Orchimate 1.4.2 /

JSE External Messaging API2.8.9

Orchestra Hub

Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.

A textual description of the status code above.

Status code for each leg of the request. Only used for batched requests.

Risk arrays for all contracts.

Business date. Format is YYYY-MM-DD.

Expiry date of the contract. Format is YYYY-MM-DD.

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

Strike price of option contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Volatility of the contract. MTM volatility for options. ATM volatility for futures that has options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Risk array of the contract.

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

Risk array generation time. The format is "yyyy-MM- ddTHH:mm:ss.SSS".