Orchimate 1.4.2 /
JSE External Messaging API 2.8.9
Orchestra Hub

Orchestra Specification

Indexes

Message Layouts

Common

Application

Message

OptionDataEvent (78)

ID

10276

Valuation information for option.

Field	Name	Type	Req'd	Comments	Pedigree
482	sequenceNumber	long		The sequence number is a unique number for all events published for the same flow.
528	subscriptionGroupId	int		The id of the subscription group the message is published on.
112	condType	CondTypeCodeSet		Price Condition type (tag).
59	businessDate	String		Business date. Format is YYYY-MM-DD.
179	externalInstrumentId	String		The external instrument id. This is the JSE Master ID.
422	price	BigInteger		The option price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
148	delta	long		The delta for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
622	volatility	long		The volatility for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
191	feedSource	FeedSourceCodeSet		The source of the curve.
544	timestamp	String		The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS".
234	gamma	long		The gamma for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
621	vega	long		The vega for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

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