Indexes

Message Layouts
Common
Application

Component

NotionalValue

ID10289

Object to hold notional values per underlying.

Field
Name
Type
Req'd
Comments
Pedigree
357

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. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

235

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. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

179

The external instrument id. This is the JSE Master ID.

309

The calculated liquidation period. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Used in:
    none

Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy