enumeration specifying CM balancing steps. Step 1, involves IM, AM, VM, dividends, funding etc. Step 2, involves fees. Compounding Period Used. NACC NACQ NACA NACS Simple Price condition types. The value is a price tag that marks the market data values. Used to get the latest entry regardless of condition. Indicative. EoD Margin Call. Intra day margin call. Intra day margin call. Intra day margin call. Intra day margin call. Intra day margin call. Intra day margin call. Intra day margin call. Intra day margin call. Intra day margin call. Intra day margin call. Enumeration for contract size type Base Mini Maxi Super Status of a Corporate Action task. Task registered and pending for action. Task executed. Task cancelled. Task failed. Coupon rate indicator for Bonds. Coupon is Fixed. Defines the different date types. On this day, the exchange is closed. On this day, the exchange uses a half-day schedule. On this day, the exchange uses the normal schedule. Method used for bootstrapping. Actual 360. Actual 365. There are integer/long fields that represent decimal numbers. These need to be divided with the following constants. Divisor for quantity field Divisor for price fields Divisor for interest fields. Divisor for delta fields. Divisor for decimal value fields. Defines the type of option Method used for extrapolation. Linear extrapolation. Use nearest interpolated value. Float forward volatility extrapolation. Market data pricing tag. Rtc. JSE Pricing system. State of FourEyes operation. This foureyesstate is not used in RTC code. Defines the type of the InstrumentId (ISIN, CUSIP etc) ISIN identifier CUSIP identifier SYMBOL identifier Defines the type of Instrument Equity. Index. Single Stock. Contract For Difference. Dividend Neutral. Forex. Forex Pair. Bond. Basket. Exotic. Forex index. FwdFwd. Exotic option. International dividend neutral. International equity. International index. Inverted. Other. Quanto. Quanto international. Quanto index dividend neutral. Quanto international dividend neutral. Variance. Defines the type of Instrument Future. Bond Parent of OptionTradableInstruments Spot type instrument Contract For Difference. Interest rate convention for the interest rate produced. NACC. Method used for interpolation. Linear. Float forward volatility interpolation. Natural cubic spline. Variant of cubic spline that ensures positive and continuous forward rates. For yield curve interpolation. Ensures a positive and continuous forward rate. For yield curve interpolation.. Provides the result of a login request. The login is accepted. The login is rejected due to invalid password or invalid user id. User account is locked due to too many erroneous login attempts. The password has expired. User does not have access to login service for this application. Client and TAX server versions are not compatible. Initial login, password must be changed. Account disabled by operational staff. Defines the different member/participant types. The Clearing House itself. An Information Vendor. A member unit is a type of member that must be connected to a parent member, for example to divide an organization into different departments. Trading Member Branches and Clients are both of the type MEMBER_UNIT. A Clearing Member. A Trading Member. Allocation model for option exercise. Pro-rata allocation. Random allocation. Style of the Option Future styled Upfront premium Participant type. Defines the type of participant a member has in the member tree. Clearing Member. Trading Member Client. Trading Member Branch. Information Vendor. The states of a Payment Advice. Period type. Days. Months. Years. The sub type of the position account. Suspense Main Sub The type of the position account. House Client Defines different Position types. A position of type ACTUAL represents ownership of the position. A position of type SETTLEMENT represents changed of the position on the settlement date. Reason for position update Unknown reason, an internal error has occured. Booking Fee. New trade. The 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) Cash settlement of variation margin Positions are concentrated to the settlement accounts and netted out on the original accounts. A payment or delivery has been processed by an external system and the settlement position is netted out. Collateral position update. The trade is allocated from a trading member account to a client account. The trade origins from an allocation from a trading member account to a client account. The deal is erroneously moved from the client account to another client account. The deal originates from a move from one client account to another client account. A position is moved from a house main account to a house sub account or from a house sub account to a house main account by creating a new deal. The deal originates from a move from a client account. The deal was aggregated to another deal. The deal originates from a deal aggregation activity. The position sub account was moved from this account.. The position sub account was moved to this account. The deal assign source. The deal originates from a deal assign activity. The deal assign initiated from. The deal assign rejected by receiver. The deal assign cancelled by initiator. The deal assign has expired. Start of day position snapshot. The deal has been assigned using Tripartite agreement. The deal origins from an assign using Tripartite agreement. Tripartite assign has been initiated. Tripartite assign has been approved. Tripartite assign has been rejected. Tripartite assign has been cancelled. Tripartite assign has expired. Position has been moved from this account as Sub account modification. Position has been moved to this account as Sub account modification. Trade updated for zero fee. Option abandon. Position has been moved from this account by Transfer Single Position. Position has been moved to this account by Transfer Single Position. A close-out deal is created by the system to close open positions in a future on expiration of a tradable instrument. Partially settled payment. Payment from external system. VAT amount for booking fee. Trade cancelled. Trade busted. Trade cancelled for price adjust Dividend payment for dividend neutral contracts Close out position for Corporate Action. Created position for Corporate Action. Interest amount on collateral. Funding interest payment for CFDs. A deposit of an asset in an account. A withdrawal of an asset from an account. An opposite trade was created at the original account as a result of a client or TM position transfer. A trade was created at the destination account as a result of a client or TM position transfer. End of day position snapshot. RTC system startup snapshot. The position was transferred due to a defaulted member or client. The position was transferred due to a defaulted member or client. Event due to a manual update. An add/update due to migration. Commissions added by members. Risk Fee. VAT amount for risk fee. A position was updated due to a revert of the EOD step. A close out, option exercise or abandon trade was marked as deleted due to a revert of the EOD step. Rolls on convetion. Needed to determine coupon dates. Day(m). Start of month. End of month. IMM Day. (3rd Monday of month). The state of the commission. New Cancelled Rejected Literals describing the type of replay request Request to replay specific events; no future updates Request to replay specific events without having to issue requests for new segments Request for unsegmented replay of events up to the latest and for subsequent subscription to future updates System state in RTC. Open. Trade management is no longer allowed. End of Day process started. End of Day process completed. Trade type (from Trading System). Order. Report. Cancel trade. Trade bust. Cancel price adjust. Session status The session has been terminated due a new login with the same user. The session has been terminated because the user has been disabled. The session has been terminated because the user has been deleted. User session logout was forced. Caused by an operator terminating the session. User session disconnected Normal user requested logout Defines the type of option State of the scheduler. Normal state during daily operations. This state is used during End of Day rerun. This current system state is used during Intraday Margin Call. This current system state is used during Intraday Collateral Rebalancing. Literals describing the type of subscription request Request for current values only; no future updates Request for subscription of future updates only; no current value Request for current values and future updates Valuation Model Type. Mark to model. Mark to market. Valuation Sub Type. Cost of Carry dividend projection. Cost of Carry dividend yield. Cost of Carry dividend neutral. Black76. Yield Type. fixed income done in yield to maturity Percentage value represented as the annual dividend payouts (cash flow) of the instrument in relation to the current market price of the instrument. Interest specified as a percentage value. The status of the clearing member link. The value may be null and means a new link has been added. The EOD transfer of member is in progress. This happens when a link shall be changed according to effective date of the link. The EOD transfer of member is finished and the new link became active. The link that became old after the EOD transfer of member. The EOD transfer of member failed. The EOD transfer of member is not applicable for this link. It is a new link and nothing to transfer from. Settlement Instruction State. The instruction has been created but processing has not yet started. The processing has started for the instruction. The instruction has been partially settled. The instruction has been completely settled, i.e. the settled amount is the same as the requested amount. This is an end state. The instruction has been cancelled. This is an end state. The instruction has failed. This may be used by an external part if there is something wrong with the instruction, for example an erroneous account number. Not used in JSE. OK Warning Deferred DeferredWithWarning Message validation failed, The queue information in the configuration is missing. Please check your configuration file. Dynamic validation error: This failure should be replaced by a specific one. Static validation error: This failure should be replaced by a specific one. Program error, dynamic validation inconsistency for TapStatus Program error, application service inconsistency for TapStatus Program error, null not allowed return from service Token value must not be undefined The message is not allowed to be null The request is not allowed during this trading state User is not allowed to perform request No response message found within specified time interval The request is queued for processing The request is cancelled The request is executing The request is not found The request could not be served by the server The requested service is not available in the recipient server Cannot perform catch-up when in current state Failed to initiate catch-up Cannot perform recovery negotiation when in current state Failed to initiate recovery negotiation The requested object class is not a MessageIf The requested object class is not a database table The requested child attribute is not a database column There was an error in the in-chain database service The requested snapshot segment is too old and has been dropped by the server The server cannot allocate more snapshot segments at this time. Try again later. Failed to unpack raw request Failed to find unpacker for a raw request Failed to find destination for an unpacked raw request Connection to the xio messaging server was refused Failed to connect to the xio messaging server Standby object store might need to be truncated There is no valid session available for the user. The gatelet failed to forward the request. The service returned a null response. The incoming message is not included in the classpath for TAX. The incoming message does not have an associated gatelet. Illegal state transition No such component No TEPS subscription connection Failed to activate TEPS subscription Failed to find client subscription Session no longer valid - user disabled Session no longer valid - user deleted Session throttled, request delayed Request rejected - rate too high Session throttled, return code not returned, but timestamp was reset. Cannot service request. There are no servers available for the target partition. Cannot service request: A failover is currently in progress. The request resulted in an exception in the target service. Cannot service request: Internal communication was interrupted. The id of the alert is not known. CD internal java error, unexpected exception occurred. The provided member ID does not exist. The provided member ID is illegal. The provided user ID does not exist. The provided user ID is illegal. For some reason the user action failed. Invalid password, new password cannot be same as old. Invalid login ticket Invalid password format User account is disabled User password not initialized must be changed before login User password has expired For some reason the user action failed. Use this error code with care. It is better to construct a specific message. For some reason the user action failed. Pre-Login service is not configured and used For some reason the user action failed. For some reason the user action failed. For some reason the user action failed. User attempted to logon but is already logged on. . . . . The supplied OrderBookRuleGroup does not exist The supplied OrderBook does not exist The supplied OrderBook does not exist The supplied SubscriptionGroup does not exist The supplied CurrencyId does not exist The supplied TickSizeTableId does not exist The supplied TradingScheduleTableId does not exist The supplied AllowedRequestGroupId does not exist The supplied processingSequenceId is invalid The supplied UserPropertiesCategory is invalid The supplied ServiceProfileId is invalid The supplied ServiceProfileGroupId is invalid The supplied ServiceProfileRefId is invalid The supplied ServiceProfileId contains illegal characters The supplied ServiceProfileGroupId contains illegal characters The supplied ServiceProfileRefId contains illegal characters The supplied ServiceProfileEntryDelayClassId contains illegal characters The supplied InvalidServiceProfileRefId contains illegal characters The supplied ServiceProfileEntryInfoLevelClassId contains illegal characters The supplied ServiceProfileEntryInfoLevelClassId is invalid The supplied ServerGroupId is invalid he supplied ServerGroupId contains illegal characters The supplied ServerProcessId is invalid The supplied ServerProcessId contains illegal characters The supplied CalendarDate is invalid The supplied cache remove type is invalid Thre is a missmatch between the defaultPartition in the OrderbookRulegroup and the partition for the supplied subscription group The login parameters are invalid The supplied partition table is invalid The supplied partition ID does not exist The supplied ticksize table has no rows. The supplied lower limit is invalid. The supplied fractional tick is invalid. The supplied trade tick is invalid. Transaction failed validation. One or more mandatory fields are missing or have illegal values. The supplied InstrumentId is invalid The supplied DisplayName is invalid The supplied OrderBookParameter ID is invalid The supplied OrderBookRuleGroupParameter is invalid The supplied serviceId is invalid The supplied startTime and/or endTime is invalid The user is not authorized to use any TAX-type The user is not authorized to use any TAX-type The supplied UserPropertiesCategory ID is invalid The supplied ExternalMarketId is invalid The supplied ServerPartitionTable is invalid The supplied ServerPartitionTableId is invalid The supplied ServerPartition is invalid The supplied ServerPartitionId ID is invalid The supplied GlobalPasswordProperties is invalid Invalid default ServiceProfile handling There where fatal syntax errors in the provided XML document. The loading of CD data was not a complete success. The specified post boot action is unknown and could not be executed. The specified post boot action is unknown and could not be executed. Scheduled reference data update transaction failed. Scheduled reference data update pre-validation failed. Scheduled reference data update pre-validaion resulted in warnings. A scheduled update has been issued for this object. The scheduled update may be lost. The validation of the request resulted in warning(s). This code is returned when a reference data operation may conflict with other operations or is potentially dangerous. The actual transction is not performed. To override the warning (and execute the transaction anyway), use the set the overrideWarning attribute to true in the request. The marketId field is invalid The name field is invalid The name countryCode is invalid The marketListId field is invalid The supplied SegmentId is invalid The supplied InstrumentId is invalid The supplied TradableInstrumentId is invalid The supplied ViewId is invalid The supplied ViewElementId is invalid The supplied InstrumentType is invalid The supplied SegmentType is invalid The supplied validFromDate is unacceptable The supplied validToDate is a mess The supplied mimLevel is not a valid MarketInstrumentModelLevel literal. The supplied action is not a valid MarketInstrumentModelAction literal. There were fatal syntax errors in the provided XML document. The loading of CD data was not a complete success. The format of the supplied role list is invalid. The supplied member types does not match any of the values in MemberType. The supplied listOfAliases is invalid Failed to enable some of the requested Elements, sorry Failed to disable some of the requested Elements, sorry Invalid holidayScheduleId field supplied Invalid holidayId field supplied A specified time either hade an invalid format or value The supplied ConvertibleData is invalid The supplied RightData is invalid The supplied SubscriptionOptionData is invalid The supplied InterimShareData is invalid The supplied WarrantData is invalid The supplied CertificateData is invalid The supplied IndustrySector is invalid The supplied TradableInstrumentData is invalid The supplied GenericInstrumentData is invalid The supplied InstrumentTypeData is invalid The supplied TradableInstrumentTypeData is invalid The supplied TradableInstrumentTypeData is invalid The supplied TradableInstrumentTypeData is invalid There is no Global Trading Protection Limit Defined in the system. A ratio combination has to have exactly two legs. Supplied key does not match a cache node Cache has encountered a db exception while updating Update Req did not supply any update messages No node found matching update req Cache already contains node Cache failed validation Node is referenced and can not be removed MessageDataIf Id can not be null A BlobMangler implementation has thrown an exception Client has specified and unknown broadcast flow when setting up a subscription Client has provided an subscription handle that can not be found EMAPI message is not known or is invalid EMAPI message is not known or is invalid Snapshot did not complete successfully Recovery did not complete successfully TAX server was not able to logon the user User has already logged in the session PreLogin service is not used Have not received heartbeats for user, session will be disconnected The TAX server has not reached routing state Active. Thus it can not service the request yet. The client should retry later. Client has to poll for data instead of setting up a subscription Invalid or zero length order book filter. Login service failed internally Partition mapping failed Client has specified an unknown request type when setting up a subscription User can't be determined from the request Member can't be determined from the request The system has reverted to a prior state. This typically happens when an emergency server is activated, which means that some prevoiusly sent updates may be obsolete and must be reverted. TradeReportReqProcessor, which fills in trading member information in trade reports, can not find the specified counter party member in the reference data. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Some transactions, particularly reference data update transactions, are only allowed in the system maintenance state. Multiple errors occured. More information is provided in the text message. Error when trying to switch the current rtc schedule to another schedule. More information is provided in the text message. Tradable instrument on trade is invalid. Buyer trading member on trade is invalid. Selling trading member on trade is invalid. The service is not allowed for this combination of from and/or to accounts. Member Specified in the request is not valid. Buyer Trading Member Specified in the request is not valid. Seller Trading Member Specified in the request is not valid. Account Specified in the request is not valid. Account Specified is not a house account. Generic no-text error message, text will be set by reporting code. An error occured during the execution of cash settlement variation margin. Collateral Account Specified in the request is not valid. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. Generic no-text error message, text will be set by reporting code. 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