Orchimate 1.4.2 /

JSE External Messaging API2.8.9

Orchestra Hub

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

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

The current active quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

The current reserved quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

The current remaining quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

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

Price of the original trade. Needed for audit since price might be modified in trade management. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

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 (priceqtycontract size) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

Trade time according to the clearing 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.

Human readable representation of the underlying instrument

Size of contract This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

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

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

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

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.

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

Trade time according to the Trading system. The format is yyyy-MM-ddTHH:mm:ss.SSS.

Client Name if applicable

Trading Half Id from the Trading System

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

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

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

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

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.

The name of the to client for the From trade

Type of client. Used mainly for surveillance when creating reports.

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

True for Discretionary clients, for 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

External ID of the position account of the From trade.

Trading user of the From trade

Position reason of the From trade

Member handling physical delivery

Member handling physical delivery for the client.

Option delta from the trading system. Valid for Options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

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.

Unique key for all trades generated from a single event. Will only be populated for strategy trades.