Orchimate 1.4.2 /

JSE External Messaging API2.8.9

Orchestra Hub

The sequence number is a unique number for all events published for the same flow.

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

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

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

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

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

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

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

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

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.

The id of subscription group the message is published on.

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

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

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

The ID of the position account as seen by the member.

The member code of the clearing member.

The name of the collateral account.

TM that owns the trade.

TM branch that owns the trade.