Orchimate 1.4.2 /
JSE External Messaging API 2.8.9
Orchestra Hub

Orchestra Specification

Indexes

Message Layouts

Common

Application

Component

Contracts

ID

38675

Risk array information for one contract. Sub-object in GetRiskArrayRsp.

Field	Name	Type	Req'd	Comments	Pedigree
59	businessDate	String		Business date. Format is YYYY-MM-DD.
173	expiryDate	String		Expiry date of the contract. Format is YYYY-MM-DD.
351	mtmPrice	Long		Mark-to-Market price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
523	strikePrice	Long		Strike price of option contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
622	volatility	long		Volatility of the contract. MTM volatility for options. ATM volatility for futures that has options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
456	riskArray	Long		Risk array of the contract.
179	externalInstrumentId	String		The external instrument id. This is the JSE Master ID.
544	timestamp	String		Risk array generation time. The format is "yyyy-MM- ddTHH:mm:ss.SSS".
112	condType	CondTypeCodeSet		Price condition type.

Used in messages:

GetRiskArrayRsp

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