Orchimate 1.4.2 /

JSE External Messaging API2.8.9

Orchestra Hub

Is used to identify the parent object (is set to null if this is the root object). This field is set by RTC, only set on outgoing messages on the reference data flow.

Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.

Identify the reason for the cache action (CACHE_ACTION), i.e. if it is an addition of a new reference data object, an update of an existing object or a removal of an object from the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.

A sequence number that is incremented with each reference data update, i.e. a version number for the cache contents. The sequence number series is common for all caches. This means that for a specific cache instance, the sequence number is not necessarily consecutive (but constantly increasing). This field is set by RTC, only set on outgoing messages on the reference data flow.

The id is unique among all objects and may be used to retrieve a specific instance. Do not however, try to interpret the contents. This field is set by RTC, only set on outgoing messages on the reference data flow.

The date and time of the latest modification for this reference data object. Format: yyyy-mm- ddTHH.MM.SS.sss. May be null if the object never has been updated. This field is set by RTC, only set on outgoing messages on the reference data flow.

A system-unique identifier of the Market. May only contain characters a-z, A-Z, 0-9, "_", "-", "+" and ".".

The state of this item.

A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero.

The name of the Market.

The country code for this market.

A reference to a market specific internet site.

The first date the market is valid. The format is yyyy-MM-dd.

JSPAN attribute. The lookback period used to get historical prices. For example, 90 to use the last 90 days prices. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

JSPAN attribute. The volatility lookback period used when calculating volatilities.

JSPAN attribute. The maximum amount volatility may be scaled up. This should be a number between 1 and 2. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

JSPAN attribute. The maximum amount volatility may be scaled down. This should be a number between 0 and 1. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

JSPAN attribute. A percentile stored as a decimal, e.g. 0.975 for 97.5%. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Number of days to compare price and volatility move for. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.

The end time for option exercise on the expiration date. Must be in the format HH:MM:SS.

Allocation model for options, eg Pro-rata or Random.

Daily Maximum Participation Factor for Liquidation Period add-on. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Used in the Liquidation Period Add-on calculation. Number of days it will take the JSE to confirm default before it starts to close out positions. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.