| ID | 10228 |
Market data for a surface. See the Surface reference data object for a definition of the surface.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
482 | The sequence number is a unique number for all events published for the same flow. | ||||
528 | The id of the subscription group the message is published on. | ||||
112 | Price Condition type (tag). | ||||
59 | Business date. Format is YYYY-MM-DD. | ||||
191 | The source of the price. | ||||
544 | The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS". | ||||
1 | The absolute date on the x-axis of the surface. This field is populated if the xAxis unit of the surface is absolute. | ||||
143 | 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. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL. | ||||
522 | Value on the y-axis: strike or moneyness. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE. | ||||
622 | Value on the z-axis: volatility in point (x, y). | ||||
531 | The surface external instrument id. This is the JSE Master ID. |
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