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.

The internal id of the TradableInstrument. This id is unique within the system and is created from the fields parentInternalId, market, currency and visibility.

The internal id of the parent Instrument. (The instrumentId and the instrumentIdType of the parent Instrument).

A "cache" segment reference to which this tradable instrument belongs. Assigned by the server when the TradableInstrument is created. Validated against Market/MarketList/Segment attributes when updating a TradableInstrument.

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 tradable instrument id. Typically an ISIN, CUSIP or symbol name. This is the JSE Master ID.

The type of the TradableInstrumentId (ISIN, CUSIP etc)

The currency code according to ISO 4217

Display name of this tradable instrument.

The market where this tradable instrument is traded. This field refers to a Market object's marketId field.

The market list where this instrument is traded, reflecting a MarketList object's marketListId field. The market list must belong to the market specified by the marketId field.

The segment where this instrument is traded, reflecting a Segment object's segmentId field. The segment specified must belong to the market stated in the marketId field and belong to the market list stated by the marketListId field.

The id of the subscription group to which this tradable instrument belong

The first date the tradable instrument is valid. The format is yyyy-MM-dd. If this optional data is not specified, the value from the tradable instrument's instrument will be used. The parent tradable instrument must have a validFrom date that is equal to or less than the validFrom date of the child tradable instrument.

The last date the tradable instrument is valid. The format is yyyy-MM-dd. If this optional data is not specified, the value from the tradable instrument's instrument will be used. The parent tradable instrument must have a validTo date that is equal to or greater that the validTo date of the child tradable instrument.

The number of shares in the instrument. If the number of shares is not defined, then there will not be any qty checks for that instrument.

A list of other markets'/exchanges' ID of this tradable instrument in the format: market1:id1,market2:id2,...

The last date the instrument is open for trading. The format is yyyy-MM-dd.

This attribute is used to indicate that this instrument has been subject to a Corporate Action.

If this field is true, this TradebleInstrument is valid for trading. ValidForTrading is typically used when a TradableInstrument is not traded on "this" exchange, but is needed as undelying for derivatives (carrying the price). The default value is true.

Volatility Scanning Range (VSR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

The size (quantity) of one traded contract.

Settlement cycle in days. Mandatory for instrument type Spot.

The Class Spread Group (CSG) to which the contract belongs.

Class Spread Margin Requirement (CSMR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

The expiration date for this contract. The format is yyyy-mm-dd. Used for options and futures.

The Contract Code. Example: AGLS

The Underlying Tradable Instrument. Example: the future (AGLS-20141023) for an option or the underlying (ABL) for a future

The Contract Category. Example: SingleStock

Settlement type, Cash or Physical. If cash settled, only cash is settled at expiry. If physical, the underlying instrument is settled at expiry. Used for futures and options.

Exercise style, Americal or European. Used for options.

Call or Put option.

Strike for option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

The Volatility Surface Id. Used for options.

The id of yield curve instrument used for valuation. Mandatory for future with valuation model set to RTC Mark-to-Model. Mandatory if InstrumentSubType is Dividend Neutral, International Dividend Neutral, Quanto International Dividend Neutral, Quanto Index Dividend Neutral or Contract for Difference, regardless of valuation model.

The Contract Description.

The type of instrument (equity, option, future etc).

In addition to the look-back period other dates of price data can be added. This is the start date of the period used. The format is yyyy-mm-dd. Used for spot instruments.

In addition to the look-back period other dates of price data can be added. This is the end date of the period used. The format is yyyy-mm-dd. Used for spot instruments.

The liquidation period used in the IMR calculation. Also used for the calculation of the Liquidity Add-on.

The Average Daily Value Traded, used for the calculation of the Liquidity Add-on. Mandatory for spot instruments. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Official IMR (Initial Margin Requirement) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

1-day VaR This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

The Alpha Code. Example: AGL

Future style or Upfront premium. Used for options.

Cents from ATM. Used for options.

ISIN for the instrument.

Valuation Model Type.

Valuation Sub Type.

Indicates whether the instrument can be traded at JSE.

Base currency, mandatory for FX spot instruments.

Price currency, mandatory for FX spot instruments.

Maturity Date for Bonds. Format yyyy-mm-dd.

The convention determines how interest accrues over time, e.g. number of days between two coupon payments. For Bonds.

Rules for date rolling when a payment day or date used to calculate accrued interest falls on a holiday. For Bonds.

Calendar used for holidays. For Bonds.

Annual Coupon rate for Bonds. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

The date when the Bond was listed.

Coupon frequency period length. How often coupons are paid annually. For Bonds.

Coupon rate indicator. For Bonds.

For Bonds. Coupon dates, comma separated dates on format MMDD.

For Bonds. Book Closing dates, comma separated dates on format MMDD.

Number of decimals in prices.

Official SMR (Settlement Margin Requirement) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

The sub type of instrument (spot, index, CFD, etc.).

The asset class this tradable instrument belongs to.

Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank.

Asset sub class used for stress testing.

Master ID of the base rate instrument

The Master ID of another underlying instrument to use as proxy when calculating the IMR %. Will mostly be used for foreign instruments where the price history is not available.

For Bonds. This date is used as last coupon date equivalent if no coupon has yet been paid.

Designated as Inward listed by the South African Reserve Bank.

If Anyday is true, the expiry date of the instrument may be on any business day.

The Nominal Amount for Bonds. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Fraction of Nominal to be returned at maturity. For Bonds. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Compounding Convention of yield. For Bonds.

Compounding Convention of coupon rate. For Bonds, information only.

ID of the exchange where the instrument is traded

Country code of instrument.

Indicator if the contract is base (standard), mini/maxi etc.