Indexes

Message Layouts
Common
Application

Message

RiskNode (46)

ID10046

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.

Field
Name
Type
Req'd
Comments
Pedigree
300

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.

61

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

13

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.

509

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.

604

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.

544

The date and time of the latest modification for this reference data object. Format: yyyy-mm-ddTHH.MM.SS.sss. May be

462
Y

The id for the Risk Node.

385

Risk node Id of the parent.

463
Y

The name for the Risk Node.

284

This is used to identify the default risk node for a member.

4
Y

The access group for the Risk Node.

80
Y

The clearing member for the Position Account.

386
Y

Specifies Participant Unit that this risk node belongs to.

404

The account type for accounts connected to this risk node.

282

This is used to identify if the risk node is for clearing house.

347

The minimum percentage of the collateral that must be in ZAR.

460

The risk limit after which alert is triggered.

383

Risk node Id of the house risk node of the parent.

33

The AM percentage used to calculate additional margin.

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