Orchimate 1.4.2 /

JSE External Messaging API2.8.9

Orchestra Hub

A response to be used as super class for all responses from CD.

A request to change the current password. The user does not have to be logged in order to change the password.

Get sequence numbers for broadcast flows.

Response to a GetSequenceNumbersReq request.

General response for request messages that don't have a defined response. It may also be used when a fatal error occurs before or during the normal response handling on the server.

General response for request messages that dont't have a defined response.

Message ending a snapshot response

Heartbeat sent to gateway in order to verify a connection

Response returned from gateway

Request to the gateway to log in a member/user

Sent from the gateway to the client as a response to TaxLogonReq.

Request from client to gateway in end a session. A simple response is sent as response.

Removes an active subscription. A SimpleRsp is sent as response for this request.

Framing message indicating the end of requested replay data. The TaxReplayEndEvent indicates the end of a replay sequence.

Request message sent to the RTC system to recover a sequence of messages published earlier. The replay request will recover earlier published messages on a replayable flow. The response back is a simple response indicating whatever the request was successfully queued to the RTC system. The actual replay data is delivered as unsolicited events, framed by TaxReplayStartEvent and TaxReplayEndEvent messages.

Response message sent back for a previously-submitted TaxReplayReq. The TaxReplayRsp response will not contain the actual data being requested. The response data is delivered to the application asynchronously.

Framing message indicating the start sequence of requested replay data. When issuing a replay request, the replay data is delivered as unsolicited messages. The TaxReplayStartEvent indicates the start of a replay sequence.

Unsolicited message indicating session status.

Request to retrieve information and/or activate subscription of future updates of the information specified

Response to a subscription request (TaxSnapshotSubscribeReq).

Message preceding a snapshot response

This object defines an access Group.

A calendar date of a certain type.

Request to add a Cash Account

Request to update a Cash Account. The cash account is identified by either (1) the internalCashAccountId, or (2) the combination of participantUnitId and currency.

Class Spread Group.

This object defines a link from Trading Member to Clearing Member.

Represents a collateral account.

A Corporate Action task definition.

Holds basic information on a country, such as currency, time zone and holidays.

This object represent a Currency.

This object holds a RTC System State.

A curve, y axis dependent on x axis, y = f(x).

Instruments to build the curve.

Deposit instrument. Used as curve constituents.

Currency eligible for FX collateral.

Security instrument eligible for collateral.

A Forward Rate Agreement instrument.

The Instrument holds basic background information, such as instrument id, type and (optionally) primary market for an instrument. Since an instrument can be traded in different currencies and visibility (normal, dark etc), the instrument has a set of child objects called TradableInstrument in which the actual trading takes place. An Instrument may reference another Instrument using the ""parentInternalId"" attribute. The parentInternalId is typically used by warrants or options to reference the underlying instrument.

A Interest rate swap instrument.

Defines a market.

The MarketList is a child object of a Market. The purpose of the MarketList is mainly to organize the different instruments on a market into separate lists. The actual interpretation of the MarketList is customer specific. Operations such as halt and enable/disable performed on a MarketList will affect all Segments and TradableInstruments within the MarketList.

This object represents a member firm and holds all basic member data such as id, full name, mail addresses and contact persons etc.

Position account is used to keep actual clearing positions and settlement positions.

Risk node is the entity that defines the level for risk calculations. It has one or several accounts connected and form a tree structure with aggregated risk numbers on parent nodes.

Represents a calendar in the RTC system.

A Segment is a grouping of TradableInstruments that share the same trading rules. Operations on a segment, such as halt and enable/disable affects all tradable instruments related to the segment. A Segment is a child objetc to MarketList.

Series Spread Group.

This object defines a settlement account.

The subscription group is used to filter objects on broadcast flows. When a subscription is set up for a subscription group the system controls the user access rights for that access group.

A surface. Three axis, z dependent on x and y, z = f(x, y).

The TradableInstrument is a child object of an Instrument. The TradableInstrument holds trading information (order book id, currency, market, visibility etc) which is necessary for entering orders in a specific instrument. There is one TradableInstrument instance per market/currency/visibility combination. A TradableInstrument instance references a Segment, all trading rules for the referenced Segment applies to the instance.

This object defines agreement for tripartite.

Request to add a Clearing member to a client

Request to add a Client

The response to add rtc member client request.

Request to add a Position Account

The response to add position account request.

Request to add a Client

Request to update a position account

The response enableDisable position account.

Set additional margin percentage. Leaving clientId empty means trading member will set additional margin percentage on all clients for that trading member.

Set risk limit. Leaving clientId empty means trading member will set risk limit on all clients for that trading member.

Set minimum ZAR limit. Leaving all fields empty as a clearing member will set minimumZARLimit on all trading members for that clearing member. Leaving all fields empty as a trading member will set minimumZARLimit on all clients for that trading member.

Set additional margin percentage. Leaving the tradingMemberId field empty means the clearing member will set additional margin percentage on all trading members for that clearing member.

Set risk limit. Leaving the tradingMemberId field empty means the clearing member will set risk limit on all trading members for that clearing member.

Request to update a Client

Represents a change in a position for a specific instrument in a specific account.

This event represents an insertion, deletion or update of a trade in an account. The message includes information on the position on the account after the trade event.

Aggregated account summary event for clearing member.

Aggregated account summary event for trading member.

Error: totalMemberCashMovement exists in more than one component tree. Removed: [Sort: 6, Name: totalHouse, Tag: c, Presence: optional, FieldNo: 8, FieldType: AggregatedSummaryDetails, Documentation: Aggregated house accounts.]

Event with ATM volatilities for an underlying instrument. The dates are expiry dates for the options.

Commission to be paid by destination TM to initiating TM.

Market data for a curve. See the Curve reference data object for a definition of the curve.

Daily account summary for client or members house nodes.

Dividend information for a tradable instrument. The instrument is a spot used as underlying for futures. The dividends are used in the future valuation.

Valuation information for option.

Market data for a tradable instrument.

This event contains calculated risk values for a Risk Node.

Error: externalInstrumentId exists in more than one component tree. Removed: [Sort: 22, Name: collateralPositions, Tag: c, Presence: optional, FieldNo: 47, FieldType: CollateralPositionValue [], Documentation: Values for collateral positions.]

Market data for a surface. See the Surface reference data object for a definition of the surface.

A notification event sent to the Clearing Member that there is a number of payment advices that the CM must confirm.

The yield for an instrument. The instrument could be of different types, for instance a Bond or a Deposit.

Account balancing 1 message to the Clearing Member.

Account balancing 2 message to CM.

This event is for Assign and Tripartite flow from RTC.

Event published to the CMs to inform that RTC is ready to receive information about FX collateral.

Abandon an option position.

Response to the AbandonOptionPositionReq request.

Request for the destination member to accept a pending commission.

Request to add a Commission

A number of trades can be accumulated into a single trade with a volume weighted average price. The trades need to be on the same account, the same contract and the same side (only buy or only sell) from current day.

Response to the AggregateTrades request.

The purpose of trade allocation is to allocate or split a trade from one account to an another account. Allocation is performed by making an opposite trade on the original account and an equal trade on the receiving account.

Response to the AllocateTradeReq request.

Request to approve give-up request. The give-up request has been published to the member using GiveUpEvent.

Request to assign trade to another member.

Request for TM to cancel a commission that has been sent earlier the same day.

Request to cancel giveup request by the initator. The recipient of the GiveUpEvent will then be notified with a new GiveUpEvent where the state is set to CANCELLED.

To correct when a trade has erroneously been allocated to wrong client, i.e. to move the trade from one client to another.

Response to the AllocateTradeReq request.