Orchimate 1.4.2 /

JSE External Messaging API2.8.9

Orchestra Hub

A system set identifier of the matched trade that was used to enter this trade into the system.

A system set identifier of the matched trade that was used to enter this trade into the system.

Aggressor from Trading System.

Capacity from Trading System.

Trade Type from Trading System.

A system set identifier of the trade half from the external trading system.

Reference to an order in the trading system.

Flag to indicate that the trade price is outside price band. Used both on trades from trading system and on trades created in Deal Management.

Flag to indicate that the trade is marked for zero fee.

Timestamp from Trading System. Format 2014-11-18 13:24:21.

The dealer in the trading system.

Quantity from trading system for on-book trades. 0 if trade is Off-book. Kept on each side and not changed after trade management unless for accumulations. When an accumulated trade is partly allocated, on- book and off-book quantities are no longer maintained. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

Quantity from trading system for reported trades. 0 if trade is On-book. Kept on each side and not changed after trade management unless for accumulations. When an accumulated trade is partly allocated, on- book and off-book quantities are no longer maintained. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

Refers to the original trade. Only used when receiving cancelled trades from the trading system.

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). The format is yyyyMMdd-HH:mm:ss.fff..

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.

Trade sub type used for trades.