EMAPI protocol specification

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
5	latestSSN	long	This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data.

Message: ChangePasswordReq

Message ID: 126

Type: General Messages

Description: A request to change the current password. The user does not have to be logged in in order to change the password.

Field no.	Field name (tag)	Type (max length)	Comment
1	possDup	boolean	The possible duplicate flag
12	memberId	String	The id of the user's member (firm). Required because usernames are only unique within a member firm.
13	userId	String	The identification of the user (username).
14	oldPassword	String	The user's old password, used for authentication.
15	newPassword	String	The new password to be set.

This request will normally return a response of type CdResponse .

Message: GetSequenceNumbersReq

Message ID: 10430

Type: General Messages

Description: Get sequence numbers for broadcast flows.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
6	broadcastFlowId	required	int	Broadcast Flow requested.
7	subscriptionGroupId	required	int	Request sequence number for this subscription group.

This request will normally return a response of type GetSequenceNumbersRsp .

Message: GetSequenceNumbersRsp

Message ID: 10431

Type: General Messages

Description: Response to a GetSequenceNumbersReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
6	sequenceNumber	long	Latest sequence number for the requested broadcast flow and subscription group.
7	broadcastFlowId	int	Broadcast Flow.
8	subscriptionGroupId	int	Subscription group.

Message: ResponseMessage

Message ID: 230

Type: General Messages

Description: General response for request messages that dont't have a defined response. It may also be used when a fatal error occurs before or during the normal response handling on the server.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
5	messageReference	String	The message reference from the corresponding RequestMessage.

Message: SimpleRsp

Message ID: 231

Type: General Messages

Description: General response for request messages that dont't have a defined response.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
5	reply	String	Generic single string reply

Message: TaxEndSnapshot

Message ID: 73

Type: General Messages

Description: Message ending a snapshot response

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	The overall status
2	message	String	Complementary text for extra context-dependent info
3	subCode	int []	Subcodes
4	flow	Integer	If this message is the result of a snapshot/subscribe operation on a flow then this field contains the flow id.
5	pollSequenceNumber	Long	Not used in this configuration of RTC.
6	subscriptionGroup	Integer	Identifying group of instruments in a current value response if applicable, otherwise zero
10008	snapshotSize	Long	Number of items published in snapshot

Message: TaxHeartbeatReq

Message ID: 75

Type: General Messages

Description: Heartbeat sent to gateway in order to verify a connection

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	userData		String	User supplied data. The data is returned in the response.

This request will normally return a response of type TaxHeartbeatRsp .

Message: TaxHeartbeatRsp

Message ID: 76

Type: General Messages

Description: Response returned from gateway

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
5	reply	String	Generic single string reply
6	timestamp	String	Current central system time. The format is "yyyy-MM-ddTHH:mm:ss.SSS". Example: 2009-07-16T19:20:30.045
7	userData	String	User-supplied data from the request

Message: TaxLogonReq

Message ID: 63

Type: General Messages

Description: Request to the gateway to log in a member/user

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	member	required	String	User's member firm
3	user	required	String	Mandatory user id. The user must belong to the member.
4	password	required	String	User's password
5	ticket		Long	Ticket received at pre-login
6	possDupSessId		Integer	Possible duplicate session id. If two sessions (that is, users) have the same possDupSessId it means that an unacknowledged request on one of the sessions can be resent on the other with the possDup flag set and the system will be able to resolve if it is a duplicate or not. Not used in this configuration of RTC.
7	majorVersion		int	EMAPI major version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version.
8	minorVersion		int	EMAPI minor version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version.
9	microVersion		int	EMAPI micro version. If any of the version fields is non-zero, the gateway will validate against the current EMAPI version.

This request will normally return a response of type TaxLogonRsp .

Message: TaxLogonRsp

Message ID: 64

Type: General Messages

Description: Sent from the gateway to the client as a response to TaxLogonReq.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
5	reply	String	Generic single string reply
6	logonAccepted	Boolean	Indicates whether the login was successful or not.
7	loginStatus	int	Login specific status code.
8	isTestSystem	Boolean	Indicates whether this system is a test system or not.
9	systemName	String	The name of the system.
10	partitionHbtInterval	Integer	The interval (in seconds) between partition heartbeats sent from the system. Partition heartbeats are sent out as Heartbeat events.
11	clientHbtInterval	Integer	The interval (in seconds) between which clients are expected to send in heartbeats. The client should use the TaxHeartbeatReq message to send in heartbeats.
12	maxLostHeartbeats	Integer	The maximum number of heartbeats to lose before the connection can be considered to be down.

Message: TaxLogoutReq

Message ID: 65

Type: General Messages

Description: Request from client to gateway in end a session. A simple response is sent as response.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment

This request will normally return a response of type SimpleRsp .

Message: TaxRemoveSubscriptionReq

Message ID: 71

Type: General Messages

Description: Removes an active subscription. A SimpleRsp is sent as response for this request.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	handle		int	Subscription handle (subscription identifier) identifying the subscription request to be removed. The handle is received in the response when setting up the subscription.

This request will normally return a response of type SimpleRsp .

Message: TaxReplayEndEvent

Message ID: 235

Type: General Messages

Description: Framing message indicating the end of requested replay data. The TaxReplayEndEvent indicates the end of a replay sequence.

Field no.	Field name (tag)	Type (max length)	Comment
1	subscriptionGroup	int	The subscription group the data is for. The identifier is always set to zero for global flows.
2	nextSequence	Long	When requesting a replay, the trading system may not deliver the full sequence in the first call. The application may need to issue multiple additional requests for retrieving all data. The field "nextSequence" indicates if all data has been retrieved. If so, the field is NULL. Otherwise, the field indicates the sequence number to be used when requesting the next/following batch of replay data.
3	statusCode	int	EMAPI status code telling if the replay was successful or not.
4	statusMessage	String	Status text associated with the EMAPI status code returned.
5	internalCode	int	Not used in this configuration of RTC.
6	flow	int	The flow the data is for.

Message: TaxReplayReq

Message ID: 232

Type: General Messages

Description: Request message sent to the RTC system to recover a sequence of messages published earlier. The replay request will recover earlier published messages on a replayable flow. The response back is a simple response indicating whatever the request was successfully queued to the RTC system. The actual replay data is delivered as unsolicited events, framed by TaxReplayStartEvent and TaxReplayEndEvent messages.

Field no.	Field name (tag)	Type (max length)	Comment
2	flow	int	Specifies the logical stream of information of a certain type. Allowed values: see constant group BroadcastFlows
3	subscriptionGroup	Integer	The subscription group on the subscribed flow.
4	sequenceNumber	long	The sequence number from which messages should be recovered for the specified subscription group and flow.
6	member	String	Optional attribute defining the member for which the replay is to be applied for. Used for on-behalf-of replay. Note that the user requesting replay for another member must be authorized to do so. If this attribute is left empty, the logged in user's member is used.
7	endSequenceNumber	long	The sequence number up to which messages should be recovered for the specified subscription group and flow. The value for this attribute could be derived from the TaxSnapshotSubscribeRsp.
8	requestType	int	The type of replay request. Allowed values: see constant group ReplayRequestType
10009	segmentSize	Integer	Not used in this configuration of RTC.

This request will normally return a response of type TaxReplayRsp .

Message: TaxReplayRsp

Message ID: 233

Type: General Messages

Description: Response message sent back for a previously-submitted TaxReplayReq. The TaxReplayRsp response will not contain the actual data being requested. The response data is delivered to the application asynchronously.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
5	reply	String	Generic single string reply
6	handle	int	Subscription handle identifying the subscription request. The handle is used when removing the subscription.

Message: TaxReplayStartEvent

Message ID: 234

Type: General Messages

Description: Framing message indicating the start sequence of requested replay data. When issuing a replay request, the replay data is delivered as unsolicited messages. The TaxReplayStartEvent indicates the start of a replay sequence.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	subscriptionGroup		int	The subscription group the data is for.
2	flow		int	The broadcast flow for the start event.

Message: TaxSessionStatus

Message ID: 77

Type: General Messages

Description: Unsolicited message indicating session status.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	status		int	Session status Allowed values: see constant group SessionStatus

Message: TaxSnapshotSubscribeReq

Message ID: 69

Type: General Messages

Description: Request to retrieve information and/or activate subscription of future updates of the information specified

Field no.	Field name (tag)	Type (max length)	Comment
2	member	String	Not used in this configuration of RTC.
3	user	String	Not used in this configuration of RTC.
4	requestType	int	Type of subscription request Allowed values: see constant group SubscriptionRequestType
5	flow	int	Data flow being requested Allowed values: see constant group BroadcastFlows
6	key	int	Selection key, identifying the data being subscribed to. In many cases, this is the subscription group.
7	sequenceNumber	long	Not used in this configuration of RTC.
8	lastPollSequenceNumber	Long	Not used in this configuration of RTC.

This request will normally return a response of type TaxSnapshotSubscribeRsp .

Message: TaxSnapshotSubscribeRsp

Message ID: 70

Type: General Messages

Description: Response to a subscription request (TaxSnapshotSubscribeReq).

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
5	reply	String	Generic single string reply
6	handle	int	Subscription handle identifying the subscription request. The handle is used when removing the subscription.
7	lastPublishedSeqNo	Long	Not used in this configuration of RTC.

Message: TaxStartSnapshot

Message ID: 72

Type: General Messages

Description: Message preceding a snapshot response

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	subscriptionGroup		Integer	Group of instruments in current value response if applicable, otherwise zero.
2	flow		int	The broadcast flow for the start event

General Messages (Internal)

Message: CdRequest

Message ID: 226

Type: General Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: This message is not used in EMAPI.

Field no.	Field name (tag)	Type (max length)	Comment
1	possDup	boolean	The possible duplicate flag
2	member	String (64)	The member of the user.
3	user	String (64)	The responsible user. Shall only be set in requests if actingUser is acting on behalf of another user. Otherwise TRADExpress will set it to the actingUser.
6	actingUser	String (64)	The user that initiated a request. Shall only be set in requests if (and only if) it is a gateway user that sends the request. Otherwise TRADExpress will set it to the user that established the session on which the request was received on. See also the user field.

Message: RequestMessage

Message ID: 237

Type: General Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: This message is not used in EMAPI.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag

Reference Data Messages

Message: AccessGroup

Message ID: 10051

Type: Reference Data Messages

Description: This object defines an access Group.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	accessGroupId		String	The id for the Access Group.
9	participantUnitId		String	Specifies the parent Participant Unit.
10	clearingMemberId	required	String	The clearing member for the Access group.
11	subscriptionGroup		int	The subscription group for the Access group.

Message: CalendarDate

Message ID: 139

Type: Reference Data Messages

Description: A calendar date of a certain type.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	date	required	String (32)	A calendar date in standard format: YYYY-MM-DD.
8	dateType	required	Integer	The type of this date, for example 'closed'. Allowed values: see constant group DATE_TYPE
10	calendarId	required	String (128)	The "identity" of this date. This field may be used for specifying a calendar date that is specific for an exchange/country etc. The id here is (may be) referenced from the orderbook parameters block.
12	displayName		String (255)	The display name for this date, Midsummer for example.
13	isValidTradingBusinessDate		Boolean	Indicate if a date is a valid trading business date or not.

Message: CashAccount

Message ID: 10264

Type: Reference Data Messages

Description: A member or client can have zero or more than one cash account defined, but not more than one per currency.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	settlementBank	required	String (100)	Authorized dealer for foreign currency or settlement bank for ZAR.
9	settlementBankBranch		String (100)	The code of the branch within the authorized dealer or settlement bank.
10	bic	required	String (100)	Swift BIC code.
11	settlementBankAccountId	required	String (100)	ID of account within the auhorized dealer or settlement bank.
12	internalCashAccountId		Long	RTC internal Cash Account ID. Set at creation by RTC.
13	currency	required	String (3)	The account is valid for this currency.
14	participantUnitId	required	String (128)	Specifies the parent Participant Unit.
15	isNonResident		boolean	Flag is set from member, is set to true for non resident members.

Message: CdAddCashAccountReq

Message ID: 10267

Type: Reference Data Messages

Description: Request to add a Cash Account

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag
28	cashAccount	required	CashAccount	The cash account to add

This request will normally return a response of type CdResponse .

Message: CdUpdateCashAccountReq

Message ID: 10268

Type: Reference Data Messages

Description: Request to update a Cash Account. The cash account is identified by either (1) the internalCashAccountId, or (2) the combination of participantUnitId and currency.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag
28	cashAccount	required	CashAccount	The cash account to update

This request will normally return a response of type CdResponse .

Message: ClassSpreadGroup

Message ID: 10158

Type: Reference Data Messages

Description: Class Spread Group.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	csgId	required	String (100)	Uniquely identifies each Class Spread Group.
9	ssgId		Integer	The ID of the SSG that the CSG belongs to, if any.
11	ssmr		Long	The SSMR for the CSG within the SSG. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Message: ClearingMemberLink

Message ID: 10123

Type: Reference Data Messages

Description: This object defines a link from Trading Member to Clearing Member.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	clearingMemberLinkId	required	Long	The id for the Clearing Member Link.
9	participantUnitId	required	String	Specifies the parent Participant Unit.
10	tradingMemberId	required	String (100)	The Trading Member ID.
11	clearingMemberId	required	String	The Clearing Member ID.
12	marketId	required	String	The Market ID.
16	effectiveDate	required	String	The effective date from which the link shall be used for capture of incoming trades. The format is yyyy-mm-dd.

Message: CollateralAccount

Message ID: 10093

Type: Reference Data Messages

Description: Represents a collateral account.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	accountId	required	Long	The id of the collateral account.
10	riskNodeId	required	Long	Specifies the parent risk calculation node.
13	isDisabled		Boolean	If set to true, this object has been disabled.
14	accessGroup		String	The access group for the Collateral Account.
16	accountName	required	String (100)	The name for the Collateral Account.
19	clearingMemberId	required	String (128)	The clearing member for the Collateral Account.
20	participantUnitId	required	String (128)	The owner of the account in the member structure.

Message: CorporateAction

Message ID: 10329

Type: Reference Data Messages

Description: A Corporate Action task definition.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	corporateActionId	required	String (100)	Id of the Corporate Action. CA Serial no in MDS.
9	corporateActionType	required	String (5)	Type of the Corporate Action. One of CI,CM,CO,CP,CR,CV,IS,NC,RT,SC,SD,TE,UB. Note that the CA type is only used for information purpose in RTC and is not validated.
10	positionFactor		Long	Factor to use to adjust positions. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
11	fromInstrument	required	String (100)	Master ID of the TI on which the CA is taking place. The positions on this TI will be closed.
12	toInstrument		String (100)	Master ID of the new TI for the new position. New positions will be created on this TI. If missing, settlement positions will be created instead.
13	effectiveDate	required	String (10)	Corporate actions are applied at EOD on the last business day before the effective date. Format is YYYY-MM-DD.
14	ldtDate		String (10)	Last Day Traded. Format is YYYY-MM-DD.
15	price		Long	Price to use when positions should be closed out. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
16	status		int	to know the status of the corporate action. Allowed values: see constant group CorporateActionStatus
17	statusText		String	to know the status of the corporate action.
18	statusTimestamp		String (100)	Update timestamp, set by RTC.

Message: Country

Message ID: 316

Type: Reference Data Messages

Description: Holds basic information on a country, such as currency, time zone and holidays.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	countryId	required	String (16)	The id (country code) of the Country. Use ISO 3166 ISO 2-alpha codes.
8	name	required	String (128)	The name of the Country
9	currency	required	String (3)	The currency code according to ISO 4217.
10	timezoneOffset	required	Integer (32)	Timezone offset from UTC/GMT in minutes (positive value for countries east of Greenwich)

Message: Currency

Message ID: 95

Type: Reference Data Messages

Description: This object represent a Currency.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	currencyId	required	String (3)	The standard currency id according to ISO 4217. SEK, USD, GPB etc
8	longName		String (64)	The full name of the currency. Example: South African Rand
10010	currencyCode	required	long	ISO Currency Numeric Code, for example 710 for ZAR.
10012	notionalValueDecimals	required	Integer	Number of decimals used for notional in the currency. Only allowed to be set to 2.
10013	calendarID	required	String	ID of the calendar to be used for finding settlement days

Message: CurrentSystemState

Message ID: 10440

Type: Reference Data Messages

Description: This object holds a RTC System State.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	currentSystemStateId	required	Integer	The id, will only exist one record since only one state can be current.
9	currentRtcState	required	String	Current state in RTC. Allowed values: see constant group RtcState
10	businessDate		String	The business the state is set, in format YYYY-MM-DD.
11	schedulerState	required	Integer	Current scheduler state in RTC. Allowed values: see constant group SchedulerState
12	rerunReason		String	Reason for rerunning End of Day, only set when scheduler state is RERUN.

Message: Curve

Message ID: 10177

Type: Reference Data Messages

Description: A curve, y axis dependent on x axis, y = f(x).

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	curveId		Long	The internal curve Id for RTC.
9	externalCurveId	required	String (100)	The external curve Id received from Master reference data system.
10	curveName	required	String (128)	User friendly name of the curve.
11	strippedInRtc	required	Boolean	If true, RTC is responsible to prepare the curve.
12	priceFormat	required	int	Number of decimals used.
13	bootStrappingMethod	required	String (100)	BootStrapping method. Allowed values: see constant group BOOTSTRAPPING_METHOD
14	dayCountConvention	required	String (100)	Day count convention. Allowed values: see constant group DAY_COUNT_CONVENTION
15	interpolationMethod	required	String (100)	Interpolation method. Allowed values: see constant group INTERPOLATION_METHOD
16	extrapolationMethod	required	String (100)	Extrapolation method. Allowed values: see constant group EXTRAPOLATION_METHOD
20	axisUnitX	required	String (100)	xAxis unit. Allowed values: see constant group AXIS_UNIT
21	axisUnitY	required	String (100)	yAxis unit. Allowed values: see constant group AXIS_UNIT
22	pePartitionId		Integer	Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank.
23	interestRateConvention	required	String (100)	Interest rate convention for the interest rate produced. Allowed values: see constant group INTEREST_RATE_CONVENTION

Message: CurveConstituent

Message ID: 10185

Type: Reference Data Messages

Description: Instruments to build the curve.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	curveConstituentId		Long	The internal curve Constituent Id for RTC.
9	curveId		Long	Specifies the Curve that this CurveConstituent belongs to.
11	externalInstrumentId	required	String	Instrument Id (JSE Master ID) for the deposit, FRA or Swap.

Message: Deposit

Message ID: 10214

Type: Reference Data Messages

Description: Deposit instrument. Used as curve constituents.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	depositId		Long	The internal Deposit ID for RTC.
9	externalDepositId	required	String (100)	The external Deposit Id received from Master reference data system.
10	depositName	required	String (128)	User friendly name of the Deposit.
12	dayCountConvention	required	String	Day count convention. Allowed values: see constant group DAY_COUNT_CONVENTION
16	compoundingConvention	required	String	Compounding convention. Allowed values: see constant group CompoundingConvention
17	rtcCalendarId	required	String	Calendar used for holidays.
18	businessDayConvention	required	String	Day count convention. Allowed values: see constant group BusinessDayConvention
19	tenorPeriodType	required	String (100)	Period type for tenor. For instance M in 3M. Allowed values: see constant group PeriodType
20	tenorPeriod	required	int	Tenor period. For instance 3 in 3M.
21	rollsOn	required	String	Rolls on convention. Allowed values: see constant group RollsOnConvention
22	pePartitionId		Integer	Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank.

Message: EligibleCurrency

Message ID: 10355

Type: Reference Data Messages

Description: Currency eligible for FX collateral.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	instrumentMasterId	required	String (128)	External instrument master ID for the currency pair.
10	priceCCY	required	String (3)	The second currency in the currency pair. Normally ZAR.
11	baseCCY	required	String (3)	The first currency in the currency pair, i.e. normal the collateral currency (when using EUR, GBP and USD).
12	haircut	required	Long	Haircut percent on the exchange rate. Support for four decimals. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
13	maxAmount	required	Long	Maximum allowed amount for the currency allowed as collateral. The amount is defined in ZAR before the haircut is applied..
14	prio		Integer	When a client has several Nostro accounts (cash accounts in foreign CCY) and there is a doubt which currency to use, they are used in prio order. FX collateral with the highest priority is used first. The lowest number has got the highest priority. Must be unique.

Message: EligibleSecurity

Message ID: 10256

Type: Reference Data Messages

Description: Security instrument eligible for collateral.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	instrumentMasterId	required	String (255)	External instrument master ID.
10	isin	required	String (255)	ISIN of the instrument.
11	alphaCode	required	String (255)	Alpha Code of the instrument.
12	haircut	required	Long	Percentage that is subtracted from the portfolio value of an asset that is being used as collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
13	maxAmount	required	Long	Maximum allowed value allowed to pledge as collateral for this ISIN per risk node and before haircut is applied.

Message: ForwardRateAgreement

Message ID: 10216

Type: Reference Data Messages

Description: A Forward Rate Agreement instrument.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	forwardRateAgreementId		Long	The internal FRA Id for RTC.
9	externalForwardRateAgreementId	required	String (100)	The external FRA Id received from Master reference data system.
10	forwardRateAgreementName	required	String (128)	User friendly name of the FRA.
12	dayCountConvention	required	String (100)	Day count convention. Allowed values: see constant group DAY_COUNT_CONVENTION
18	compoundingConvention	required	String (100)	Compounding convention. Allowed values: see constant group CompoundingConvention
20	rtcCalendarId	required	String (100)	Calendar used for holidays.
21	businessDayConvention	required	String (100)	Day count convention. Allowed values: see constant group BusinessDayConvention
23	rollsOn	required	String (100)	Rolls on convention. Allowed values: see constant group RollsOnConvention
24	tenorPeriodType	required	String (100)	Tenor period type. Example M in 3M. Allowed values: see constant group PeriodType
25	tenorPeriod	required	int	Tenor length. Example 3 in 3M.
26	resetLagPeriodType	required	String (100)	Reset lag. Allowed values: see constant group PeriodType
27	resetLagPeriod	required	int	Reset lag.
28	pePartitionId		Integer	Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank.

Message: Instrument

Message ID: 295

Type: Reference Data Messages

Description: The Instrument holds basic background information, such as instrument id, type and (optionally) primary market for an instrument. Since an instrument can be traded in different currencies and visibility (normal, dark etc), the instrument has a set of child objects called TradableInstrument in which the actual trading takes place. An Instrument may reference another Instrument using the "parentInternalId" attribute. The parentInternalId is typically used by warrants or options to reference the underlying instrument.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	internalId		String (128)	A unique instrument identifier. May be an ISIN, CUSIP or symbol name. The InternalID is created using the InstrumentID and InstrumentIdType fields. Example: SE0000108656_ISIN
8	parentInternalId		String (128)	This is a reference to the parent instrument, if any. A parent instrument is typically an underlying instrument when trading derivatives. Shall be set to null if this instrument is a "root" instrument.
9	isEnabled		Boolean	The state of this item.
11	disabledCount		Integer	Not used in this configuration of RTC.
12	instrumentId	required	String (64)	The global identity of the instrument. The type of identifier (ISIN, CUSIP etc) is defined by the instrumentIdType attribute.
13	instrumentIdType	required	String (32)	The type of the InstrumentId (ISIN, CUSIP etc) Allowed values: see constant group InstrumentIdType
14	prevInstrumentId		String (64)	Not used in this configuration of RTC.
15	prevInstrumentIdType		String (32)	Not used in this configuration of RTC. Allowed values: see constant group InstrumentIdType
16	type	required	String (32)	The type of instrument (equity, warrant, future etc). Allowed values: see constant group InstrumentType
17	shortName	required	String (64)	The short display name for the instrument, ERICB for example.
18	name	required	String (255)	The complete instrument name, Ericsson B for example.
19	issuer		String (255)	The issuer of the instrument
20	sector		String (128)	The financial sector to which the instrument belong
21	primaryMarketId		String (32)	A unique id that defines market/market that is to be considered primary for the instrument, XLON, XSSE for example.)
22	adt		Long	Not used in this configuration of RTC. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
23	adtCurrency		String (3)	Not used in this configuration of RTC.
27	validFromDate	required	String (10)	The first date the instrument is valid. The format is yyyy-MM-dd.
28	validToDate		String (10)	The last date the instrument is valid. The format is yyyy-MM-dd.
30	listOfAliases		String (256)	A list of other markets'/exchanges' ID of this instrument in the format: market1:id1,market2:id2,...
10047	pmPartitionId		Integer	The instrument partition for the Position Manager server.
10048	rtcInternalId		Long	The RTC internal ID for the underlying product.

Message: InterestRateSwap

Message ID: 10215

Type: Reference Data Messages

Description: A Interest rate swap instrument.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	interestRateSwapId		Long	The internal IRS Id for RTC.
9	externalInterestRateSwapId	required	String (100)	The external IRS Id received from Master reference data system.
10	interestRateSwapName	required	String (128)	User friendly name of the IRS.
12	rollsOn	required	String (100)	Rolls on convention. Allowed values: see constant group RollsOnConvention
13	dayCountConvention	required	String (100)	Day count convention. Allowed values: see constant group DAY_COUNT_CONVENTION
19	compoundingConvention	required	String (100)	Compounding convention. Allowed values: see constant group CompoundingConvention
21	rtcCalendarId	required	String (100)	Calendar used for holidays.
22	businessDayConvention	required	String (100)	Day count convention. Allowed values: see constant group BusinessDayConvention
24	tenorPeriodType	required	String (100)	Tenor period type. Example M in 3M. Allowed values: see constant group PeriodType
25	tenorPeriod	required	int	Tenor length. Example 3 in 3M.
26	resetLagPeriodType	required	String (100)	Reset lag period. Example M in 3M. Allowed values: see constant group PeriodType
27	resetLagPeriod	required	int	Reset lag length. Example 3 in 3M.
28	pePartitionId		Integer	Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank.

Message: Market

Message ID: 299

Type: Reference Data Messages

Description: Defines a market.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	marketId	required	String (64)	A system-unique identifier of the Market. May only contain characters a-z, A-Z, 0-9, "_", "-", "+" and ".".
8	isEnabled		Boolean	The state of this item.
9	disabledCount		Integer	A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero.
10	name	required	String (255)	The name of the Market.
11	countryCode	required	String (16)	The country code for this market.
12	wwwPage		String (256)	A reference to a market specific internet site.
19	validFromDate		String (10)	The first date the market is valid. The format is yyyy-MM-dd.
10021	lookbackPeriod	required	Long	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.
10023	volatilityLookbackPeriod	required	Long	JSPAN attribute. The volatility lookback period used when calculating volatilities. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
10026	maxScaleUp	required	Long	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.
10027	maxScaleDown	required	Long	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.
10028	confidencePercentile	required	Long	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.
10030	imrStatisticsPeriod	required	Long	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.
10031	manualExerciseEndTime	required	String (12)	The end time for option exercise on the expiration date. Must be in the format HH:MM:SS.
10032	optionAllocationModelType	required	Integer	Allocation model for options, eg Pro-rata or Random. Allowed values: see constant group OptionAllocationModelType
10033	dailyMaximumParticipationFactor	required	Long	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.
10034	nonTradingDaysBeforeDefault	required	Long	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.
10035	volRounding	required	Integer	Number of decimals for volatility calculated by RTC.

Message: MarketList

Message ID: 300

Type: Reference Data Messages

Description: The MarketList is a child object of a Market. The purpose of the MarketList is mainly to organize the different instruments on a market into separate lists. The actual interpretation of the MarketList is customer specific. Operations such as halt and enable/disable performed on a MarketList will affect all Segments and TradableInstruments within the MarketList.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	internalMarketListId		String (128)	The internal (unique) id of the MarketList. Set by RTC.
8	isEnabled		Boolean	The state of this item.
9	disabledCount		Integer	A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero.
10	marketListId	required	String (128)	The display id of the MarketList. Must be unique within the Market. May only contain characters: a-z, A-Z, 0-9, "_", "-", "+" and ".".
11	name	required	String (255)	This is the name of this Market
12	parentInternalId	required	String (128)	The parent market id (EMAPI).
20	validFromDate		String (10)	The first date the market list is valid. The format is yyyy-MM-dd.

Message: Member

Message ID: 101

Type: Reference Data Messages

Description: This object represents a member firm and holds all basic member data such as id, full name, mail addresses and contact persons etc.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	memberId	required	String (64)	The public ID of the participant. This id has to be unique.
8	fullName	required	String (128)	Complete name of the member firm
10	address		String (255)	Company postal address.
11	phone		String (64)	Company phone number.
12	fax		String (64)	Company fax address.
13	complianceContact		String (128)	Name of contact person in compliance matters
14	complianceContactPhone		String (64)	Phone number to the compliance contact person
15	complianceContactMail		String (128)	Mail address to the compliance contact person
16	matchingContact		String (128)	Matching/BackOffice contact person
17	matchingContactPhone		String (64)	Phone number to the Matching/BackOffice contact person
18	matchingContactMail		String (128)	Mail address to Matching/BackOffice contact person
19	isDisabled		Boolean	Set to true if this member has been disabled.
26	associatedMemberId		String (255)	The parent member, for example the parent of a trading member branch or a client.
30	memberType		Integer	The type of member. N.B. in the documentation member type is also known as Participant type. Allowed values: see constant group MemberType
33	validFromDate		String (10)	The date from which the member is valid. The format is yyyy-MM-dd
34	listOfAliases		String (256)	A list of other markets'/exchanges' ID of this member in the format: market1:memberid1,market2:memberid2,... "maket1" is assumed to be a market defined in the "local" system and is automatically converted to uppercase, since this is the conversion for market ids in the system.
39	allowedOnBehalfOfMemberIdList		String (255)	A comma separated list of Member Ids for which this member may act on behalf of.
10043	participantUnitType		Integer	The type of this participant unit. Allowed values: see constant group ParticipantUnitType
10046	isStaff		Boolean	Is Staff, true or false
10047	isBeneficial		Boolean	Is Beneficial, true or false
10048	allowClientSubAccounts		Boolean	Sub accounts are allowed, true or false
10049	vatRegNumber		String	VAT registration number
10050	bdaCode		Integer	Broker Deal Account number
10051	email		String	Email
10052	country		String	Country Code, e.g. ZA
10053	isNonResident		Boolean	Is Non Resident is true if country for the client is not equal to ZA
10054	nominatedMember		String	MemberId of the nominated member, fulfilling physical settlement when the actual member is not in the Equities market. Otherwise, set to the member itself.
10055	strateCode		String (100)	Code of client or member at CSD.
10056	externalPayment		Boolean	If RTC should expect net payment from the JSE integration layer for this member. Required for clearing members.
10057	ownTM		String	This is set for clearing members only, to indicate its own trading member.
10058	allowFxCollateral		Boolean	This field is mandatory for CMs. If true, RTC will expect system-to-system communication on size of FX collateral payments.
10059	allowedMarkets		String	A comma-delimited list of market codes that the client is allowed to have trades and positions in.
10060	waitForCmBalancing		Boolean	This field is mandatory for CMs. If true, RTC will expect the CM to send in a response to a balancing event.
10061	clientType		String	For clients only - type of client. Information to surveillance. Required for all clients. Allowed values: see constant group ClientType
10062	idNumber		String	For clients only - ID number. Must be 13 numerical digits. Required for local individual clients: Client Type = Individual AND isNonResident = FALSE
10063	passportNumber		String	For clients only - Passport number. Required for foreign individual clients: Client Type = Individual AND isNonResident = TRUE
10064	companyRegistrationNumber		String	For clients only - Company registration number. Required for all company clients: Client Type = Company
10065	isProfessional		Boolean	For clients only - Information to surveillance. Required for all clients.
10066	isShariah		Boolean	For clients only - Information to surveillance. Required for all clients.
10067	isDiscretionary		Boolean	Is Discretionary, true or false
10068	preferredCcy		String (3)	Currency used for intraday rebalancing. Needs to be an eligible FX collateral currency (or ZAR, this will be the default though).
10069	branchMemberNumber		String	For TM branches only. Unique within a TM. Valid number is between 01 and 99.
10070	cmMessageRef		String (5)	For CM only. Mandatory for CM. Number used when creating settlement instructions. This number is concatenated into the message reference no.

Message: PositionAccount

Message ID: 10045

Type: Reference Data Messages

Description: Position account is used to keep actual clearing positions and settlement positions.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	positionAccountId	required	Long	The internal id of the position Account.
9	externalPositionAccountId	required	String (10)	The external id of the position account. The maximum length is 10 characters. House sub accounts are validated to be a maximum of 9 long.
11	positionAccountType	required	Integer	The type of this position account. Allowed values: see constant group PositionAccountType
12	accessGroup	required	String	The access group for the Position Account.
13	clearingMemberId	required	String	The clearing member for the Position Account.
14	riskNode	required	Long	The risk node for the Position Account.
15	participantUnitId		String	Specifies the parent Participant Unit.
16	isEnabled	required	Boolean	The state of this item.
17	positionAccountSubType	required	Integer	The sub type of this position account. Allowed values: see constant group PositionAccountSubType

Message: RiskNode

Message ID: 10046

Type: Reference Data Messages

Description: 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 no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	riskNodeId	required	Long	The id for the Risk Node.
9	parentRiskNodeId		Long	Risk node Id of the parent.
10	riskNodeName	required	String (100)	The name for the Risk Node.
11	isDefault		Boolean	This is used to identify the default risk node for a member.
12	accessGroup	required	String	The access group for the Risk Node.
13	clearingMemberId	required	String	The clearing member for the Position Account.
14	participantUnitId	required	String	Specifies Participant Unit that this risk node belongs to.
15	positionAccountType		Integer	The account type for accounts connected to this risk node. Allowed values: see constant group PositionAccountType
18	isClearingHouse		Boolean	This is used to identify if the risk node is for clearing house.
19	minimumZARLimit		Integer	The minimum percentage of the collateral that must be in ZAR.
20	riskLimit		Long	The risk limit after which alert is triggered.
21	parentHouseRiskNodeId		Long	Risk node Id of the house risk node of the parent.
22	amPercentage		Integer	The AM percentage used to calculate additional margin.

Message: RtcCalendar

Message ID: 10145

Type: Reference Data Messages

Description: Represents a calendar in the RTC system.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	rtcCalendarId		String	The id of the RtcCalendar.
9	calendarDateCalendarId		String	Specifies which RtcCalendar to use for holidays and half-days .
10	displayName	required	String (128)	The descriptive name for this calendar.
11	defaultScheduleStartTime	required	String (32)	The default starting time for this calendar. Must be in the format HH:MM:SS.
12	timeZone	required	String (128)	The time zone for this calendar.
13	saturdaysSundaysClosed		Boolean	Set to true if Saturdays and Sundays are closed.

Message: Segment

Message ID: 302

Type: Reference Data Messages

Description: A Segment is a grouping of TradableInstruments that share the same trading rules. Operations on a segment, such as halt and enable/disable affects all tradable instruments related to the segment. A Segment is a child objetc to MarketList.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	internalSegmentId		String (128)	The cache (unique) id of the Segment. The internalSegmentId field is assigned by the system.
8	isEnabled		Boolean	The state of this item.
9	disabledCount		Integer	A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero.
10	segmentId	required	String (128)	The display id of the Segment. Must be unique within the parent MarketList. May only contain characters: a-z, A-Z, 0-9, "_", "-", "+" and ".".
11	parentInternalId	required	String (128)	The parent Market List ID.
12	name	required	String (255)	The name of this Segment
22	validFromDate		String (10)	The first date the segment is valid. The format is yyyy-MM-dd.

Message: SeriesSpreadGroup

Message ID: 10159

Type: Reference Data Messages

Description: Series Spread Group.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	ssgId	required	Integer	Uniquely identifies each Series Spread Group.
9	groupName	required	String	Class Spread Group name.

Message: SettlementAccount

Message ID: 10082

Type: Reference Data Messages

Description: This object defines a settlement account.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	settlementAccountId		Long	The id for the Settlement Account.
9	externalSettlementAccountId		String (100)	The external id for the account.
10	settlementAccountName		String (100)	The name for the Settlement Account.
11	isNettingAccount	required	Boolean	If true, this account is a settlement account where positions are netted together before being sent to an external payment/delivery system.
12	isClearingHouseAccount	required	Boolean	If true, this is a Settlement Account for the Clearing House.
13	isEnabled	required	Boolean	Defines whether the account is enabled.
14	participantUnitId		String	Links to participantUnit if the Settlement Account is not a Clearing House Settlement Account
15	isDefaultClearingHouseAccount	required	Boolean	If true, this is the default Settlement Account for the Clearing House.
17	accessGroup	required	String	The access group for the Settlement Account.

Message: SubscriptionGroup

Message ID: 96

Type: Reference Data Messages

Description: The subscription group is used to filter objects on broadcast flows. When a subscription is set up for a subscription group the system controls the user access rights for that access group.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	subscriptionGroupId	required	Integer	The business id of the subscription group.
8	description	required	String (255)	A text description of the set of order books contained in the group.
9	partitionId	required	Integer	The partition this subscription group belong to.
10012	accountAccessGroup		String	The account access group.

Message: Surface

Message ID: 10178

Type: Reference Data Messages

Description: A surface. Three axis, z dependent on x and y, z = f(x, y).

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	surfaceId		Long	The internal surface Id for RTC.
9	externalSurfaceId	required	String (100)	The external surface Id received from Master reference data system.
10	surfaceName	required	String (128)	User friendly name of the surface.
11	dayCountConvention	required	String	Day count convention. Allowed values: see constant group DAY_COUNT_CONVENTION
12	interpolationMethod	required	String	Interpolation method. Allowed values: see constant group INTERPOLATION_METHOD
13	extrapolationMethod	required	String	Extrapolation method. Allowed values: see constant group EXTRAPOLATION_METHOD
19	axisUnitX	required	String	xAxis unit. Allowed values: see constant group AXIS_UNIT
20	axisUnitY	required	String	yAxis unit. Allowed values: see constant group AXIS_UNIT
21	axisUnitZ	required	String	zAxis unit. Allowed values: see constant group AXIS_UNIT
22	pePartitionId		Integer	Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank.

Message: TradableInstrument

Message ID: 296

Type: Reference Data Messages

Description: The TradableInstrument is a child object of an Instrument. The TradableInstrument holds trading information (order book id, currency, market, visibility etc) which is necessary for entering orders in a specific instrument. There is one TradableInstrument instance per market/currency/visibility combination. A TradableInstrument instance references a Segment, all trading rules for the referenced Segment applies to the instance.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
7	internalId		String (192)	The internal id of the TradableInstrument. This id is unique within the system and is created from the fields parentInternalId, market, currency and visibility.
8	parentInternalId		String (192)	The internal id of the parent Instrument. (The instrumentId and the instrumentIdType of the parent Instrument).
9	internalSegmentId		String (198)	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.
10	isEnabled		Boolean	The state of this item.
12	disabledCount		Integer	A count of how many times this element has been enabled/disabled. An element will not be enabled until disabledCount is zero.
13	tradableInstrumentId	required	String (64)	The tradable instrument id. Typically an ISIN, CUSIP or symbol name. This is the JSE Master ID.
14	tradableInstrumentIdType	required	String (32)	The type of the TradableInstrumentId (ISIN, CUSIP etc) Allowed values: see constant group InstrumentIdType
15	currencyId	required	String (3)	The currency code according to ISO 4217
16	shortName	required	String (255)	Display name of this tradable instrument.
17	marketId	required	String (128)	The market where this tradable instrument is traded. This field refers to a Market object's marketId field.
18	marketListId	required	String (128)	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.
19	segmentId	required	String (128)	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.
27	subscriptionGroupId		Integer	The id of the subscription group to which this tradable instrument belong
31	validFromDate		String (10)	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.
32	validToDate		String (10)	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.
33	numberOfShares		Long (64)	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.
39	listOfAliases		String (256)	A list of other markets'/exchanges' ID of this tradable instrument in the format: market1:id1,market2:id2,...
57	lastTradingDate		String (10)	The last date the instrument is open for trading. The format is yyyy-MM-dd.
58	corporateActionIndicator		String (24)	This attribute is used to indicate that this instrument has been subject to a Corporate Action.
59	validForTrading		Boolean	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.
10061	volatilityScanningRange		Long	Volatility Scanning Range (VSR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10062	contractSize	required	Long	The size (quantity) of one traded contract.
10063	settlementCycle		Integer	Settlement cycle in days. Mandatory for instrument type Spot.
10064	classSpreadGroup		String (255)	The Class Spread Group (CSG) to which the contract belongs.
10065	classSpreadMarginRequirement		Long	Class Spread Margin Requirement (CSMR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10068	expiryDate		String (10)	The expiration date for this contract. The format is yyyy-mm-dd. Used for options and futures.
10069	contractCode		String (100)	The Contract Code. Example: AGLS
10072	underlyingTradableInstrument		String (100)	The Underlying Tradable Instrument. Example: the future (AGLS-20141023) for an option or the underlying (ABL) for a future
10073	contractCategory		String (100)	The Contract Category. Example: SingleStock
10074	settlementType		Integer	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. Allowed values: see constant group SettlementType
10075	exerciseStyle		Integer	Exercise style, Americal or European. Used for options. Allowed values: see constant group ExerciseStyle
10076	isCall		Boolean	Call or Put option.
10077	strike		Long	Strike for option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10078	volatilitySurfaceId		String (100)	The Volatility Surface Id. Used for options.
10079	yieldCurveId		String (100)	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.
10080	contractDescription		String (255)	The Contract Description.
10081	instrumentType	required	String (32)	The type of instrument (equity, option, future etc). Allowed values: see constant group InstrumentType
10084	stressPeriodStartDate		String (10)	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.
10085	stressPeriodEndDate		String (10)	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.
10086	liquidationPeriod		Integer	The liquidation period used in the IMR calculation. Also used for the calculation of the Liquidity Add-on. For example, 1 for daily and 7 for weekly. Mandatory for spot instruments. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10087	advt		Long	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.
10088	imrOfficial		Long	Official IMR (Initial Margin Requirement) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10089	oneDayVar		Long	1-day VaR This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10090	alphaCode	required	String (30)	The Alpha Code. Example: AGL
10091	optionStyle		Integer	Future style or Upfront premium. Used for options. Allowed values: see constant group OptionStyle
10092	atmCents		Integer	Cents from ATM. Used for options.
10093	isin		String (12)	ISIN for the instrument.
10094	valuationModelType	required	String (100)	Valuation Model Type. Allowed values: see constant group ValuationModelType
10095	valuationSubType		String (100)	Valuation Sub Type. Allowed values: see constant group ValuationSubType
10096	isTradable	required	Boolean	Indicates whether the instrument can be traded at JSE.
10097	baseCurrency		String (10)	Base currency, mandatory for FX spot instruments.
10098	priceCurrency		String (10)	Price currency, mandatory for FX spot instruments.
10099	maturityDate		String (10)	Maturity Date for Bonds. Format yyyy-mm-dd.
10100	dayCountConvention		String	The convention determines how interest accrues over time, e.g. number of days between two coupon payments. For Bonds. Allowed values: see constant group DAY_COUNT_CONVENTION
10101	businessDayConvention		String	Rules for date rolling when a payment day or date used to calculate accrued interest falls on a holiday. For Bonds. Allowed values: see constant group BusinessDayConvention
10103	rtcCalendarId		String	Calendar used for holidays. For Bonds.
10104	couponRate		Long	Annual Coupon rate for Bonds. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10105	listingDate		String (10)	The date when the Bond was listed.
10107	couponFrequencyPeriod		Integer	Coupon frequency period length. How often coupons are paid annually. For Bonds.
10108	couponIndicator		String	Coupon rate indicator. For Bonds. Allowed values: see constant group CouponIndicator
10110	couponDates		String (1000)	For Bonds. Coupon dates, comma separated dates on format MMDD.
10111	bookClosingDates		String (1000)	For Bonds. Book Closing dates, comma separated dates on format MMDD.
10112	priceFormat	required	Integer	Number of decimals in prices.
10113	smrOfficial		Long	Official SMR (Settlement Margin Requirement) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10114	instrumentSubType	required	String (32)	The sub type of instrument (spot, index, CFD, etc.). Allowed values: see constant group InstrumentSubType
10115	assetClass	required	String (255)	The asset class this tradable instrument belongs to. Allowed values: see constant group AssetClass
10116	pePartitionId		Integer	Partition ID for the instrument in the RTC Price Engine. Not required, 1 will be used if the field is blank.
10117	assetSubClass	required	String	Asset sub class used for stress testing. Allowed values: see constant group AssetSubClass
10118	baseRateInstrument		String (100)	Master ID of the base rate instrument
10120	priceProxyMasterID		String (100)	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.
10121	interestCommencementDate		String (10)	For Bonds. This date is used as last coupon date equivalent if no coupon has yet been paid.
10122	inwardListed	required	Boolean	Designated as Inward listed by the South African Reserve Bank.
10123	anyday	required	Boolean	If Anyday is true, the expiry date of the instrument may be on any business day.
10124	nominal		Long	The Nominal Amount for Bonds. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
10125	redemptionFraction		Long	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.
10126	compoundingConventionOfYield		String	Compounding Convention of yield. For Bonds. Allowed values: see constant group CompoundingConvention
10127	compoundingConventionOfRate		String	Compounding Convention of coupon rate. For Bonds, information only. Allowed values: see constant group CompoundingConvention
10128	exchange	required	String (100)	ID of the exchange where the instrument is traded
10129	country	required	String (100)	Country code of instrument.
10130	contractSizeType		Integer	Indicator if the contract is base (standard), mini/maxi etc. Allowed values: see constant group ContractSizeType
10132	negativePriceAllowed		Boolean	If NPA is True, prices in the tradable instrument may be negative, otherwise not. Only be allowed to be True for Spot and Future, used for structured products.

Message: TripartiteAgreement

Message ID: 10146

Type: Reference Data Messages

Description: This object defines agreement for tripartite.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	key		String	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.
2	cacheId		String	Is used to identify the reference data cache. This field is set by RTC, only set on outgoing messages on the reference data flow.
3	action		Integer	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. Allowed values: see constant group CACHE_ACTION
4	stateSequenceNumber		long	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.
5	uniqueObjectId		String	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.
6	timeStamp		String (23)	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.
8	tripartiteAgreementId	required	String (100)	Uniquely identifies each tripartite agreement.
9	initiator	required	String (100)	Initiator of the tripartite allocation. ID of Trading Member or Branch.
10	acknowledger	required	String (100)	Acknowledger (receiver) of the tripartite allocation. ID of Trading Member or Branch.
11	client	required	String (100)	Client of the tripartite allocation.
12	fromDate	required	String	From date of tripartite agreement. The format is yyyy-mm-dd.
13	toDate		String	To date of tripartite agreement. The format is yyyy-mm-dd.

External Members

Message: CdAddRtcMemberClientClearingLinkReq

Message ID: 10127

Type: External Members

Description: Request to add a Clearing member to a client

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag
12	memberClientId	required	String	The member id
13	clearingMemberId	required	String	The clearing member

This request will normally return a response of type CdResponse .

Message: CdAddRtcMemberClientReq

Message ID: 10031

Type: External Members

Description: Request to add a Client

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag
14	address	required	String	The address
15	phone	required	String	The phone
16	associatedMemberId	required	String	The parent member
18	email	required	String	The email address
20	clientId		String	The client id
21	clientName	required	String	The client name
22	vatRegNumber		String	VAT registration number
24	isStaff	required	Boolean	Is Staff, true or false
25	isBeneficial	required	Boolean	Is Beneficial, true or false
26	bdaCode		Integer	BDA Code
27	country	required	String	Country Code
28	strateCode		String	Code of client or member at CSD.
29	allowedMarkets	required	String	A comma-delimited list of market codes that the client is allowed to have trades and positions in.
30	clientType	required	String	Type of client. Information to surveillance. Allowed values: see constant group ClientType
31	idNumber		String	ID number. Required for local individual clients. Must be 13 numerical digits.
32	passportNumber		String	Passport number. Required for foreign individual clients.
33	companyRegistrationNumber		String	Company registration number. Required for all company clients.
34	isProfessional		boolean	Information to surveillance.
35	isShariah		boolean	Information to surveillance.
36	isDiscretionary	required	Boolean	Is Discretionary, true or false
37	nominatedMember		String	The member id of the nominated member.
38	preferredCcy		String (3)	Currency used for intraday rebalancing. Needs to be an eligible FX collateral currency (or ZAR, this will be the default though).

This request will normally return a response of type CdAddRtcMemberClientRsp .

Message: CdAddRtcMemberClientRsp

Message ID: 10474

Type: External Members

Description: The response to add rtc member client request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	latestSSN	long	This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data.
8	clientId	String	The client id generated by the system.

Message: CdAddRtcPositionAccountReq

Message ID: 10034

Type: External Members

Description: Request to add a Position Account

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag
12	participantUnitId	required	String	The owner unit.
14	positionAccountType	required	Integer	The type of the position account. Allowed values: see constant group PositionAccountType
15	clearingMemberId	required	String	The clearing member of the Position Account.
16	externalPositionAccountId		String	The external id of the position account.
17	positionAccountSubType	required	Integer	The sub type of the position account. Allowed values: see constant group PositionAccountSubType

This request will normally return a response of type CdAddRtcPositionAccountRsp .

Message: CdAddRtcPositionAccountRsp

Message ID: 10035

Type: External Members

Description: The response to add position account request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	latestSSN	long	This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data.
9	positionAccountExternalId	String	The external id of the position account.

Message: CdEnableDisableRtcMemberClientReq

Message ID: 10152

Type: External Members

Description: Request to add a Client

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag
12	clientId	required	String	The client id
13	isDisabled	required	Boolean	Set as enabled or not

This request will normally return a response of type CdResponse .

Message: CdEnableDisableRtcPositionAccountReq

Message ID: 10072

Type: External Members

Description: Request to update a position account

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag
12	positionAccountId	required	Long	The Position account id.
16	isEnabled		boolean	Enabled (true) or not (false).

This request will normally return a response of type CdEnableDisableRtcPositionAccountRsp .

Message: CdEnableDisableRtcPositionAccountRsp

Message ID: 10073

Type: External Members

Description: The response enableDisable position account.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	latestSSN	long	This is the latest and most likely the highest state sequence number, SSN, that has been assigned to the reference data.

Message: CdSetClientAMPercentageReq

Message ID: 10443

Type: External Members

Description: Set additional margin percentage. Leaving clientId empty means trading member will set additional margin percentage on all clients for that trading member.

Field no.	Field name (tag)	Type (max length)	Comment
1	possDup	boolean	The possible duplicate flag
12	clearingMemberId	String	The clearing member id. The clearing member (or CM link) the client belongs to.
13	clientId	String	The client id. Only applicable for a clearing member that wants to set the AM percentage on a specific client.
14	amPercentage	Integer	The additional margin pergentage used to calculate additional margin from the calculated initial margin.

This request will normally return a response of type CdResponse .

Message: CdSetClientRiskLimitReq

Message ID: 10294

Type: External Members

Description: Set risk limit. Leaving clientId empty means trading member will set risk limit on all clients for that trading member.

Field no.	Field name (tag)	Type (max length)	Comment
1	possDup	boolean	The possible duplicate flag
12	clearingMemberId	String	The clearing member id. The clearing member (or CM link) the client belongs to.
13	clientId	String	The client id. Only applicable for a clearing member that wants to set the risk limit on a specific client.
14	riskLimit	Long	The risk limit which is validated against the calculated risk on a risk node to check if there is a breach and trigger alert if required. If this field is left blank then the risk limit is removed from the client

This request will normally return a response of type CdResponse .

Message: CdSetMinimumZARLimitReq

Message ID: 10273

Type: External Members

Description: Set minimum ZAR limit. Leaving all fields empty as a clearing member will set minimumZARLimit on all trading members for that clearing member. Leaving all fields empty as a trading member will set minimumZARLimit on all clients for that trading member.

Field no.	Field name (tag)	Type (max length)	Comment
1	possDup	boolean	The possible duplicate flag
12	clearingMemberId	String	The clearing member id. Only applicable for a trading member that wants to set the minimumZARLimit on a specific client.
13	tradingMemberId	String	The trading member id. Only applicable for a clearing member that wants to set the minimumZARLimit on a specific trading member.
14	clientId	String	The client id. Only applicable for a trading member that wants to set the minimumZARLimit on a specific client.
15	minimumZARLimit	Integer	The minimum ZAR limit in percent. Must be within the interval 0-100. Leaving this field empty means no specific limit is set and that a value from higher in the hierarchy will be used.

This request will normally return a response of type CdResponse .

Message: CdSetTradingMemberAMPercentageReq

Message ID: 10442

Type: External Members

Description: Set additional margin percentage. Leaving the tradingMemberId field empty means the clearing member will set additional margin percentage on all trading members for that clearing member.

Field no.	Field name (tag)	Type (max length)	Comment
1	possDup	boolean	The possible duplicate flag
12	tradingMemberId	String	The trading member id. Only applicable for a clearing member that wants to set the AM percentage on a specific trading member.
13	amPercentage	Integer	The additional margin pergentage used to calculate additional margin from the calculated initial margin.

This request will normally return a response of type CdResponse .

Message: CdSetTradingMemberRiskLimitReq

Message ID: 10293

Type: External Members

Description: Set risk limit. Leaving the tradingMemberId field empty means the clearing member will set risk limit on all trading members for that clearing member.

Field no.	Field name (tag)	Type (max length)	Comment
1	possDup	boolean	The possible duplicate flag
12	tradingMemberId	String	The trading member id. Only applicable for a clearing member that wants to set the limit on a specific trading member.
13	riskLimit	Long	The risk limit which is validates against the calculated risk on a risk node to check if there is a breach and trigger alert if required. If this field is left blank then the risk limit is removed from the trading member

This request will normally return a response of type CdResponse .

Message: CdUpdateRtcMemberClientReq

Message ID: 10147

Type: External Members

Description: Request to update a Client

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag
12	clientId	required	String	The client id
13	clientName	required	String	The member name
14	address	required	String	The address
15	phone	required	String	The phone
16	email	required	String	The email address
17	vatRegNumber		String	VAT registration number
19	isStaff	required	Boolean	"Is Staff, true or false"
20	isBeneficial	required	Boolean	"Is Beneficial, true or false"
21	bdaCode		Integer	Broker Deal Account number
22	country	required	String	Country Code
23	strateCode		String	Code of client or member at CSD.
27	companyRegistrationNumber		String	Company registration number. Required for all company clients.
28	isProfessional		boolean	Information to surveillance.
29	isShariah		boolean	Information to surveillance.
30	isDiscretionary	required	Boolean	"Is Discretionary, true or false"
31	nominatedMember		String	The member id of the nominated member.
32	preferredCcy		String (3)	Currency used for intraday rebalancing.
33	idNumber		String	ID number. Required for local individual clients. Must be 13 numerical digits.
34	clientType	required	String	Type of client. Information to surveillance. Allowed values: see constant group ClientType
35	passportNumber		String	Passport number. Required for foreign individual clients.
36	isNonResident	required	Boolean	Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident, for the From Trade.

This request will normally return a response of type CdResponse .

Event Messages

Message: AccountPositionEvent

Message ID: 10032

Type: Event Messages

Description: Represents a change in a position for a specific instrument in a specific account.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
47	sequenceNumber		long	The sequence number is a unique number for all events published for the same flow.
51	accountId	required	long	Account id.
53	positionType	required	Integer	The position type. Allowed values: see constant group PositionType
54	settlementDate		String	Settlement date, used for positions of type SETTLEMENT.
55	subId		long	In some cases, several positions in the same instrument and the same account are held as separate positions, although they both fit the instrument/account key. There may be technical or business logic reasons for this. The risk system can handle that multiple sources have positions in identical instruments and accounts and it will perform the aggregation of such positions itself for calculation purposes.
60	longQty		long	The position long quantity in its canonical unit, i.e. longNominalQty multiplied by contract size of tradable instrument. A positive quantity represents a long position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 1000 (divisor rule to be applied). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
61	shortQty		long	The position short quantity in its canonical unit, i.e. shortNominalQty multiplied by contract size of tradable instrument. A negative quantity represents a short position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 1000 (divisor rule to be applied). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
62	shortNominalQty		BigInteger	The position quantity, i.e. number of contracts. Only set for positions in tradable instruments. A negative quantity represents a short position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 10 (divisor rule to be applied) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
63	shortInitialValue		BigInteger	The value of the position, according to the prices of the trades that build up the position. Simply put, this value is the sum of the price * quantity of all trades in the position. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The initial value of the position is expressed in the currency of the instrument the position belongs to. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
64	shortMarketValue		BigInteger	The value of the position, according to the market price that was used last time a cash settlement of the variation margin of the position was made. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The market value is expressed in the currency of the instrument the position belongs to. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
65	longNominalQty		BigInteger	The position quantity, i.e. number of contracts. Only set for positions in tradable instruments. A positive quantity represents a long position. E.g. a position of 10 futures contracts of an instrument with a contract size of 100 would be represented in this field as 10 (divisor rule to be applied) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
66	longInitialValue		BigInteger	The value of the position, according to the prices of the trades that build up the position. Simply put, this value is the sum of the price * quantity of all trades in the position. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The initial value of the position is expressed in the currency of the instrument the position belongs to. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
67	longMarketValue		BigInteger	The value of the position, according to the market price that was used last time a cash settlement of the variation margin of the position was made. Since long and short quantities have different signs, values of long positions are typically positive and values of short positions are typically negative (the opposite being true if the price is negative). The market value is expressed in the currency of the instrument the position belongs to. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
68	transactionId		long	Internal RTC transaction ID.
69	positionReason		int	Allowed values: see constant group PositionReason
70	tradeId		long	Trade ID generated by the system, globally unique. A new ID will be created each time the trade is moved to a new account, i.e. when an equal opposite trade is created. Note that an ID will be created also at trade capture.
71	positionTimestamp		String	The time when the event occurred, on format yyyy-MM-dd'T'HH:mm:ss.SSS.
72	trade		Trade	The trade that caused this account position event.
74	subscriptionGroup		int	The id of subscription group the message is published on.
75	longSpreadVolume		BigInteger	Total spread volume for CFD contract. This is similar to Initial Value, but this is base rate from the trade multiplied with the quantity. Positive for long values, negative for short. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
76	shortSpreadVolume		BigInteger	Total spread volume for CFD contract. This is similar to Initial Value, but this is base rate from the trade multiplied with the quantity. Positive for long values, negative for short. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
77	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
78	externalAccountId		String	The ID of the position account as seen by the member.
79	clearingMemberId		String	The member code of the clearing member.
81	collateralAccountName		String	The name of the collateral account.
82	tradingMember		String	TM that owns the trade.
83	tradingMemberBranch		String	TM branch that owns the trade.
84	clientId		String	Client ID added to trade by CS. Empty if trade is for TM house.

Message: AccountTradeEvent

Message ID: 10141

Type: Event Messages

Description: This event represents an insertion, deletion or update of a trade in an account. The message includes information on the position on the account after the trade event.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	sequenceNumber		long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroup		int	The id of subscription group the message is published on.
5	accountId	required	long	Account id.
7	positionType	required	Integer	The position type. Allowed values: see constant group PositionType
8	settlementDate		String	Settlement date, used for positions of type SETTLEMENT.
10	positionReason		int	Allowed values: see constant group PositionReason
11	positionTimestamp		String	The time when the event occurred, on format yyyy-MM-dd'T'HH:mm:ss.SSS.
12	trade		Trade	The referenced Trade.
13	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
14	externalAccountId		String	The ID of the position account as seen by the member.
15	clearingMemberId		String	The member code of the clearing member.
17	collateralAccountName		String	The name of the collateral account.
18	tradingMember		String	TM that owns the trade.
19	tradingMemberBranch		String	TM branch that owns the trade.
20	clientId		String	Client ID added to trade by CS. Empty if trade is for TM house.

Message: AggregatedSummaryClearingMemberEvent

Message ID: 10350

Type: Event Messages

Description: Aggregated account summary event for clearing member.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroup	int	The id of the subscriptionGroup the message is published on.
5	clearingMemberId	String	Clearing Member ID.
6	totals	AggregatedSummaryDetails	Aggregated trading member totals.
7	interestRateOnCashCollateral	Long	Interest rate for cash collateral for ZAR This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST.
8	netFromOtherSystems	Long	Net amount from other system. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
9	cmMessageRef	String	Number used when creating settlement instructions. This number is concatenated into the message reference no.
10	tag	String	Price Tag that identifies the event. Allowed values: see constant group CondType
11	businessDate	String	Business Date.
12	timestamp	String	The time of the event.

Message: AggregatedSummaryTradingMemberEvent

Message ID: 10351

Type: Event Messages

Description: Aggregated account summary event for trading member.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroup	int	The id of the subscriptionGroup the message is published on.
5	tradingMemberId	String	Trading Member ID.
6	clearingMemberId	String	Clearing Member ID.
7	totalClients	AggregatedSummaryDetails	Aggregated client accounts.
8	totalHouse	AggregatedSummaryDetails	Aggregated house accounts.
9	interestRateOnCashCollateral	Long	Interest rate for cash collateral for ZAR This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST.
10	tag	String	Price Tag. Allowed values: see constant group CondType
11	businessDate	String	Business Date.
12	timestamp	String	The time of the event.

Message: AtmVolatilityEvent

Message ID: 10277

Type: Event Messages

Description: Event with ATM volatilities for an underlying instrument. The dates are expiry dates for the options.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroupId	int	The id of the subscription group the message is published on.
5	condType	String	Price Condition type (tag). Allowed values: see constant group CondType
6	businessDate	String	Business date. Format is YYYY-MM-DD.
8	instrumentExternalId	String	The external instrument id. This is the JSE Master ID.
9	feedSource	String	The source. Allowed values: see constant group FeedSource
10	timestamp	String	The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS".
11	absoluteDates	String []	The absolute instrument expiry dates. Corresponds to the array of volatilities.
12	vols	long []	The volatilities. Corresponds to the array of dates. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Message: CommissionEvent

Message ID: 10514

Type: Event Messages

Description: Commission to be paid by destination TM to initiating TM.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	sequenceNumber		long	The sequence number is a unique number for all events published for the same flow.
2	subscriptionGroup		int	The id of subscription group the message is published on.
3	commissionId	required	String	The commission id.
4	market	required	String	Market.
5	initiatingCM	required	String	CM that is associated with the initiating TM and will receive the payment.
6	initiatingTM	required	String	TM that sent the commission.
7	destinationCM	required	String	CM that will handle the payment.
8	destinationTM	required	String	TM that will carry the payment.
9	clientReference		String	Payer of the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios.
10	commissionReference		String	Identifier of trade or deal associated with the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios.
11	amount	required	Long	Amount to debit the destination TM. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
12	status	required	int	The status of the commission. Allowed values: see constant group CommissionStatus
13	enteredTimestamp	required	String	The timestamp when the commission first was entered.
14	cancelledTimestamp		String	The timestamp when the commission was either cancelled or rejected.
15	cancellationReference		String	Optional reference that can be supplied at cancellation or rejection requests.
16	acceptedTimestamp		String	The timestamp when the pending commission was accepted.
17	initiatingExternalAccountId		String	External ID of the initiator's sub account that is affected by the commission.
18	destinationExternalAccountId		String	External ID of the destination sub account that is affected by the commission.
19	secondaryFirmReference		String	Additional reference to the destination member. The recipient of the commission. Can be used to reference trading desk.
20	commissionVatType	required	int	VAT amount for commission. Allowed values: see constant group CommissionVatType

Message: CurveEvent

Message ID: 10227

Type: Event Messages

Description: Market data for a curve. See the Curve reference data object for a definition of the curve.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroupId	int	The id of the subscription group the message is published on.
5	condType	String	Price Condition type (tag). Allowed values: see constant group CondType
6	businessDate	String	Business date. Format is YYYY-MM-DD.
8	curveExternalId	String	The curve external instrument id. This is the JSE Master ID.
9	feedSource	String	The source of the curve. Allowed values: see constant group FeedSource
10	timestamp	String	The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS".
11	absoluteDate	String []	The absolute date on the x-axis of the curve. This field is populated if the xAxis unit of the curve is absolute.
12	dateFractionOfAYear	long []	The date on the x-axis represented as fraction of a year using the day time convention on the discount curve. This field is populated if the xAxis unit of the curve is fraction of a year. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
13	rate	long []	The rate on the y-axis of the curve. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Message: DailyAccountSummaryDetailsEvent

Message ID: 10295

Type: Event Messages

Description: Daily account summary for client or members house nodes.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroup	int	The id of the subscriptionGroup the message is published on.
5	riskNodeId	long	The id of the risk node the message is published on.
6	businessDate	String	Business Date. The format is yyyy-MM-dd.
7	tag	String	Price Tag. Allowed values: see constant group CondType
8	clearingMemberId	String	Clearing Member Id.
9	tradingMemberId	String	Trading Member Id.
10	clientId	String	Client Id.
11	strateCode	String	Strate Code.
12	collateralAccountId	Long	Collateral Account Id.
13	minimumCashLimit	Long	Percentage of initial margin that must be covered with cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
14	initialMargin	Long	Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
15	additionalMargin	Long	Additional Margin. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
16	requestedSecuritiesAmount	Long	Value request from Strate. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
17	receivedSecuritiesAmount	Long	Received value from strate, before haircut. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
18	registeredSecuritiesAmount	Long	Market Value of the positions in security collateral in ZAR (market value of the security collateral position).This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
19	registeredCashAmount	Long	Registered Cash Amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
20	securitiesAmountCF	Long	Current securities amount, after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
21	securitiesAmountBF	Long	Previous securities amount, after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
22	cashAmountCF	Long	Current cash collateral amount (for ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
23	cashAmountBF	Long	Previous cash collateral amount (for ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
24	state	String	State. Valid values are: REGISTERED, COLLATERAL_CALCULATED, COLLATERAL_SEC_REGISTERED, COLLATERAL_SEC_STEPOVER, COLLATERAL_FX_REGISTERED, COLLATERAL_FX_STEPOVER, COLLATERAL_CASH_SETTLED, CLIENT_PAYMENTS,REBALANCING.
25	status	String	Status of execution. Valid values are: SUCCESS, ERROR, OVERRIDE, VALIDATION_FAILED, VALIDATION_WARNING,
26	statusText	String	Status Text. Description of validation errors.
27	variationMargin	Long	Variation Margin.A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
28	fundingInterestAmount	Long	Funding Interest amount. A Positive value means the money being paid by the Client to the CH and A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
29	dividendAmount	Long	Dividend amount. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
32	settlementDate	String	Settlement Date. The format is yyyy-MM-dd.
33	previousInitialMargin	Long	Previous Business Day Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
34	interestAmountOnCashCollateral	Long	Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
35	interestRateOnCashCollateral	Long	Interest rate on cash collateral for ZAR. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST.
36	fxDailyAccountSummaryDetails	FxDailyAccountSummaryDetails []	The daily account summary details for FX currencies.
37	previousAdditionalMargin	Long	Previous Business Day Additional Margin. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
38	fxCashAmountCF	Long	Current cash collateral amount for FX currency (in ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
39	fxCashAmountBF	Long	Previous cash collateral amount for FX currency (in ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
40	netAmount	Long	Net amount from other systems. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
41	securitiesAmountMovement	Long	Securities amount movement. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
42	cashAmountMovement	Long	Cash collateral amount (for ZAR) movement. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
43	fxCashAmountMovement	Long	Cash collateral amount movement for FX currency (in ZAR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
44	totalZarCashMovement	Long	Sum of all ZAR movements: Cash Collateral Movement + VM + Fees incl. VAT + Commissions + Funding interest + Dividend payment + Interest amount on Cash Collateral. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
45	timestamp	String	The time of the event. The format is yyyy-MM-ddTHH:mm:ss.SSS.
46	commission	Long	Sum of all commissions with status New. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
47	bookingFeeAmount	Long	Booking fee amount excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
48	bookingFeeVatAmount	Long	VAT for booking fee This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
49	riskFeeAmount	Long	Fee in respect of initial margin covered with non-cash collateral excluding VAT. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
50	riskFeeVatAmount	Long	VAT for fee in respect of initial margin covered with non-cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
58	clearingFeeAmount	Long	Clearing fee amount excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
59	clearingFeeVatAmount	Long	VAT for clearing fee This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
60	reserved1	Long	Reserved1. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
61	reserved2	Long	Reserved2. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: DividendEvent

Message ID: 10229

Type: Event Messages

Description: Dividend information for a tradable instrument. The instrument is a spot used as underlying for futures. The dividends are used in the future valuation.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroupId	int	The id of the subscription group the message is published on.
5	condType	String	Price Condition type (tag). Allowed values: see constant group CondType
6	businessDate	String	Business date. Format is YYYY-MM-DD.
8	instrumentExternalId	String	The external instrument id. This is the JSE Master ID.
9	feedSource	String	The source of the price. Allowed values: see constant group FeedSource
10	timestamp	String	The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS".
11	exDate	String	The date on or after which a security is traded without rights to a previously declare dividend.
12	paymentDate	String	The date on which a declared stock dividend is scheduled to be paid.
13	dividend	long	The dividend value. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: OptionDataEvent

Message ID: 10276

Type: Event Messages

Description: Valuation information for option.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroupId	int	The id of the subscription group the message is published on.
5	condType	String	Price Condition type (tag). Allowed values: see constant group CondType
6	businessDate	String	Business date. Format is YYYY-MM-DD.
8	externalInstrumentId	String	The external instrument id. This is the JSE Master ID.
9	price	long	The option price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
10	delta	long	The delta for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
11	volatility	long	The volatility for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
12	feedSource	String	The source of the curve. Allowed values: see constant group FeedSource
13	timestamp	String	The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS".
14	gamma	long	The gamma for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
15	vega	long	The vega for the option. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: PriceEvent

Message ID: 10074

Type: Event Messages

Description: Market data for a tradable instrument.

Field no.	Field name (tag)	Type (max length)	Comment
9	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
12	subscriptionGroupId	int	The id of the subscription group the message is published on.
14	price	long	The price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
17	condType	String	Price Condition type (tag). Allowed values: see constant group CondType
18	businessDate	String	Business date. Format is YYYY-MM-DD.
19	externalInstrumentId	String	The external instrument id. This is the JSE Master ID.
20	feedSource	String	The source of the curve. Allowed values: see constant group FeedSource
21	timestamp	String	The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS".

Message: RiskNodeEvent

Message ID: 10033

Type: Event Messages

Description: This event contains calculated risk values for a Risk Node.

Field no.	Field name (tag)	Type (max length)	Comment
23	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
27	riskNodeId	long	The id of the risk node the message is published on.
28	channel	String	The channel this result was calculated for. DEFAULT is the normal channel.
29	currency	String	The currency code according to ISO 4217.
30	portfolioValue	long	This value is not used in the JSE implementation of RTC. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
31	variationMargin	long	Any profit or loss given the current market value compared to the previous mark-to-market value (or trade value). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
32	portfolioRisk	long	The Initial Margin for the risk node, defined as J-SPAN IM + Liquidation Period Add-On + Large Position Add-On + SM. A positive value indicates a risk. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
33	collateralValue	long	The sum of the values of all the collateral positions in the collateral account of the risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
34	subscriptionGroup	int	The id of the subscriptionGroup the message is published on.
35	liquidationAddOn	long	The liquidation period add-on value for the risk node. The liquidation period add-on is an amount that gets added to the margin calculated by J-SPAN. The Liquidation Period add-on increases the margin requirement when the client's notional exposure in a particular underlying forms a significant portion of the value that gets traded in the market on a daily basis. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
36	largePositionAddOn	long	The large position add-on value on the risk node. This is an additional IM to compensate for large positions or concentration risk. This calculation takes into account position size thresholds which will are defined by the JSE. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
37	jspanValue	long	The J-SPAN IM value, based on the positions on the risk node and the CSE risk arrays. The J-SPAN algorithm uses the netted positions of all the accounts under the risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
38	additionalMargin	long	The additional margin value on the risk node. Additional Margin is a margin that is added on top of IM and calculated as a percentage on IM. Different members and clients can have different additional margin percentages. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
39	additionalMarginPercentage	long	The additional margin percentage value on the risk node.
40	riskLimit	long	The risk limit value on the risk node. The global risk limit for the clearing house, or a more strict limit for the Clearing Member, Trading Member or Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
41	valueAgainstLimit	long	The value against limit value on the risk node, calculated as (IM + AM) - (VM + Collateral value). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
42	alert	boolean	The alert indicator for the risk node. True if valueAgainstLimit is larger than riskLimit, false otherwise.
43	settlementMargin	long	The settlement margin on the risk node. For risk nodes with settlement positions for physical delivery positions: SM = official SMR * quantity (netted on risk node). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
44	equityNotionalValue	long	The notional exposure for asset class Equity for this risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
45	fxNotionalValue	long	The notional exposure for asset class FX for this risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
46	notionalValues	NotionalValue []	Notional value per underlying.
47	collateralPositions	CollateralPositionValue []	Values for collateral positions.

Message: SurfaceEvent

Message ID: 10228

Type: Event Messages

Description: Market data for a surface. See the Surface reference data object for a definition of the surface.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroupId	int	The id of the subscription group the message is published on.
5	condType	String	Price Condition type (tag). Allowed values: see constant group CondType
6	businessDate	String	Business date. Format is YYYY-MM-DD.
9	feedSource	String	The source of the price. Allowed values: see constant group FeedSource
10	timestamp	String	The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS".
11	absoluteDate	String []	The absolute date on the x-axis of the surface. This field is populated if the xAxis unit of the surface is absolute.
12	dateFractionOfAYear	Long []	The date on the x-axis represented as fraction of a year using the day time convention on the surface. This field is populated if the xAxis unit of the surface is fraction of a year. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
13	strikeOrMoneyness	Long []	Value on the y-axis: strike or moneyness. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
14	volatility	Long []	Value on the z-axis: volatility in point (x, y). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
15	surfaceExternalId	String	The surface external instrument id. This is the JSE Master ID.

Message: WithdrawalNotificationEvent

Message ID: 10486

Type: Event Messages

Description: A notification event sent to the Clearing Member that there is a number of payment advices that the CM must confirm.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroup	int	The id of the subscriptionGroup the message is published on.
6	clearingMember	String	Clearing Member ID.

Message: YieldEvent

Message ID: 10437

Type: Event Messages

Description: The yield for an instrument. The instrument could be of different types, for instance a Bond or a Deposit.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroupId	int	The id of the subscription group the message is published on.
5	condType	String	Price Condition type (tag). Allowed values: see constant group CondType
6	businessDate	String	Business date. Format is YYYY-MM-DD.
8	instrumentExternalId	String	The external instrument id.
9	feedSource	String	The source of the price. Allowed values: see constant group FeedSource
10	timestamp	String	The time of the market data event. The format is "yyyy-MM-ddTHH:mm:ss.SSS".
11	yieldType	String	Allowed values: see constant group YieldType
12	yield	long	The dividend expressed in yield (% on decimal form). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

Event Messages (Internal)

Message: AggregatedSummaryDetails

Message ID: 10352

Type: Event Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: Object to hold aggregated account summary details.

Field no.	Field name (tag)	Type (max length)	Comment
1	totalMember_CF_Cash	Long	The total ZAR Collateral Cash registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
2	totalMember_BF_Cash	Long	The total ZAR Collateral Cash registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
3	totalMember_CF_Sec	Long	The total Collateral Security registered for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
4	totalMember_BF_Sec	Long	The total Collateral Security registered for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
5	initialMarginMovementCash	Long	The total overall IM Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash Collateral = Cash IM movement. This value is calculated the same way as totalMember_Cash_Movement. This value is Positive if the current Cash Collateral exceeds the previous Cash Collateral; negative if it is the other way around. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
6	initialMarginMovementSecurities	Long	The total overall IM Securities movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as totalMember_Sec_Movement. This value is Positive if the current Collateral Securities exceeds the previous Collateral Securities; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
7	totalVariationMargin	Long	Total variation margin for all clients of a trading member and clients of the trading member's branches. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
8	totalAdditionalMargin	Long	Total additional margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
9	fundingInterest	Long	The interest calculated from CFDs. ((base rate + interest spread) X nominal). A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
10	dividendPayment	Long	This is calculated from the dividend neutrals journal transactions. A Positive value interprets as money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
11	totalBookingFees	Long	Total booking fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
12	totalBookingFeesVAT	Long	Total VAT for booking fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
13	initialMargin	Long	Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
14	previousInitialMargin	Long	Previous Business Day Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
15	totalInterestAmountOnCashCollateral	Long	Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
16	fxDailyAccountSummaryDetails	FxDailyAccountSummaryDetails []	The daily account summary details for FX currencies.
17	totalMember_CF_FxCash	Long	The total FX Collateral Cash registered (in ZAR value) for the current day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
18	totalMember_BF_FxCash	Long	The total FX Collateral Cash registered (in ZAR value) for the previous day. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
19	additionalMarginMovements	Long	Additional Margin Movements (from yesterday). This value can be Positive if the current AM exceeds the previous AM; negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
20	totalMember_Cash_Movement	Long	The total ZAR Collateral Cash movement balance per member (TM + Client), i.e. C/F (today) Cash Collateral - B/F (previous days) Cash Collateral = Total Cash movement. This value is calculated the same way as initialMarginMovementCash. This value is positive if the current cash collateral exceeds the previous cash collateral and negative if it is the other way around. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
21	totalMember_FxCash_Movement	Long	The total FX Collateral Cash registered (in ZAR value) Movement. This value is positive if the current FX collateral exceeds the previous FX collateral and negative if it is the other way around This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
22	totalMember_Sec_Movement	Long	The total Collateral Security movement balance per member (TM + Client), i.e. C/F (today) Collateral Securities - B/F (previous days) Collateral Securities = Securities movement. This value is calculated the same way as initialMarginMovementCash. This value is Positive if the current securities collateral exceeds the previous securities collateral; negative if it is the other way around. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
23	totalZARCashMovement	Long	Sum of all ZAR movements for the Member: Net Amount from other system + Member Cash Collateral Movement + Clients Cash Collateral Movement + Member VM + Clients VM + Net Booking Fees including VAT + Risk Fees including VAT + Commissions + Funding interest + Dividend payment + Interest amount on Cash Collateral. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
24	commission	Long	Sum of all commissions with status New. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
25	totalRiskFees	Long	Total Fees in respect of initial margin covered with non-cash collateral excluding VAT. A Positive value means the money being paid by the Client to the CH and A Negative value means the money being paid by the CH to the Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
26	totalRiskFeesVAT	Long	Total VAT for Fees in respect of initial margin covered with non-cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
27	registeredSecuritiesAmount	Long	Market Value of the positions in security collateral in ZAR (market value of the security collateral position). This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
31	totalClearingFees	Long	Total clearing fees excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
32	totalClearingFeesVAT	Long	Total VAT for clearing fees This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
33	reserved1	Long	Reserved1 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
34	reserved2	Long	Reserved2 This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: CollateralPositionValue

Message ID: 10290

Type: Event Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: Collateral position values before and after haircut.

Field no.	Field name (tag)	Type (max length)	Comment
2	isCash	boolean	True if it is a cash position.
3	quantity	long	The collateral position quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
4	marketValue	long	Market value of the collateral position. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
5	valueAfterHaircut	long	Collateral position value after applying haircut and maximum amount. The haircut and maximum amount are taken from the EligibleSecurity list or EligibleCurrency object. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
6	externalInstrumentId	String	The JSE Master ID of the collateral security, or the currency if the collateral position is in ZAR or FX. When FX or ZAR is posted, the currency-value (USD, EUR, GBP, ZAR) will be populated in the externalInstrumentId field.When securities are pledged, the equity’s InstrumentMasterID will be populated in the externalInstrumentId field.
7	price	long	Price of the collateral position. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
8	haircut	long	Haircut of the collateral position. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: FxDailyAccountSummaryDetails

Message ID: 10376

Type: Event Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: FX part of the daily account summary.

Field no.	Field name (tag)	Type (max length)	Comment
1	currencyCode	String	The Currency Code, ISO 4217 alphabetic Code. Example: USD
2	interestRateOnCashCollateral	Long	Interest rate for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST.
3	interestAmountOnCashCollateral	Long	Interest amount for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
4	cashCollateralMovement	Long	Total movement in Cash Collateral for the current day that will be settled in the given currency This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
5	fxCollateralQty	Long	FX Collateral position quantity (in FX currency). This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
6	fxMarketValue	Long	FX collateral position market value (in ZAR). This is the value before haircut: qty * price. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
7	fxCollateralValue	Long	FX collateral value (in ZAR). This is the value calculated during the collateral process (using haircut%, max value). This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: NotionalValue

Message ID: 10289

Type: Event Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: Object to hold notional values per underlying.

Field no.	Field name (tag)	Type (max length)	Comment
2	netNotionalValue	long	The net notional exposure of the specified underlying instrument. The Net Notional Exposure per Underlying is defined as the aggregated notional exposure (with sign) of all positions in tradable instruments with the same underlying spot. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
3	grossNotionalValue	long	The gross notional exposure of the specified underlying instrument. Gross is defined as the sum of the absolute notional exposure per position in instruments with the same underlying spot. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
4	externalInstrumentId	String	The external instrument id. This is the JSE Master ID.
5	liquidationPeriod	long	The calculated liquidation period. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: RtcTradeExternalData

Message ID: 10085

Type: Event Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: RtcTradeExternalData contains trade attributes specific for this configuration of RTC.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
10	tradingSystemMatchId		String	A system set identifier of the matched trade that was used to enter this trade into the system.
11	tradingSystemLinkId		String	A system set identifier of the matched trade that was used to enter this trade into the system.
12	aggressor		Boolean	Aggressor from Trading System.
13	capacity		Integer	Capacity from Trading System. Allowed values: see constant group Capacity
14	tradeType		String	Trade Type from Trading System. Allowed values: see constant group RtcTradeType
15	tradingSystemTradeHalfId		String	A system set identifier of the trade half from the external trading system.
16	clientOrderId		String	Reference to an order in the trading system.
17	outsidePriceBand		boolean	Flag to indicate that the trade price is outside price band. Used both on trades from trading system and on trades created in Deal Management.
18	zeroFeeFlag		boolean	Flag to indicate that the trade is marked for zero fee.
19	timeOfEntry		String	Timestamp from Trading System. Format 2014-11-18 13:24:21.
20	tradingUser		String	The dealer in the trading system.
21	onBookQuantity		Long	Quantity from trading system for on-book trades. 0 if trade is Off-book. Kept on each side and not changed after trade management unless for accumulations. When an accumulated trade is partly allocated, on-book and off-book quantities are no longer maintained. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
22	offBookQuantity		Long	Quantity from trading system for reported trades. 0 if trade is On-book. Kept on each side and not changed after trade management unless for accumulations. When an accumulated trade is partly allocated, on-book and off-book quantities are no longer maintained. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
23	originalTradingSystemMatchId		String	Refers to the original trade. Only used when receiving cancelled trades from the trading system.
24	agreedTime		String	Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd-HH:mm:ss.fff.
25	reportedTime		String	The time the reported trade was received on the trading system (system generated). The format is yyyyMMdd-HH:mm:ss.fff.
26	optionDelta		Long	Option delta from the trading system. Valid for Options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
27	firmTradeId		String	Free text field carried from the trading system for off book trades.
28	tradeReportId		String	Free text field carried from the trading system for on and off book trades.
29	eventLinkId		String	Unique key for all trades generated from a single event. Will only be populated for strategy trades.
30	tradeSubType	required	String	Trade sub type used for trades.
31	multilegReportType		Integer	Multileg Report Type from Trading System. Allowed values: see constant group MultilegReportType

Message: Trade

Message ID: 10015

Type: Event Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: This class represents a Trade, i.e. one side of a Matched Trade: the buyer's or the seller's.

Field no.	Field name (tag)	Type (max length)	Comment
1	tradeId	long	Trade id. Internal RTC trade Half ID.
2	accountId	long	Account id. Internal RTC ID.
4	dealId	long	Internal RTC ID for both sides of a matched trade.
6	price	BigInteger	Price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
7	tradeTimestamp	String	The time the trade occurred. The format is yyyy-MM-ddTHH:mm:ss.SSS.
10	isBuy	boolean	To identify whether buy or sell trade
11	tradeBusinessDate	String	The business date the trade occurred. The format is yyyy-MM-dd.
12	originalQuantity	BigInteger	Original quantity of the trade. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
13	remainingQuantity	BigInteger	Remaining quantity of the trade after allocation(if any). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
14	tradeExternalData	RtcTradeExternalData	External information on trade from Trading System.
15	nextTradeIds	long []	List of forward referenced trade IDs
16	previousTradeIds	long []	List of backward referenced trade IDs
17	activeQuantity	BigInteger	Active quantity of the trade after allocation (if any). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
18	externalMatchedTradeId	String	Trade ID set by the client entering the trade into the clearing system.
19	reservedQuantity	BigInteger	Reserved quantity for assign operation (if any). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
21	initialValue	BigInteger	Value of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
22	interestRateSpread	BigInteger	Interest Rate Spread for trade if CFD. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
23	externalInstrumentId	String	The external instrument id. This is the JSE Master ID.
24	reference	String	The reference supplied with the trade.

External Members

Message: CmBalancing1Event

Message ID: 10411

Type: External Members

Description: Account balancing 1 message to the Clearing Member.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroup	int	The id of the subscriptionGroup the message is published on.
6	clearingMember	String	Clearing Member ID.
7	businessDate	String	Business date which have generated the various payments. Note it is not the actual payment date, which happens at the business day after. The format is yyyy-MM-dd.
8	settlementDate	String	Date when the payment is due. The format is yyyy-MM-dd.
9	balances	MemberBalance1 []	List of balances for the clearing member or trading member. The totals for all TMs clearing through the CM are available under the CM ID.

Message: CmBalancing2Event

Message ID: 10413

Type: External Members

Description: Account balancing 2 message to CM.

Field no.	Field name (tag)	Type (max length)	Comment
1	sequenceNumber	long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroup	int	The id of the subscriptionGroup the message is published on.
6	clearingMember	String	Clearing Member ID.
7	businessDate	String	Business date which have generated the various payments. Note it is not the actual payment date, which happens at the business day after. The format is yyyy-MM-dd.
8	settlementDate	String	Date when the payment is due. The format is yyyy-MM-dd.
9	interestRates	FxInterestRate []	Interest rates used for the day for interest on cash collateral calculations.
10	balances	MemberBalance2 []	List of balances for the clearing member or trading member. The totals for all TMs clearing through the CM are available under the CM ID.

Message: GiveUpEvent

Message ID: 10124

Type: External Members

Description: This event is for Assign and Tripartite flow from RTC.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	sequenceNumber		long	The sequence number is a unique number for all events published for the same flow.
5	fourEyesId		long	The ID of the Assign or Tripartite.
6	initiator		String	The initiator of the request. This is used to identify the initiator side.
7	state		int	The current state of the operation. Allowed values: see constant group FourEyesState
8	tradeId		long	Trade id.
9	fromAccountId		Long	The current account for the Trade. This is used to identify the receiver side. It is not set for the receiver when the take-up request arrives. (It is set by receiver upon Approval).
11	quantity		Long	The trade quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
13	reference		String	An optional free text field.
14	acknowledger		String	The destination member Id.
17	timeInitiated		String	Time the action was initiated
18	timeComplete		String	Time the action was completed
19	timeCancelled		String	Time the action was cancelled
23	client		String	The destination client Id. Applicable for tripartite allocation only
24	subscriptionGroup		int	The id of the subscription group the message is published on.
25	price		Long	The trade price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
26	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
28	isBuy		Boolean	True if this trade is a buy trade, false if it is a sell trade.
29	commissionAmount		Long	A sight of the commission amount before the actual commission is submitted. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: ReadyConfirmAvailableFXEvent

Message ID: 10377

Type: External Members

Description: Event published to the CMs to inform that RTC is ready to receive information about FX collateral.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	sequenceNumber		long	The sequence number is a unique number for all events published for the same flow.
4	subscriptionGroup		int	The id of the subscriptionGroup the message is published on.

Trade Management Messages

Message: AbandonOptionPositionReq

Message ID: 10188

Type: Trade Management Messages

Description: Abandon an option position.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	accountId	required	long	The account of the position.
3	quantity	required	Long	The abandon quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
5	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
6	updateId	required	String	Unique id that should be set for the request. If the system has already processed an update with this id, a success message is returned without any position change.

This request will normally return a response of type AbandonOptionPositionRsp .

Message: AbandonOptionPositionRsp

Message ID: 10189

Type: Trade Management Messages

Description: Response to the AbandonOptionPositionReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	tradeIds	Long []	The IDs of the trades that were created as part of this abandon of an option position.
7	transactionId	long	The ID of the transaction that updated the positions affected by this abandon of an option position.

Message: AcceptCommissionReq

Message ID: 10543

Type: Trade Management Messages

Description: Request for the destination member to accept a pending commission.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	possDup		boolean	The possible duplicate flag. Not used for this message.
2	commissionId	required	String	Id of the Commission.
3	destinationExternalAccountId		String	External ID of the destination sub account that is affected by the commission.
4	market		String	Market id. Required if destinationExternalAccountId is not left empty.
5	destinationTM		String	TM that will carry the payment. Required if requesting user is a CM user and if destinationExternalAccountId is not left empty.

This request will normally return a response of type ResponseMessage .

Message: AddCommissionReq

Message ID: 10515

Type: Trade Management Messages

Description: Request to add a Commission

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	market	required	String	Market.
3	initiatingTM	required	String	TM or Branch that sent the commission.
4	destinationTM	required	String	TM or Branch that will carry the payment.
5	clientReference		String	Payer of the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios.
6	commissionReference		String	Identifier of trade or deal associated with the commission. Refer to EMAPI Clearing document, Commission Management section for guidance on the population of this field based on the various trade and deal management scenarios.
7	amount	required	Long	Amount to debit the destination TM. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.
8	updateId	required	String	Unique id that should be set for the commission request. If the system has already processed an update with this id, a success message is returned without any position change.
10	initiatingExternalAccountId		String	External ID of the initiator's sub account that is affected by the commission.
11	secondaryFirmReference		String	Additional reference to the destination member. The recipient of the commission. Can be used to reference trading desk.
12	commissionVatType	required	int	VAT type for commission. Allowed values: see constant group CommissionVatType

This request will normally return a response of type ResponseMessage .

Message: AggregateTradesReq

Message ID: 10049

Type: Trade Management Messages

Description: A number of trades can be accumulated into a single trade with a volume weighted average price. The trades need to be on the same account, the same contract and the same side (only buy or only sell) from current day.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	moveId		Long	Must be unique for the referenced trade. Used to prevent duplicate move requests.
3	tradeIds	required	long []	Trade ids.
5	reference		String	An optional free text field.
6	destinationReference		String	The destination for this operation.
8	accountId	required	long	The account id for the trades.
9	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
10	tradingUserId	required	String	The trading user id.

This request will normally return a response of type AggregateTradesRsp .

Message: AggregateTradesRsp

Message ID: 10050

Type: Trade Management Messages

Description: Response to the AggregateTrades request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	tradeId	Long	The IDs of the trade that were created as part of this move trade operation.
7	transactionId	long	The ID of the transaction that updated the positions affected by this move trade operation.

Message: AllocateTradeReq

Message ID: 10104

Type: Trade Management Messages

Description: The purpose of trade allocation is to allocate or split a trade from one account to an another account. Allocation is performed by making an opposite trade on the original account and an equal trade on the receiving account.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	tradeId	required	long	Trade id.
3	fromAccountId	required	long	The account to allocate the Trade from
6	destinations	required	TradeDestination []	One or more destinations for this move operation.
7	moveId		Long	Must be unique for the referenced trade. Used to prevent duplicate move trade requests.
8	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
9	tradingUserId	required	String	The trading user id.

This request will normally return a response of type AllocateTradeRsp .

Message: AllocateTradeRsp

Message ID: 10105

Type: Trade Management Messages

Description: Response to the AllocateTradeReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	tradeIds	Long []	The IDs of the trades that were created as part of this move trade operation.
7	transactionId	long	The ID of the transaction that updated the positions affected by this move trade operation.

Message: ApproveGiveUpReq

Message ID: 10130

Type: Trade Management Messages

Description: Request to approve give-up request. The give-up request has been published to the member using GiveUpEvent.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	fourEyesId	required	long	The ID of the Assign or Tripartite.
3	initiator	required	String	The initiator member Id.
4	acknowledger	required	String	The destination member Id.
5	client		String	The destination client Id.
8	destinations	required	TradeDestination []	One or more destinations for this move operation.
11	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
12	tradingUserId	required	String	The trading user id.

This request will normally return a response of type ResponseMessage .

Message: AssignTradeReq

Message ID: 10114

Type: Trade Management Messages

Description: Request to assign trade to another member.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	tradeId	required	long	Trade id.
3	fromAccountId	required	long	The current account for the Trade.
6	reference		String	An optional free text field.
8	quantity	required	Long	The trade quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
9	acknowledger	required	String	The destination member Id.
10	moveId		Long	Must be unique for the referenced trade. Used to prevent duplicate move requests.
14	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
15	tradingUserId	required	String	The trading user id.
16	commissionAmount		Long	A sight of the commission amount before the actual commission is submitted. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

This request will normally return a response of type ResponseMessage .

Message: CancelCommissionReq

Message ID: 10516

Type: Trade Management Messages

Description: Request for TM to cancel a commission that has been sent earlier the same day.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	commissionId	required	String	Id of the Commission.
3	cancellationReference		String	Optional reference that can be supplied at cancellation or rejection requests.

This request will normally return a response of type ResponseMessage .

Message: CancelGiveUpReq

Message ID: 10128

Type: Trade Management Messages

Description: Request to cancel giveup request by the initator. The recipient of the GiveUpEvent will then be notified with a new GiveUpEvent where the state is set to CANCELLED.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	fourEyesId	required	long	The ID of the Assign or Tripartite.
3	initiator	required	String	The initiator member Id.
4	acknowledger	required	String	The destination member Id.
5	reason		String	An optional free text field.
7	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.

This request will normally return a response of type ResponseMessage .

Message: CorrectAllocationErrorReq

Message ID: 10108

Type: Trade Management Messages

Description: To correct when a trade has erroneously been allocated to wrong client, i.e. to move the trade from one client to another.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	tradeId	required	long	Trade id.
3	fromAccountId	required	long	The current account for the Trade.
5	reference		String	An optional free text field.
6	toAccountId	required	long	The new account for the Trade.
7	moveId		Long	Must be unique for the referenced trade. Used to prevent duplicate move trade requests.
8	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
9	tradingUserId	required	String	The trading user id.

This request will normally return a response of type CorrectAllocationErrorRsp .

Message: CorrectAllocationErrorRsp

Message ID: 10109

Type: Trade Management Messages

Description: Response to the AllocateTradeReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	tradeIds	Long []	The IDs of the trades that were created as part of this move trade operation.
7	transactionId	long	The ID of the transaction that updated the positions affected by this move trade operation.

Message: CorrectPrincipalReq

Message ID: 10110

Type: Trade Management Messages

Description: To move a trade from a client account to a member main or sub account.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	tradeId	required	long	Trade id.
3	fromAccountId	required	long	The current account for the Trade.
5	reference		String	An optional free text field.
6	toAccountId	required	long	The new account for the Trade.
7	moveId		Long	Must be unique for the referenced trade. Used to prevent duplicate move trade requests.
8	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
9	tradingUserId	required	String	The trading user id.

This request will normally return a response of type CorrectPrincipalRsp .

Message: CorrectPrincipalRsp

Message ID: 10111

Type: Trade Management Messages

Description: Response to the CorrectPrincipalReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	tradeIds	Long []	The IDs of the trades that were created as part of this move trade operation.
7	transactionId	long	The ID of the transaction that updated the positions affected by this move trade operation.

Message: ExerciseOptionPositionReq

Message ID: 10186

Type: Trade Management Messages

Description: Exercise an option position. For American style options, this is allowed at any time during the contract’s lifetime. For European style options, this can only be done on the expiry day.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	accountId	required	long	The account of the position.
3	quantity	required	Long	The exercise quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
5	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
6	updateId	required	String	Unique id that should be set for the request. If the system has already processed an update with this id, a success message is returned without any position change.

This request will normally return a response of type ExerciseOptionPositionRsp .

Message: ExerciseOptionPositionRsp

Message ID: 10187

Type: Trade Management Messages

Description: Response to the ExerciseOptionPositionReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	tradeIds	Long []	The IDs of the trades that were created as part of this exercise of an option position.
7	transactionId	long	The ID of the transaction that updated the positions affected by this exercise of an option position.

Message: ModifyPositionSubAccountReq

Message ID: 10112

Type: Trade Management Messages

Description: Request to move a position from a house main/house sub/house suspense/client suspense account to a house main or house sub account, or move a position from branch main/branch sub/branch clients suspense account to a branch main or branch sub account.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	fromAccountId	required	long	The current account for the position.
3	quantity	required	Long	The quantity to move. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
5	reference		String	An optional free text field.
6	toAccountId	required	long	The new account for the position.
7	moveId		Long	Must be unique for the referenced trade. Used to prevent duplicate move requests.
9	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
10	tradingUserId	required	String	The trading user id.
11	price		BigInteger	Optional price to be used for the created trades. If no price, EoD settlement price from the previous business day for the instrument is used. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

This request will normally return a response of type ModifyPositionSubAccountRsp .

Message: ModifyPositionSubAccountRsp

Message ID: 10113

Type: Trade Management Messages

Description: Response to the ModifyPositionSubAccountReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	tradeIds	Long []	The IDs of the trades that were created as part of this move trade operation.
7	transactionId	long	The ID of the transaction that updated the positions affected by this move trade operation.

Message: ModifyTradeSubAccountReq

Message ID: 10148

Type: Trade Management Messages

Description: To move a trade from house account to other house accounts.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	tradeId	required	long	Trade id.
3	moveId		Long	Must be unique for the referenced trade. Used to prevent duplicate move trade requests.
4	fromAccountId	required	long	The account to allocate the Trade from
7	destinations	required	TradeDestination []	One or more destinations for this move operation.
8	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
9	tradingUserId	required	String	The trading user id.

This request will normally return a response of type ModifyTradeSubAccountRsp .

Message: ModifyTradeSubAccountRsp

Message ID: 10149

Type: Trade Management Messages

Description: Response to the ModifyTradeSubAccountReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	tradeIds	Long []	The IDs of the trades that were created as part of this move trade operation.
7	transactionId	long	The ID of the transaction that updated the positions affected by this move trade operation.

Message: QueryTradesReq

Message ID: 10258

Type: Trade Management Messages

Description: Query trades from previous days. If the flag hasMore is set in the response, there are too many trades matching the search criteria. The client needs to specify narrower criteria and submit the query again.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	tradeBusinessDateFrom	required	String	Query trades from date. Can be current or previous business day. The format is yyyy-MM-dd.
3	tradeBusinessDateTo		String	Query trades to date. The format is yyyy-MM-dd.
4	tradeTimeFrom		String	Query trades from time. The format is yyyy-MM-ddTHH:mm:ss.SSS.
5	tradeTimeTo		String	Query trades to time. The format is yyyy-MM-ddTHH:mm:ss.SSS.
6	clearingMemberId		String	Query trades with Clearing Member. If requested by a CM user then mandatory, needs to be set to the same CM as the logged in user.
7	tradingMember		String	Query trades with Trading Member. If requested by TM user then mandatory, needs to be set to the same TM as the TM of the logged in user.
8	tradingMemberBranch		String	Query trades with branch. If requested by Branch user then mandatory, needs to be set to the same Branch as the Branch of the logged in user.
9	clientId		String	Query trades with client.
10	internalAccountId		Long	Query trades with account. If Client specified: need to be an account of the client. If Branch but not Client specified: needs to be a house account of the Branch. If TM but not Branch or Client specified: needs to be a house account of the TM.
11	tradingUser		String	Query trades with Trading User.
12	internalTradableInstrumentId		Long	Query trades with Tradable Instrument.
13	alphaCode		String	Query trades with Alpha Code.
14	previousTradeIds		String	Query trades with Previous Trade Ids.
15	nextTradeIds		String	Query trades with Next Trade Ids.
16	tradingSystemMatchId		String	Query trades with Trade Id.
17	tradingSystemTradeLinkId		String	Query trades with Trade Link Id.
18	dealId		Long	Query trades with internal Deal Id.
19	tradeId		Long	Query trades with internal Trade Id.
20	externalInstrumentId		String	Query trades with Tradable Instrument. This is the JSE Master ID.

This request will normally return a response of type QueryTradesRsp .

Message: QueryTradesRsp

Message ID: 10259

Type: Trade Management Messages

Description: Query trades response.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	trades	TradeRes []	Trades
7	hasMore	boolean	A flag indicating whether or not the response was truncated by the server

Message: RejectCommissionReq

Message ID: 10517

Type: Trade Management Messages

Description: Request for the Destination TM to reject a received commission.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	commissionId	required	String	Id of the Commission.
3	cancellationReference		String	Optional reference that can be supplied at cancellation or rejection requests.

This request will normally return a response of type ResponseMessage .

Message: RejectGiveUpReq

Message ID: 10132

Type: Trade Management Messages

Description: Reject assigned or tripartite trade as receiver. The initiator will be notified by a GiveUpEvent on the GiveUp Event Flow.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	fourEyesId	required	long	The ID of the Assign or Tripartite.
3	initiator	required	String	The initiator member Id.
4	acknowledger	required	String	The destination member Id.
5	reason		String	An optional free text field.
7	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.

This request will normally return a response of type ResponseMessage .

Message: TripartiteAllocationReq

Message ID: 10134

Type: Trade Management Messages

Description: Tripartite allocation to another member. Tripartite agreement must exist. Tripartite requests that are not handled during the day are removed by the system.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	tradeId	required	long	Trade id.
3	fromAccountId	required	long	The current account for the Trade.
5	quantity	required	Long	The trade quantity. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
6	reference		String	An optional free text field.
7	acknowledger	required	String	The destination member Id.
8	client	required	String	The destination client Id.
11	moveId		Long	Must be unique for the referenced trade. Used to prevent duplicate move requests.
14	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
15	tradingUserId	required	String	The trading user id.
16	commissionAmount		Long	A sight of the commission amount before the actual commission is submitted. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

This request will normally return a response of type TripartiteAllocationRsp .

Message: TripartiteAllocationRsp

Message ID: 10135

Type: Trade Management Messages

Description: Response to the TripartiteAllocationReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.

Message: UpdateTradeReferenceReq

Message ID: 10544

Type: Trade Management Messages

Description: Request to update the reference on trade.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	tradeId	required	long	Trade id.
3	externalInstrumentId	required	String	The external instrument id. This is the JSE Master ID.
4	accountId	required	long	The account of the trade to update.
5	reference		String	The new reference for the trade.

This request will normally return a response of type UpdateTradeReferenceRsp .

Message: UpdateTradeReferenceRsp

Message ID: 10545

Type: Trade Management Messages

Description: Response to the UpdateTradeReferenceReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.

Trade Management Messages (Internal)

Message: TradeDestination

Message ID: 10018

Type: Trade Management Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: This object describes on which account a trade should be booked and at what quantity.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	accountId	required	long	The account to book a Trade to.
2	quantity	required	BigInteger	The quantity to book in the account. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
3	reference		String	An optional free text field.

Message: TradeRes

Message ID: 10260

Type: Trade Management Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: Trade resulted from query in history.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	tradeId		long	Internal identifier for a trade created by the clearing system. Updates of a trade (if supported) should keep the same TradeId. Unique over time.
2	origTradeId		Long	Used to preserve the original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer. For example when moving a trade this refers to the previous trade id. It works for moved/allocated trades as long as the new trade only consist of quantity from one trade. It does not work for aggregations since those trades comes from multiple trades. In case a trade is moved in multiple steps origTradeID points to the previous trade and not the initial trade.
3	initialTradeId		Long	If there has been multiple moves this points to the initial trade.
8	businessDate		String	Business date of the transaction according. The format is yyyy-MM-dd.
9	tradeDate		String	The trade date of the trade. The format is yyyy-MM-dd.
10	dealId		Long	Internal identifier for linking the trade to a deal.
11	clientDealId		String	Reference to the deal id specified by the client.
12	clOrdId		String	A optional reference set by the trading member to backtrack the trade to an order at the trading venue
14	originalQuantity		BigInteger	The original quantity on the trade, differs from LastQty if quantity has been moved from/to the trade after entering it This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
15	activeQuantity		BigInteger	The current active quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
16	reservedQuantity		BigInteger	The current reserved quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
17	remainingQuantity		BigInteger	The current remaining quantity of the trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
18	price		BigInteger	Price of the trade. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
19	originalPrice		BigInteger	Price of the original trade. Needed for audit since price might be modified in trade management. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
20	currency		String	The currency of LastPx, either add it to the trade or take it from the instrument.
21	previousTradeIds		String	Comma separated list of trade ids.
22	nextTradeIds		String	Comma separated list of trade ids.
23	text		String	Optional free text field from the reference of the original trade.
24	initialValue		BigInteger	Initial value of the trade (priceqtycontract size) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
25	tradeTimestamp		String	Trade time according to the clearing system. The format is yyyy-MM-ddTHH:mm:ss.SSS.
28	lastMkt		String	Market of the trade. Internally set in case of trade management operations.
29	positionReason		Integer	Contains all different types of event reasons also for all trade management reasons. Can be used for billing and surveillance purpose. Allowed values: see constant group PositionReason
30	isBuy		boolean	Side of trade (buy/sell)
31	trader		String	ID of the trader of this trade. For new trades caused by deal management it should be the id of the user doing the operation. In case of updating updating the trade (moving qty for example) the trader should remain as the original trader, i.e. this attribute should never be updated once created. The user from the position will state who caused the event, i.e. the user triggering the action.
33	underlyingSymbol		String	Human readable representation of the underlying instrument
34	contractSize		BigInteger	Size of contract This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
35	instrumentType		String	Type of instrument according to system
36	instrumentCurrency		String	Currency of the instrument.
37	marketList		String	Name of the market list
38	marketSegment		String	Name of the market segment
39	market		String	Name of the market
40	accountId		long	Unique identifier of the account for trade.
42	accountType		String	The type of account for the trade. References name to constant PositionAccountType.
43	accountSubType		String	The sub type of account for the trade. References name to constant PositionAccountSubType.
44	clearingMember		String	The clearing member for this trade
45	tradingMember		String	The member who owns this trade
46	tmBranch		String	Trading member branch if applicable
47	client		String	Client ID if applicable
48	callPut		String	If this is an option, it represents its type (call or put)
49	strike		BigInteger	The strike price of the instrument if it is an option. Null otherwise This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
50	expirationDate		String	The expiry date of the instrument
51	alphaCode		String	Common identifier code for derivative instruments
52	tsTradingMatchId		String	Trading Id from the Trading System
53	tsTradingLinkId		String	Trading Link Id from the Trading System
54	clientType		String	For clients only - type of client. Information to surveillance. Allowed values: see constant group ClientType
55	idNumber		String	For clients only - ID number.
56	passportNumber		String	For clients only - Passport number.
57	companyRegistrationNumber		String	For clients only - Company registration number.
58	isProfessional		Boolean	For clients only - Information to surveillance.
59	isShariah		Boolean	For clients only - Information to surveillance.
60	externalInstrumentId		String	The external instrument id. This is the JSE Master ID.
61	timeOfEntry		String	Trade time according to the Trading system. The format is yyyy-MM-ddTHH:mm:ss.SSS.
62	clientName		String	Client Name if applicable
63	tsTradingHalfId		String	Trading Half Id from the Trading System
64	isStaff		Boolean	For clients only - Information to surveillance.
65	isBeneficial		Boolean	For clients only - Information to surveillance.
66	isDiscretionary		Boolean	For clients only - Information to surveillance.
67	aggressor		Boolean	Aggressor from Trading System.
68	capacity		Integer	Capacity from Trading System. Allowed values: see constant group Capacity
69	onBookQuantity		Long	The On Book Quantity. One unit of the currency is expressed by DIVISOR.QTY. This field represents a decimal value. The value of the field is the decimal value multiplied by the constant DIVISOR.QTY. Example: The value "12.50" is represented as 12500000 in this field. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
70	offBookQuantity		Long	The Off Book Quantity. One unit of the currency is expressed by DIVISOR.QTY. This field represents a decimal value. The value of the field is the decimal value multiplied by the constant DIVISOR.QTY. Example: The value "12.50" is represented as 12500000 in this field. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
71	tradeType		String	Trade Type from Trading System. Allowed values: see constant group RtcTradeType
72	zeroFeeFlag		boolean	Flag to indicate that the trade is marked for zero fee.
73	interestRateSpread		Long	Rate added to base rate on a CFD to get the Funding rate. Numeric, positive or negative. The value "2.0%" is represented as 2000000 in this field. Mandatory if the type of the instrument is CFD. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
74	isin		String	ISIN code
75	shortName		String	The user friendly name the tradable instrument. Is not unique.
76	instrumentSubType		String	JSE Instrument Type.
77	inwardListed		boolean	Inward Listed according to the South African Reserve Bank.
78	baseRate		String	The base rate name for a CFD.
79	tradingUser		String	ID of the trader of this trade. Carried from the trading system. Also known as dealer.For new trades caused by deal management it should be the id of the user doing the operation. In case of updating updating the trade (moving qty for example) the trader should remain as the original trader, i.e. this attribute should never be updated once created. The user from the position will state who caused the event, i.e. the user triggering the action.
80	externalPositionAccount		String	External ID of the position account. CM/TM link table is used to find the right risk tree.
81	participantUnitId		String	The owner of the account in the member structure. This is the ID of the lowest applicable level in the TM/Branch/Client member structure. Contains the Client ID for client accounts.
82	vatRegistrationNumber		String	The VAT Registration number. If the same legal Client is using several TMs, each TM will manage their own instance of the Client. The different instances of the Client in the system will then share the same VAT Registration Number.
83	isNonResident		boolean	Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident.
84	address		String	Address of the client.
85	country		String	Registered Country for client.
86	bdaCode		Integer	Broker Dealer Accounting system (BDA) account number.
89	assetClass		String	Asset Class Allowed values: see constant group AssetClass
90	assetSubClass		String	Asset Sub Class Allowed values: see constant group AssetSubClass
91	reference		String	Reference field that can be used by user during trade management activities
92	agreedTime		String	Time agreed between TM1 and TM2. Only applicable for reported trades. The format is yyyyMMdd-HH:mm:ss.fff.
93	reportedTime		String	The time the reported trade was received on the trading system (system generated). yyyyMMdd-HH:mm:ss.fff.
94	fromTradeId		Long	Trade ID of original trade in case this tarde is created from a trade management activity.
95	fromTradeTime		String	The time new trades are created or the time a trade management activity is accepted.
96	fromRemainingQuantity		BigInteger	The quantity moved to this trade This field is a fixed point number with a scaling factor equal to 1/DIVISOR.QTY.
97	fromTM		String	The TM of the From trade. Will be different from the TM for assigns and tripartite.
98	fromBranch		String	The Branch of the From trade.
99	fromCM		String	The CM of the From trade.
100	fromAccount		Long	The account ID of the From trade
101	fromAccountType		String	Account Type of the From trade. References name to constant PositionAccountType.
102	fromAccountSubType		String	Account Sub Type of the From trade. References name to constant PositionAccountSubType.
103	fromAccountOwner		String	The owner of the account in the member structure. This is the ID of the lowest applicable level in the TM/Branch/Client member structure. Contains the Client ID for client accounts.
104	fromClientName		String	The name of the to client for the From trade
105	fromClientType		String	Type of client. Used mainly for surveillance when creating reports. Allowed values: see constant group ClientType
107	fromIsStaff		boolean	True for Staff clients, for the From Trade.
108	fromIsBeneficial		boolean	True for Beneficial Account clients, for the From Trade.
109	fromIsProfessional		boolean	True for professional clients, for the From Trade.
110	fromIsShariah		boolean	True for Shariah clients, for the From Trade.
111	fromIsNonResident		boolean	Indication of the Client is resident of South Africa or not. If Country Code is ZA, the Client must be Resident. If Country Code is not ZA, the Client must be Non Resident, for the From Trade.
112	fromBdaCode		Integer	Broker Dealer Accounting system (BDA) account number, for the From trade
113	fromIsDiscretionary		boolean	True for Discretionary clients, for the From Trade.
114	clearingMemberName		String	The long name of the CM.
115	tradingMemberName		String	The long name of the TM.
116	branchName		String	The long name of the Branch.
117	clientPhone		String	The phone number of the Client
118	fromExternalPositionAccount		String	External ID of the position account of the From trade.
119	fromTradingUser		String	Trading user of the From trade
120	fromPositionReason		Integer	Position reason of the From trade Allowed values: see constant group PositionReason
121	nominatedMemberId		String	Member handling physical delivery
122	clientNominatedMemberId		String	Member handling physical delivery for the client.
123	optionDelta		BigInteger	Option delta from the trading system. Valid for Options. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
124	firmTradeId		String	Free text field carried from the trading system for off book trades.
125	tradeReportId		String	Free text field carried from the trading system for on and off book trades.
127	eventLinkId		String	Unique key for all trades generated from a single event. Will only be populated for strategy trades.
128	tradeSubType	required	String	Trade sub type used for trades.
129	multilegReportType		Integer	Multileg Report Type from Trading System. Allowed values: see constant group MultilegReportType

External Members

Message: GetRiskArrayReq

Message ID: 10270

Type: External Members

Description: Query JSPAN risk arrays available in the system.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
3	allInstruments		boolean	If true, the values in externalInstrumentIds will be ignored. Risk arrays will be returned for all instruments with risk arrays, but startInstrumentOffset and maxNumberOfInstrumentsReturned are used for paging the response.
4	externalInstrumentIds		String []	List of instruments for which risk array will be retrieved. JSE Master IDs.
5	startInstrumentOffset	required	Integer	Offset of first instrument to include. Starts on zero. This field is used to page the response to avoid overflow.
6	maxNumberOfInstrumentsReturned	required	Integer	Maximum number of rows in response. Must be 500 or smaller. This field is used to page the response to avoid overflow.

This request will normally return a response of type GetRiskArrayRsp .

Message: GetRiskArrayRsp

Message ID: 10271

Type: External Members

Description: Response to a GetRiskArrayReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	contracts	Contract []	Risk arrays for all contracts.

External Members (Internal)

Message: Contract

Message ID: 10272

Type: External Members

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: Risk array information for one contract. Sub-object in GetRiskArrayRsp.

Field no.	Field name (tag)	Type (max length)	Comment
2	businessDate	String	Business date. Format is YYYY-MM-DD.
3	expiryDate	String	Expiry date of the contract. Format is YYYY-MM-DD.
4	mtmPrice	Long	Mark-to-Market price. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
5	strikePrice	Long	Strike price of option contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
6	volatility	Long	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.
7	riskArray	Long []	Risk array of the contract. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
8	externalInstrumentId	String	The external instrument id. This is the JSE Master ID.
9	timeStamp	String	Risk array generation time. The format is "yyyy-MM-ddTHH:mm:ss.SSS".
10	condType	String	Price condition type. Allowed values: see constant group CondType

Settlement Messages

Message: ConfirmWithdrawalsReq

Message ID: 10487

Type: Settlement Messages

Description: Used for a Clearing Member to confirm or reject payment advices.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	confirmed	required	Boolean	True if the Payment Advice was confirmeded by the CM, false if it was rejected by the CM.
3	withdrawals	required	PaymentAdvice []	List of withdrawals that are confirmed or rejected by CM.

This request will normally return a response of type ResponseMessage .

Message: GetPaymentAdvicesReq

Message ID: 10491

Type: Settlement Messages

Description: Get payment advices for a particular clearing member.

Field no.	Field name (tag)	Type (max length)	Comment
2	bookmark	String	The bookmark marks a specific item in a list of data. The bookmark received in the response should be used in next request to get next page of information.
3	clearingMember	String	The clearing member ID.
4	settlementDate	String	The settlement date. The format is yyyy-MM-dd.
5	pageSize	Integer	The preferred page size, this means max number of items in the response. If not set, the default pagesize is used.

This request will normally return a response of type GetPaymentAdvicesRsp .

Message: GetPaymentAdvicesRsp

Message ID: 10492

Type: Settlement Messages

Description: Response to the GetPaymentAdvicesReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	bookmark	String	The bookmark marks a specific item in a list of data on the server. The bookmark received in the response should be used in next request to get next page of information.
7	paymentAdvices	PaymentAdvice []	The payment advices.

Message: GetSettlementInstructionsReq

Message ID: 10301

Type: Settlement Messages

Description: Request to get settlement instructions.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	clearingMember		String	The requested clearing member ID.
3	settlementDate	required	String	The requested settlement date. The format is yyyy-MM-dd.
4	settlementRunId		Long	Settlement run id.
5	settlementInstructionState		String	Instruction state. Allowed values: see constant group SettlementInstructionState
6	bookmark		String	The bookmark marks a specific item in a list of data. The bookmark received in the response should be used in next request to get next page of information.

This request will normally return a response of type GetSettlementInstructionsRsp .

Message: GetSettlementInstructionsRsp

Message ID: 10302

Type: Settlement Messages

Description: Response to GetSettlementInstructionsReq.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	instructions	SettlementInstruction []	Settlement instructions.
7	bookmark	String	The bookmark marks a specific item in a list of data on the server. The bookmark received in the response should be used in next request to get next page of information.

Message: PaymentAdvice

Message ID: 10488

Type: Settlement Messages

Description: An indication that the Clearing Member will deposit additional cash collateral.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	strateReferenceNo	required	String	The payment reference generated by the CSD.
2	strateCode	required	String	Strate code for the Client or Trading Member.
3	riskNodeId	required	long	Risk node ID, RTC internal ID.
4	amount	required	Long	The amount in ZAR that must be called for in cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
5	currency	required	String	The currency code for the amount field, according to ISO 4217. Normally ZAR.
6	settlementAmount		Long	The amount in 'settlementCurrency' that must be called for in cash collateral. If the settlementCurrency is not ZAR, this amount has been calculated by RTC using the most recent exchange rate. This field is set by RTC. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
7	settlementCurrency		String	The currency used to settle this withdrawal. Is the preferred currency for the member/client or ZAR if preferred currency is not set. This field is set by RTC.
8	clearingMember		String	Clearing Member ID. Set on outbound messages.
9	paymentAdviceState		int	The payment advice state Allowed values: see constant group PaymentAdviceState
10	senderRef		String	Unique Id generated by the clearing system.
11	participantUnitId		String	The owner (member or client) of the risk node. Set on outgoing messages from RTC.

Settlement Messages (Internal)

Message: SettlementInstruction

Message ID: 10303

Type: Settlement Messages

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: Settlement instructions suitable to pass on to the settlement systems. The settlement instructions in RTC will be in state PENDING until settlement has been confirmed.

Field no.	Field name (tag)	Type (max length)	Comment
1	instructionId	long	System generated unique ID.
2	settlementDate	String	Settlement date. The format is yyyy-MM-dd.
3	referenceNo	String	Message reference no. The reference is built out of 3 components 1. 76 (CM receives payment from JSE) or 77 (CM payments, JSE receives) 2. CM template (from member) 3. Settlement date E.g. 760210515, Merril Lynch receives payment on May 21, 2015
4	sendCode	String	JSE BIC.
5	minusAccount	String	The receiving member account where the position effect should be booked due to this instruction.
6	senderBIC	String	BIC code of the settlement bank of the paying member. Note that this can be the BIC of the settlement bank of JSE.
7	senderBranch	String	Branch no of the sender (used for SWIFT).
8	senderAccountId	String	Account number that the receiving member has in the settlement bank. Note that this can be the account of the clearing house.
9	externalFromAccount	String	The external account from which the amount should be moved.
10	plusAccount	String	The sending member account where the position effect should be booked due to this instruction.
11	receiverBIC	String	BIC code of the settlement bank of the receiving member. Note that this can be the BIC of the settlement bank of JSE.
12	receiverBranch	String	Branch no of the receiver (used for swift).
13	receiverAccountId	String	Account number that the receiving member has in the settlement bank. Note that this can be the account of the clearing house.
14	externalToAccount	String	The external account to which the amount should be moved.
15	amount	long	The amount to move. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
16	unconfirmedSettledAmount	long	The sum of reported settled amounts that are waiting for confirmation on a position update. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
17	settledAmount	long	The sum of reported settled amounts that have been matched to this instruction. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
18	currencyId	String	Currency in which the amount is settled. The currency code according to ISO 4217.
19	settlementInstructionState	String	Instruction state. Allowed values: see constant group SettlementInstructionState
20	settlementRunId	long	Refers to the parent settlement run.

External Members

Message: GetRequestsForFXCollateralReq

Message ID: 10384

Type: External Members

Description: Request for the clearing member to get the information about the amounts per client/house that can be covered qith FX collateral. Next step is for the clearing member to send in a confirmation with the different amounts in FX with RegisterFXCollateralReq.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	valueDate	required	String	The requested value date.
3	clearingMemberId		String	Request FX Collateral for a CM.
4	bookmark		String	The bookmark from a paged response.

This request will normally return a response of type GetRequestsForFXCollateralRsp .

Message: GetRequestsForFXCollateralRsp

Message ID: 10385

Type: External Members

Description: Response to GetRequestsForFXCollateralReq request. Includes values in ZAR that could be covered with FX, per client/house.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	fxRequests	RequestForFXCollateral []	The requests for FX Collateral
7	bookmark	String	Bookmark to use in query for next batch.

Message: QueryDividendPaymentFactorsReq

Message ID: 10527

Type: External Members

Description: Query the factors used in the calculation of dividend payments.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	exDate	required	String	The ex-date to get dividend payment factors for.
3	alphaCode		String	Alpha code for the instrument where dividend is paid. If blank, all dividend factors for the ex-date will be returned.

This request will normally return a response of type QueryDividendPaymentFactorsRsp .

Message: QueryDividendPaymentFactorsRsp

Message ID: 10528

Type: External Members

Description: Response message for the QueryDividendPaymentFactorsReq

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.
6	dividendFactors	DividendFactor []	An array of the dividend factors matching the search criteria.

Message: RegisterFXCollateralReq

Message ID: 10386

Type: External Members

Description: For clearing member to register FX Collateral.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	valueDate	required	String	The requested value date. The format is yyyy-MM-dd.
3	clientId		String	The client ID.
4	tradingMemberId	required	String	The ID of the Trading Member.
5	clearingMemberId	required	String	The ID of the Clearing Member.
6	fxCollateral		FXCollateral []	The received currency collateral

This request will normally return a response of type RegisterFXCollateralRsp .

Message: RegisterFXCollateralRsp

Message ID: 10387

Type: External Members

Description: Response to RegisterFXCollateralReq request.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	code		int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message		String	A textual description of the status code above.
3	subCode		int []	Status code for each leg of the request. Only used for batched requests.
6	fxCollateralStatus		FXCollateralStatus []	The status of registered FX collateral
7	statusText	required	String	Description of the execution status.

Message: RequestForFXCollateral

Message ID: 10383

Type: External Members

Description: Amount in ZAR per entity that can be covered with FX collateral. Returned as an array in GetRequestsForFXCollateralRsp.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	valueDate	required	String	Value date , format YYYY-MM-DD.
2	clientId	required	String	The client ID / TM House.
3	tradingMemberId	required	String	The ID of the Trading Member.
4	clearingMemberId	required	String	The ID of the Clearing Member.
5	amount	required	long	Amount in ZAR that can be covered with FX. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
6	ccy	required	String	Valued Currency.

Message: SetCmBalancingStatusReq

Message ID: 10420

Type: External Members

Description: Request to set balance status for a CM.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	step	required	String	The balancing step to set the status for. Allowed values: see constant group CmBalancingStep
3	clearingMember	required	String	ID of the clearing member.
4	balanced		boolean	True if the CM is balanced, otherwise false.

This request will normally return a response of type SetCmBalancingStatusRsp .

Message: SetCmBalancingStatusRsp

Message ID: 10421

Type: External Members

Description: Response to a SetCmBalancingStatusReq request.

Field no.	Field name (tag)	Type (max length)	Comment
1	code	int	Status code. Code 3001 indicates that the request was processed successfully. For other codes, see the Status Code list in the EMAPI HTML description.
2	message	String	A textual description of the status code above.
3	subCode	int []	Status code for each leg of the request. Only used for batched requests.

External Members (Internal)

Message: DividendFactor

Message ID: 10529

Type: External Members

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: The dividend factors used for calculating settlement amounts for dividends.

Field no.	Field name (tag)	Type (max length)	Comment
1	exDate	String	The ex-date for the dividend.
2	ldtDate	String	The LDT date for the dividend.
3	settlementDate	String	The settlement date for the dividend payment.
4	externalInstrumentId	String	The external instrument id. This is the JSE Master ID.
5	alphaCode	String	Common identifier code for derivative instruments
6	presentValue	Long	The present value factor (DivPV) for this dividend. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
7	forwardValue	Long	The forward value factor (DivFV) for this dividend. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
8	dividendAmount	Long	The dividend amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
9	currency	String	Currency of the dividend amount.
10	timestamp	String	Time stamp when the dividend calculation was started.

Message: FXCollateral

Message ID: 10388

Type: External Members

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: FX Collateral input.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
2	allowedFXAmount	required	long	Amount of allowed FX in ZAR. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
3	availableFXAmount	required	long	Amount of available Collateral FX Currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
4	currency	required	String	Available Currency. The alphabetic currency code according to ISO 4217.
5	valuationPrice	required	long	Valuation price of FX Currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: FXCollateralStatus

Message ID: 10389

Type: External Members

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: Status of requested registration of FX collateral.

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	postedQtyFx	required	long	The resulting posted collateral quantity per FX. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
2	postedValueFx	required	long	The resulting posted collateral value in ZAR per FX, after haircut. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
3	currency	required	String	Available Currency. The alphabetic currency code according to ISO 4217.
4	statusText	required	String	Description of status of the transaction.

Message: FxInterestRate

Message ID: 10414

Type: External Members

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: Keeps information about interest rate for a currency

Field no.	Field name (tag)	Mand.	Type (max length)	Comment
1	currencyId		String	ID of the currency. ISO 4217 alphabetic code.
2	interestRate		Long	Interest rate for the currency. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: MemberBalance1

Message ID: 10412

Type: External Members

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: CM balance 1 information for the CM or one of its cleared TM members.

Field no.	Field name (tag)	Type (max length)	Comment
1	memberId	String	ID of clearing member or trading member.
2	initialMargin	long	Total Initial margin for TM house and clients accumulated to the Trading member. Always a positive value. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
3	additionalMargin	Long	Total additional margin for TM house and clients accumulated to the Trading member. Always a positive value. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
4	variationMargin	long	Total Variation margin for TM house and clients. Negative if the total net is a loss. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
5	dividends	Long	Sum of all Dividends for dividend neutral contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
6	fundingInterest	Long	Sum of Interest on CFD contracts. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Message: MemberBalance2

Message ID: 10415

Type: External Members

This message can only appear as a sub-object in other messages; it can never be used as a stand-alone message.

Description: CM balance 2 information for the CM or one of its cleared TM members.

Field no.	Field name (tag)	Type (max length)	Comment
1	memberId	String	ID of clearing member or trading member.
3	commissions	Long	Total commission for the specified member ID. A negative number means that the member will pay the amount for commissions. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
4	bookingFees	Long	Total net booking fee, including VAT, for the specified member ID. A negative number means that the member will pay the amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
5	riskFees	Long	Total net Fees in respect of initial margin covered with non-cash collateral, for the specified member ID. A negative number means that the member will pay the amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
6	clearingFees	Long	Total net clearing fee, including VAT, for the specified member ID. A negative number means that the member will pay the amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.
7	reserved	Long	Total net reserved, for the specified member ID. A negative number means that the member will pay the amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Messages by ID

ID	Message name
63	TaxLogonReq
64	TaxLogonRsp
65	TaxLogoutReq
69	TaxSnapshotSubscribeReq
70	TaxSnapshotSubscribeRsp
71	TaxRemoveSubscriptionReq
72	TaxStartSnapshot
73	TaxEndSnapshot
75	TaxHeartbeatReq
76	TaxHeartbeatRsp
77	TaxSessionStatus
95	Currency
96	SubscriptionGroup
101	Member
126	ChangePasswordReq
139	CalendarDate
226	CdRequest
227	CdResponse
230	ResponseMessage
231	SimpleRsp
232	TaxReplayReq
233	TaxReplayRsp
234	TaxReplayStartEvent
235	TaxReplayEndEvent
237	RequestMessage
295	Instrument
296	TradableInstrument
299	Market
300	MarketList
302	Segment
316	Country
10015	Trade
10018	TradeDestination
10031	CdAddRtcMemberClientReq
10032	AccountPositionEvent
10033	RiskNodeEvent
10034	CdAddRtcPositionAccountReq
10035	CdAddRtcPositionAccountRsp
10045	PositionAccount
10046	RiskNode
10049	AggregateTradesReq
10050	AggregateTradesRsp
10051	AccessGroup
10072	CdEnableDisableRtcPositionAccountReq
10073	CdEnableDisableRtcPositionAccountRsp
10074	PriceEvent
10082	SettlementAccount
10085	RtcTradeExternalData
10093	CollateralAccount
10104	AllocateTradeReq
10105	AllocateTradeRsp
10108	CorrectAllocationErrorReq
10109	CorrectAllocationErrorRsp
10110	CorrectPrincipalReq
10111	CorrectPrincipalRsp
10112	ModifyPositionSubAccountReq
10113	ModifyPositionSubAccountRsp
10114	AssignTradeReq
10123	ClearingMemberLink
10124	GiveUpEvent
10127	CdAddRtcMemberClientClearingLinkReq
10128	CancelGiveUpReq
10130	ApproveGiveUpReq
10132	RejectGiveUpReq
10134	TripartiteAllocationReq
10135	TripartiteAllocationRsp
10141	AccountTradeEvent
10145	RtcCalendar
10146	TripartiteAgreement
10147	CdUpdateRtcMemberClientReq
10148	ModifyTradeSubAccountReq
10149	ModifyTradeSubAccountRsp
10152	CdEnableDisableRtcMemberClientReq
10158	ClassSpreadGroup
10159	SeriesSpreadGroup
10177	Curve
10178	Surface
10185	CurveConstituent
10186	ExerciseOptionPositionReq
10187	ExerciseOptionPositionRsp
10188	AbandonOptionPositionReq
10189	AbandonOptionPositionRsp
10214	Deposit
10215	InterestRateSwap
10216	ForwardRateAgreement
10227	CurveEvent
10228	SurfaceEvent
10229	DividendEvent
10256	EligibleSecurity
10258	QueryTradesReq
10259	QueryTradesRsp
10260	TradeRes
10264	CashAccount
10267	CdAddCashAccountReq
10268	CdUpdateCashAccountReq
10270	GetRiskArrayReq
10271	GetRiskArrayRsp
10272	Contract
10273	CdSetMinimumZARLimitReq
10276	OptionDataEvent
10277	AtmVolatilityEvent
10289	NotionalValue
10290	CollateralPositionValue
10293	CdSetTradingMemberRiskLimitReq
10294	CdSetClientRiskLimitReq
10295	DailyAccountSummaryDetailsEvent
10301	GetSettlementInstructionsReq
10302	GetSettlementInstructionsRsp
10303	SettlementInstruction
10329	CorporateAction
10350	AggregatedSummaryClearingMemberEvent
10351	AggregatedSummaryTradingMemberEvent
10352	AggregatedSummaryDetails
10355	EligibleCurrency
10376	FxDailyAccountSummaryDetails
10377	ReadyConfirmAvailableFXEvent
10383	RequestForFXCollateral
10384	GetRequestsForFXCollateralReq
10385	GetRequestsForFXCollateralRsp
10386	RegisterFXCollateralReq
10387	RegisterFXCollateralRsp
10388	FXCollateral
10389	FXCollateralStatus
10411	CmBalancing1Event
10412	MemberBalance1
10413	CmBalancing2Event
10414	FxInterestRate
10415	MemberBalance2
10420	SetCmBalancingStatusReq
10421	SetCmBalancingStatusRsp
10430	GetSequenceNumbersReq
10431	GetSequenceNumbersRsp
10437	YieldEvent
10440	CurrentSystemState
10442	CdSetTradingMemberAMPercentageReq
10443	CdSetClientAMPercentageReq
10474	CdAddRtcMemberClientRsp
10486	WithdrawalNotificationEvent
10487	ConfirmWithdrawalsReq
10488	PaymentAdvice
10491	GetPaymentAdvicesReq
10492	GetPaymentAdvicesRsp
10514	CommissionEvent
10515	AddCommissionReq
10516	CancelCommissionReq
10517	RejectCommissionReq
10527	QueryDividendPaymentFactorsReq
10528	QueryDividendPaymentFactorsRsp
10529	DividendFactor
10543	AcceptCommissionReq
10544	UpdateTradeReferenceReq
10545	UpdateTradeReferenceRsp

Constants

AssetClass
AssetSubClass
AXIS_UNIT
BOOTSTRAPPING_METHOD
BroadcastFlows
BusinessDayConvention
CACHE_ACTION
Capacity
ClearingMemberLinkStatus
ClientType
CmBalancingStep
CommissionStatus
CommissionVatType
CompoundingConvention
CondType
ContractSizeType
CorporateActionStatus
CouponIndicator
DATE_TYPE
DAY_COUNT_CONVENTION
DIVISOR
ExerciseStyle
EXTRAPOLATION_METHOD
FeedSource
FourEyesState
InstrumentIdType
InstrumentSubType
InstrumentType
INTEREST_RATE_CONVENTION
INTERPOLATION_METHOD
LoginStatus
MemberType
MultilegReportType
OptionAllocationModelType
OptionStyle
ParticipantUnitType
PaymentAdviceState
PeriodType
PositionAccountSubType
PositionAccountType
PositionReason
PositionType
ReplayRequestType
RollsOnConvention
RtcState
RtcTradeType
SchedulerState
SessionStatus
SettlementInstructionState
SettlementType
SubscriptionRequestType
ValuationModelType
ValuationSubType
YieldType

Constant group: AssetClass
Description: Describes how the asset class available in the system.

Constant name	Type	Value	Comment
EQUITY	String	"EQUITY"	Equity.
FX	String	"FX"	FX.
FIXED_INCOME	String	"FIXED_INCOME"	Fixed Income.

Constant group: AssetSubClass
Description: Describes how the asset sub class available in the system.

Constant name	Type	Value	Comment
LE	String	"LOCAL_EQUITY"	Local equity.
FE	String	"FOREIGN_EQUITY"	Foreign equity.
FX	String	"FX"	FX.
NI	String	"NOMINAL_INTEREST_RATE"	Nominal interest rate.

Constant group: AXIS_UNIT
Description: Specifies the unit of an axis.

Constant name	Type	Value	Comment
ABSOLUTE_DATE	String	"ABSOLUTE_DATE"	Absolute date.
FRACTION_OF_YEAR	String	"FRACTION_OF_YEAR"	Fraction of year.
YIELD_PERCENTAGE	String	"YIELD_PERCENTAGE"	Yield (%).
STRIKE	String	"STRIKE"	Strike.
MONEYNESS	String	"MONEYNESS"	Moneyness.
VOLATILITY	String	"VOLATILITY"	Volatility.

Constant group: BOOTSTRAPPING_METHOD
Description: Method used for bootstrapping.

Constant name	Type	Value	Comment
SWAP	String	"Swap"	Swap.
BOND	String	"Bond"	Bond.
INFLATION_LINKED_BOND	String	"Inflation linked Bond"	Inflation linked Bond.

Constant group: BroadcastFlows
Description: Defines broadcast flows

Constant name	Type	Value	Comment
PUBLIC_GLOBAL_REFERENCE_DATA_FLOW	int	11	Global reference data flow.
ACCOUNT_EVENT_FLOW	int	301	Account event flow.
RISK_EVENT_FLOW	int	302	Risk event flow.
MARKETDATA_EVENT_FLOW	int	303	Market Data event flow.
GIVEUP_EVENT_FLOW	int	304	GiveUp event flow.
SETTLEMENT_EVENT_FLOW	int	305	Settlement event flow.

Constant group: BusinessDayConvention
Description: Business Day convention.

Constant name	Type	Value	Comment
NONE	String	"NONE"	None.
FOLL_GOOD	String	"FOLL_GOOD"	Following Good.
MOD_FOLL	String	"MOD_FOLL"	Modified Following.

Constant group: CACHE_ACTION
Description: Defined cache actions

Constant name	Type	Value	Comment
ADD	int	1	Add to cache EMAPI - interpret as Add
UPDATE	int	2	Update cache EMAPI - interpret as Update
BOOTLOAD	int	3	Add to cache with bootloader EMAPI - interpret as Add
REMOVE_CACHE_DB	int	4	Remove from cache and db, does not remove if there are references to object. Return status code ValidationHasReference if referenced. EMAPI - interpret as Remove
REMOVE_CACHE_DB_FORCED	int	5	Remove from cache and db, removes even if there are references to object. EMAPI - interpret as Remove
REMOVE_CACHE	int	6	Remove from cache (does not remove object from db), does not remove if there are references to object. Return status code ValidationHasReference if referenced. The isDeleted attribute is set to BOOLEAN.TRUE EMAPI - interpret as Remove
REMOVE_CACHE_FORCED	int	7	Remove from cache (does not remove object from db), removes even if there are references to object. The isDeleted attribute is set to BOOLEAN.TRUE EMAPI - interpret as Remove

Constant group: Capacity
Description: Capacity on trade (from Trading System).

Constant name	Type	Value	Comment
Principal	Integer	1	Principal.
Agent	Integer	2	Agent.

Constant group: ClientType
Description: Type of client, information to surveillance.

Constant name	Type	Value	Comment
INDIVIDUAL	String	"INDIVIDUAL"	Individual.
COMPANY	String	"COMPANY"	Company.
HEDGE_FUND	String	"HEDGE_FUND"	Hedge fund.
STATE_ENTERPRISE	String	"STATE_ENTERPRISE"	State enterprise.
TRUST	String	"TRUST"	Trust.
CLOSED_CORPORATION	String	"CLOSED_CORPORATION"	Closed corporation.
ASSET_MANAGER	String	"ASSET_MANAGER"	Asset manager.
INVESTMENT_MANAGER	String	"INVESTMENT_MANAGER"	Investment manager.

Constant group: CmBalancingStep
Description: Enumeration specifying CM balancing steps.

Constant name	Type	Value	Comment
CM_BALANCING_1	String	"CM_BALANCING_1"	Step 1, involves IM, AM, VM, dividends, funding etc.
CM_BALANCING_2	String	"CM_BALANCING_2"	Step 2, involves fees.

Constant group: CompoundingConvention
Description: Compounding Period Used.

Constant name	Type	Value	Comment
NACC	String	"NACC"	NACC
NACQ	String	"NACQ"	NACQ
NACA	String	"NACA"	NACA
NACS	String	"NACS"	NACS
SIMPLE	String	"SIMPLE"	Simple

Constant group: CondType
Description: Price condition types. The value is a price tag that marks the market data values.

Constant name	Type	Value	Comment
ANY	String	"ANY"	Used to get the latest entry regardless of condition.
INDICATIVE	String	"INDICATIVE"	Indicative.
END_OF_DAY_SETTLEMENT	String	"END_OF_DAY_SETTLEMENT"	EoD Margin Call.
INTRA_DAY_1_SETTLEMENT	String	"INTRA_DAY_1_SETTLEMENT"	Intra day margin call.
INTRA_DAY_2_SETTLEMENT	String	"INTRA_DAY_2_SETTLEMENT"	Intra day margin call.
INTRA_DAY_3_SETTLEMENT	String	"INTRA_DAY_3_SETTLEMENT"	Intra day margin call.
INTRA_DAY_4_SETTLEMENT	String	"INTRA_DAY_4_SETTLEMENT"	Intra day margin call.
INTRA_DAY_5_SETTLEMENT	String	"INTRA_DAY_5_SETTLEMENT"	Intra day margin call.
INTRA_DAY_6_SETTLEMENT	String	"INTRA_DAY_6_SETTLEMENT"	Intra day margin call.
INTRA_DAY_7_SETTLEMENT	String	"INTRA_DAY_7_SETTLEMENT"	Intra day margin call.
INTRA_DAY_8_SETTLEMENT	String	"INTRA_DAY_8_SETTLEMENT"	Intra day margin call.
INTRA_DAY_9_SETTLEMENT	String	"INTRA_DAY_9_SETTLEMENT"	Intra day margin call.
INTRA_DAY_10_SETTLEMENT	String	"INTRA_DAY_10_SETTLEMENT"	Intra day margin call.

Constant group: ContractSizeType
Description: Enumeration for contract size type

Constant name	Type	Value	Comment
BASE	Integer	1	Base
MINI	Integer	2	Mini
MAXI	Integer	3	Maxi
SUPER	Integer	4	Super

Constant group: CorporateActionStatus
Description: Status of a Corporate Action task.

Constant name	Type	Value	Comment
NEW	int	0	Task registered and pending for action.
EXECUTED	int	1	Task executed.
CANCELLED	int	2	Task cancelled.
FAILED	int	-1	Task failed.

Constant group: CouponIndicator
Description: Coupon rate indicator for Bonds.

Constant name	Type	Value	Comment
FIXED	String	"FIXED"	Coupon is Fixed.

Constant group: DATE_TYPE
Description: Defines the different date types.

Constant name	Type	Value	Comment
CLOSED	int	1	On this day, the exchange is closed.
HALF_DAY	int	2	On this day, the exchange uses a half-day schedule.
NORMAL	int	3	On this day, the exchange uses the normal schedule.

Constant group: DAY_COUNT_CONVENTION
Description: Method used for bootstrapping.

Constant name	Type	Value	Comment
ACTUAL_360	String	"ACTUAL_360"	Actual 360.
ACTUAL_365	String	"ACTUAL_365"	Actual 365.

Constant group: DIVISOR
Description: There are integer/long fields that represent decimal numbers. These need to be divided with the following constants.

Constant name	Type	Value	Comment
QTY	int	1000000	Divisor for quantity field
PRICE	int	1000000	Divisor for price fields
INTEREST	int	1000000	Divisor for interest fields.
DELTA	int	1000000	Divisor for delta fields.
DECIMAL	int	1000000	Divisor for decimal value fields.

Constant group: ExerciseStyle
Description: Defines the type of option

Constant name	Type	Value	Comment
EUROPEAN	int	1
AMERICAN	int	2

Constant group: EXTRAPOLATION_METHOD
Description: Method used for extrapolation.

Constant name	Type	Value	Comment
LINEAR	String	"LINEAR"	Linear extrapolation.
FLAT	String	"FLAT"	Use nearest interpolated value.
FLAT_FORWARD	String	"FLAT_FORWARD"	Float forward volatility extrapolation.

Constant group: FeedSource
Description: Market data pricing tag.

Constant name	Type	Value	Comment
RTC	String	"RTC"	Rtc.
PRICING_SYSTEM	String	"PRICING_SYSTEM"	JSE Pricing system.

Constant group: FourEyesState
Description: State of FourEyes operation.

Constant name	Type	Value	Comment
UNKNOWN_REASON	int	0
RECEIVED	int	1	This foureyesstate is not used in RTC code.
INITIATED	int	2
CONFIRMED	int	3
COMPLETED	int	4
EXPIRED	int	5
REQUEST_FAILED_VALIDATION	int	6
CONFIRM_FAILED_VALIDATION	int	7
ERROR	int	8
CANCELLED	int	9
REJECTED	int	10

Constant group: InstrumentIdType
Description: Defines the type of the InstrumentId (ISIN, CUSIP etc)

Constant name	Type	Value	Comment
ISIN	String	"ISIN"	ISIN identifier
CUSIP	String	"CUSIP"	CUSIP identifier
SYMB	String	"SYMB"	SYMBOL identifier

Constant group: InstrumentSubType
Description: Defines the type of Instrument

Constant name	Type	Value	Comment
EQUITY	String	"EQUITY"	Equity.
INDEX	String	"INDEX"	Index.
SINGLE_STOCK	String	"SINGLE_STOCK"	Single Stock.
CFD	String	"CFD"	Contract For Difference.
DIVIDEND_NEUTRAL	String	"DIVIDEND_NEUTRAL"	Dividend Neutral.
FOREX	String	"FOREX"	Forex.
FOREX_PAIR	String	"FOREX_PAIR"	Forex Pair.
BOND	String	"BOND"	Bond.
BASKET	String	"BASKET"	Basket.
EXOTIC	String	"EXOTIC"	Exotic.
FOREX_INDEX	String	"FOREX_INDEX"	Forex index.
FWDFWD	String	"FWDFWD"	FwdFwd.
EXOTIC_OPTION	String	"EXOTIC_OPTION"	Exotic option.
INTERNATIONAL_DIVIDEND_NEUTRAL	String	"INTERNATIONAL_DIVIDEND_NEUTRAL"	International dividend neutral.
INTERNATIONAL_EQUITY	String	"INTERNATIONAL_EQUITY"	International equity.
INTERNATIONAL_INDEX	String	"INTERNATIONAL_INDEX"	International index.
INVERTED	String	"INVERTED"	Inverted.
OTHER	String	"OTHER"	Other.
QUANTO	String	"QUANTO"	Quanto.
QUANTO_INTL	String	"QUANTO_INTL"	Quanto international.
QUANTO_INDEX_DIVIDEND_NEUTRAL	String	"QUANTO_INDEX_DIVIDEND_NEUTRAL"	Quanto index dividend neutral.
QUANTO_INTL_DIVIDEND_NEUTRAL	String	"QUANTO_INTL_DIVIDEND_NEUTRAL"	Quanto international dividend neutral.
VARIANCE	String	"VARIANCE"	Variance.

Constant group: InstrumentType
Description: Defines the type of Instrument

Constant name	Type	Value	Comment
FUTURE	String	"FU"	Future.
BOND	String	"BO"	Bond
OPTION	String	"OPT"	Parent of OptionTradableInstruments
SPOT	String	"SPOT"	Spot type instrument
CFD	String	"CFD"	Contract For Difference.

Constant group: INTEREST_RATE_CONVENTION
Description: Interest rate convention for the interest rate produced.

Constant name	Type	Value	Comment
NACC	String	"NACC"	NACC.

Constant group: INTERPOLATION_METHOD
Description: Method used for interpolation.

Constant name	Type	Value	Comment
LINEAR	String	"LINEAR"	Linear.
FLAT_FORWARD	String	"FLAT_FORWARD"	Float forward volatility interpolation.
NATURAL_CUBIC_SPLINE	String	"NATURAL_CUBIC_SPLINE"	Natural cubic spline.
MONOTONE_PRESERVING	String	"MONOTONE_PRESERVING"	Variant of cubic spline that ensures positive and continuous forward rates. For yield curve interpolation.
MONOTONE_CONVEX	String	"MONOTONE_CONVEX"	Ensures a positive and continuous forward rate. For yield curve interpolation..

Constant group: LoginStatus
Description: Provides the result of a login request.

Constant name	Type	Value	Comment
LOGIN_ACCEPTED	int	0	The login is accepted.
LOGIN_REJECTED	int	-1	The login is rejected due to invalid password or invalid user id.
USER_ACCOUNT_LOCKED	int	-2	User account is locked due to too many erroneous login attempts.
PASSWORD_EXPIRED	int	-3	The password has expired.
LOGIN_ACCESS_DENIED	int	-4	User does not have access to login service for this application.
WRONG_VERSION	int	-5	Client and TAX server versions are not compatible.
INITIAL_LOGIN	int	-6	Initial login, password must be changed.
USER_ACCOUNT_DISABLED	int	-7	Account disabled by operational staff.

Constant group: MemberType
Description: Defines the different member/participant types.

Constant name	Type	Value	Comment
MARKETPLACE	Integer	1	The Clearing House itself.
INFORMATION_VENDOR	Integer	5	An Information Vendor.
MEMBER_UNIT	Integer	7	A member unit is a type of member that must be connected to a parent member, for example to divide an organization into different departments. Trading Member Branches and Clients are both of the type MEMBER_UNIT.
CLEARING_ONLY_MEMBER	Integer	8	A Clearing Member.
TRADING_ONLY_MEMBER	Integer	9	A Trading Member.

Constant group: OptionAllocationModelType
Description: Allocation model for option exercise.

Constant name	Type	Value	Comment
PRO_RATA	int	1	Pro-rata allocation.
RANDOM	int	2	Random allocation.

Constant group: OptionStyle
Description: Style of the Option

Constant name	Type	Value	Comment
FUTURE_STYLE	Integer	1	Future styled
UPFRONT_PREMIUM	Integer	2	Upfront premium

Constant group: ParticipantUnitType
Description: Participant type. Defines the type of participant a member has in the member tree.

Constant name	Type	Value	Comment
CLEARING_MEMBER	Integer	1	Clearing Member.
TRADING_MEMBER	Integer	2	Trading Member
CLIENT	Integer	3	Client.
TRADING_MEMBER_BRANCH	Integer	4	Trading Member Branch.
INFORMATION_VENDOR	Integer	5	Information Vendor.

Constant group: PaymentAdviceState
Description: The states of a Payment Advice.

Constant name	Type	Value
RECEIVED	int	0
NOTIFIED_TO_CM	int	1
REJECTED_BY_CM	int	2
CONFIRMED_BY_CM	int	3
SETTLED_BY_CM	int	4
CANCELLED	int	5

Constant group: PeriodType
Description: Period type.

Constant name	Type	Value	Comment
DAYS	String	"DAYS"	Days.
MONTHS	String	"MONTHS"	Months.
YEARS	String	"YEARS"	Years.

Constant group: PositionAccountSubType
Description: The sub type of the position account.

Constant name	Type	Value	Comment
SUSPENSE	Integer	1	Suspense
MAIN	Integer	2	Main
SUB	Integer	3	Sub

Constant group: PositionAccountType
Description: The type of the position account.

Constant name	Type	Value	Comment
HOUSE	Integer	1	House
CLIENT	Integer	2	Client

Constant group: PositionType
Description: Defines different Position types.

Constant name	Type	Value	Comment
ACTUAL	int	1	A position of type ACTUAL represents ownership of the position.
SETTLEMENT	int	2	A position of type SETTLEMENT represents changed of the position on the settlement date.

Constant group: PositionReason
Description: Reason for position update

Constant name	Type	Value	Comment
UNKNOWN_REASON	int	0	Unknown reason, an internal error has occured.
FEE	int	1	Booking Fee.
TRADE	int	2	New trade.
EXERCISE	int	5	The position in the option was closed out due to early exercise, or the option is in-of-money and the option is exercised automatically. The future trade is the result of an option exercise. (early or in-the-money automatically by the system)
CASH_SETTLEMENT_VM	int	7	Cash settlement of variation margin
SETTLEMENT_NETTING	int	17	Positions are concentrated to the settlement accounts and netted out on the original accounts.
SETTLED	int	18	A payment or delivery has been processed by an external system and the settlement position is netted out.
COLLATERAL	int	19	Collateral position update.
ALLOCATED_FROM	int	26	The trade is allocated from a trading member account to a client account.
ALLOCATED_TO	int	27	The trade origins from an allocation from a trading member account to a client account.
ALLOCATION_CORRECTION_FROM	int	28	The deal is erroneously moved from the client account to another client account.
ALLOCATION_CORRECTION_TO	int	29	The deal originates from a move from one client account to another client account.
PRINCIPAL_CORRECTION_FROM	int	30	A position is moved from a house main account to a house sub account or from a house sub account to a house main account by creating a new deal.
PRINCIPAL_CORRECTION_TO	int	31	The deal originates from a move from a client account.
ACCUMULATED_FROM	int	32	The deal was aggregated to another deal.
ACCUMULATED_TO	int	33	The deal originates from a deal aggregation activity.
POS_SUBACCOUNT_MOD_FROM	int	34	The position sub account was moved from this account..
POS_SUBACCOUNT_MOD_TO	int	35	The position sub account was moved to this account.
ASSIGNED_FROM	int	36	The deal assign source.
ASSIGNED_TO	int	37	The deal originates from a deal assign activity.
ASSIGN_INITIATED	int	40	The deal assign initiated from.
ASSIGN_REJECTED	int	41	The deal assign rejected by receiver.
ASSIGN_CANCELLED	int	42	The deal assign cancelled by initiator.
ASSIGN_EXPIRED	int	43	The deal assign has expired.
START_OF_DAY	int	44	Start of day position snapshot.
TRIPARTITE_FROM	int	45	The deal has been assigned using Tripartite agreement.
TRIPARTITE_TO	int	47	The deal origins from an assign using Tripartite agreement.
TRIPARTITE_INITIATED	int	49	Tripartite assign has been initiated.
TRIPARTITE_APPROVED	int	50	Tripartite assign has been approved.
TRIPARTITE_REJECTED	int	51	Tripartite assign has been rejected.
TRIPARTITE_CANCELLED	int	52	Tripartite assign has been cancelled.
TRIPARTITE_EXPIRED	int	53	Tripartite assign has expired.
TRADE_SUBACCOUNT_MOD_FROM	int	54	Position has been moved from this account as Sub account modification.
TRADE_SUBACCOUNT_MOD_TO	int	55	Position has been moved to this account as Sub account modification.
ZERO_FEE	int	56	Trade updated for zero fee.
ABANDON	int	59	Option abandon.
TRANSFERRED_SP_FROM	int	60	Position has been moved from this account by Transfer Single Position.
TRANSFERRED_SP_TO	int	61	Position has been moved to this account by Transfer Single Position.
CLOSE_OUT	int	62	A close-out deal is created by the system to close open positions in a future on expiration of a tradable instrument.
PARTIALLY_SETTLED	int	63	Partially settled payment.
NET_PAYMENT	int	64	Payment from external system.
FEE_VAT	int	65	VAT amount for booking fee.
CANCELLED	int	66	Trade cancelled.
CANCELLED_BUST	int	67	Trade busted.
CANCELLED_PRICE_ADJUST	int	68	Trade cancelled for price adjust
DIVIDEND	int	69	Dividend payment for dividend neutral contracts
CLOSE_OUT_CA	int	70	Close out position for Corporate Action.
NEW_POSITION_CA	int	71	Created position for Corporate Action.
INTEREST_ON_COLLATERAL	int	73	Interest amount on collateral.
FUNDING_INTEREST	int	74	Funding interest payment for CFDs.
DEPOSIT	int	76	A deposit of an asset in an account.
WITHDRAWAL	int	77	A withdrawal of an asset from an account.
TRANSFERRED_FROM	int	78	An opposite trade was created at the original account as a result of a client or TM position transfer.
TRANSFERRED_TO	int	79	A trade was created at the destination account as a result of a client or TM position transfer.
END_OF_DAY	int	80	End of day position snapshot.
SYSTEM_STARTUP	int	81	RTC system startup snapshot.
DEFAULT_FROM	int	82	The position was transferred due to a defaulted member or client.
DEFAULT_TO	int	83	The position was transferred due to a defaulted member or client.
MANUAL	int	84	Event due to a manual update.
MIGRATION	int	85	An add/update due to migration.
COMMISSION	int	86	Commissions added by members.
RISK_FEE	int	88	Risk Fee.
RISK_FEE_VAT	int	90	VAT amount for risk fee.
REVERSE_TRANSACTION	int	91	A position was updated due to a revert of the EOD step.
DELETED	int	92	A close out, option exercise or abandon trade was marked as deleted due to a revert of the EOD step.
CLEARING_FEE	int	93	Clearing Fee.
CLEARING_FEE_VAT	int	94	VAT amount for clearing fee.
RESERVED1	int	95	Reserved1.
RESERVED2	int	96	Reserved2.

Constant group: RollsOnConvention
Description: Rolls on convetion. Needed to determine coupon dates.

Constant name	Type	Value	Comment
DAY	String	"DAY"	Day(m).
START_OF_MONTH	String	"START_OF_MONTH"	Start of month.
END_OF_MONTH	String	"END_OF_MONTH"	End of month.
IMM_DAY	String	"IMM_DAY"	IMM Day. (3rd Monday of month).

Constant group: CommissionStatus
Description: The state of the commission.

Constant name	Type	Value	Comment
NEW	int	1	New
CANCELLED	int	2	Cancelled
REJECTED	int	3	Rejected
PENDING	int	4	The commission is pending, not yet applied
EXPIRED	int	5	Pending commission has expired

Constant group: ReplayRequestType
Description: Literals describing the type of replay request

Constant name	Type	Value	Comment
REPLAY	int	0	Request to replay specific events; no future updates
REPLAY_UNSEGMENTED	int	1	Request to replay specific events without having to issue requests for new segments
REPLAY_SUBSCRIPTION	int	2	Request for unsegmented replay of events up to the latest and for subsequent subscription to future updates

Constant group: RtcState
Description: System state in RTC.

Constant name	Type	Value	Comment
OPEN	String	"OPEN"	Open.
END_OF_TRADE_MANAGEMENT	String	"END_OF_TRADE_MANAGEMENT"	Trade management is no longer allowed.
END_OF_DAY	String	"END_OF_DAY"	End of Day process started.
POST_END_OF_DAY	String	"POST_END_OF_DAY"	End of Day process completed.

Constant group: RtcTradeType
Description: Trade type (from Trading System).

Constant name	Type	Value	Comment
ORDER	String	"ORDER"	Order.
REPORT	String	"REPORT"	Report.
CANCEL_TRADE	String	"CT"	Cancel trade.
TRADE_BUST	String	"TB"	Trade bust.
CANCEL_PRICE_ADJUST	String	"PA"	Cancel price adjust.

Constant group: SessionStatus
Description: Session status

Constant name	Type	Value	Comment
FORCED_LOGOFF_BY_NEW_LOGIN	int	1	The session has been terminated due a new login with the same user.
FORCED_LOGOFF_USER_DISABLED	int	2	The session has been terminated because the user has been disabled.
FORCED_LOGOFF_USER_DELETED	int	3	The session has been terminated because the user has been deleted.
FORCED_LOGOFF	int	4	User session logout was forced. Caused by an operator terminating the session.
DISCONNECT	int	5	User session disconnected
NORMAL_LOGOFF	int	6	Normal user requested logout

Constant group: SettlementType
Description: Defines the type of option

Constant name	Type	Value
CASH	int	1
PHYSICAL	int	2
CASH_OR_PHYSICAL	int	3

Constant group: SchedulerState
Description: State of the scheduler.

Constant name	Type	Value	Comment
NORMAL	Integer	1	Normal state during daily operations.
RERUN_EOD	Integer	2	This state is used during End of Day rerun.
INTRADAY_MARGIN_CALL	Integer	3	This current system state is used during Intraday Margin Call.
REBALANCING	Integer	4	This current system state is used during Intraday Collateral Rebalancing.

Constant group: SubscriptionRequestType
Description: Literals describing the type of subscription request

Constant name	Type	Value	Comment
CURRENT_VALUE	int	1	Request for current values only; no future updates
SUBSCRIPTION	int	2	Request for subscription of future updates only; no current value
CURRENT_VALUES_AND_SUBSCRIPTION	int	3	Request for current values and future updates

Constant group: ValuationModelType
Description: Valuation Model Type.

Constant name	Type	Value	Comment
MARK_TO_MODEL	String	"MARK_TO_MODEL"	Mark to model.
MARK_TO_MARKET	String	"MARK_TO_MARKET"	Mark to market.

Constant group: ValuationSubType
Description: Valuation Sub Type.

Constant name	Type	Value	Comment
COST_OF_CARRY_DIVIDEND_PROJECTION	String	"COST_OF_CARRY_DIVIDEND_PROJECTION"	Cost of Carry dividend projection.
COST_OF_CARRY_DIVIDEND_YIELD	String	"COST_OF_CARRY_DIVIDEND_YIELD"	Cost of Carry dividend yield.
COST_OF_CARRY_DIVIDEND_NEUTRAL	String	"COST_OF_CARRY_DIVIDEND_NEUTRAL"	Cost of Carry dividend neutral.
BLACK76	String	"BLACK76"	Black76.

Constant group: YieldType
Description: Yield Type.

Constant name	Type	Value	Comment
YIELD_TO_MATURITY	String	"YIELD_TO_MATURITY"	fixed income done in yield to maturity
DIVIDEND_YIELD	String	"DIVIDEND_YIELD"	Percentage value represented as the annual dividend payouts (cash flow) of the instrument in relation to the current market price of the instrument.
INTEREST_RATE	String	"INTEREST_RATE"	Interest specified as a percentage value.

Constant group: ClearingMemberLinkStatus
Description: The status of the clearing member link. The value may be null and means a new link has been added.

Constant name	Type	Value	Comment
IN_PROGRESS	Integer	1	The EOD transfer of member is in progress. This happens when a link shall be changed according to effective date of the link.
ACTIVE	Integer	2	The EOD transfer of member is finished and the new link became active.
OLD	Integer	3	The link that became old after the EOD transfer of member.
FAILED	Integer	4	The EOD transfer of member failed.
NEW	Integer	5	The EOD transfer of member is not applicable for this link. It is a new link and nothing to transfer from.

Constant group: SettlementInstructionState
Description: Settlement Instruction State.

Constant name	Type	Value	Comment
CREATED	String	"CREATED"	The instruction has been created but processing has not yet started.
PENDING	String	"PENDING"	The processing has started for the instruction.
PARTIALLY_SETTLED	String	"PARTIALLY_SETTLED"	The instruction has been partially settled.
SETTLED	String	"SETTLED"	The instruction has been completely settled, i.e. the settled amount is the same as the requested amount. This is an end state.
CANCELLED	String	"CANCELLED"	The instruction has been cancelled. This is an end state.
FAILED	String	"FAILED"	The instruction has failed. This may be used by an external part if there is something wrong with the instruction, for example an erroneous account number. Not used in JSE.

Constant group: CommissionVatType
Description: VAT for commission.

Constant name	Type	Value	Comment
VAT_AT_STANDARD_RATE	int	1	VAT at standard rate.
VAT_AT_ZERO_PERCENT	int	2	VAT at zero percent.

Constant group: MultilegReportType
Description: Multileg report type (from Trading System).

Constant name	Type	Value	Comment
SINGLE_SECURITY	Integer	1	Single security.
INDIVIDUAL_LEG	Integer	2	Individual leg of a Multi legged instrument.
MULTI_LEGGED	Integer	3	Multi legged instrument.

Status Codes

Value	Name	Text	Comment
3001	Ok	OK	OK
3002	Warning	The processing succeeded but some errors occurred	Warning
3003	Deferred	The request is queued	Deferred
3004	DeferredWithWarning	The request is enqueued but some errors occurred	DeferredWithWarning
4001	AfwFailMsgVal	Message validation failed, see explanation	Message validation failed,
12001	AccNoRightsDefined	User is not authorized for this service
12002	AccNoUserFound	No user found
12003	AccNoRulesDefined	User is not authorized for this service
12004	AccUserDeniedService	The service is not allowed
12005	AccUserDeniedServiceForObject	The service is not allowed for this object
16001	AfwQueueInfoMissing	The queue information in the configuration is missing. Please check your configuration file.	The queue information in the configuration is missing. Please check your configuration file.
16002	AfwFailDynVal	Dynamic validation error: This failure should be replaced by a specific one.	Dynamic validation error: This failure should be replaced by a specific one.
16003	AfwFailStatVal	Static validation error: This failure should be replaced by a specific one.	Static validation error: This failure should be replaced by a specific one.
16004	AfwDynValTapStatusErr	Program error, dynamic validation inconsistency for TapStatus	Program error, dynamic validation inconsistency for TapStatus
16005	AfwApplTapStatusErr	Program error, application service inconsistency for TapStatus	Program error, application service inconsistency for TapStatus
16006	AfwApplNullReturn	Program error, null not allowed return from service	Program error, null not allowed return from service
16007	AfwFailValTokenValue	Token value must not be undefined	Token value must not be undefined
16008	AfwFailValMessage	The message must not be null	The message is not allowed to be null
16009	AfwFailValState	The request is not allowed during this trading state	The request is not allowed during this trading state
16010	AfwFailValUser	User is not allowed to perform request	User is not allowed to perform request
16011	AfwNoResponseFound	No response message found within specified time interval	No response message found within specified time interval
16012	AfwQueued	The request is queued for processing	The request is queued for processing
16013	AfwCancelled	The request is cancelled	The request is cancelled
16014	AfwExecuting	The request is executing	The request is executing
16015	AfwNotFound	The request is not found	The request is not found
16016	AfwVersionMismatchThrowaway	The request could not be served by the server	The request could not be served by the server
16017	AfwServiceNotAvailable	The requested service is not available in the recipient server	The requested service is not available in the recipient server
16018	AfwInvalidStateForCatchUp	Cannot perform catch-up when in current state	Cannot perform catch-up when in current state
16019	AfwInitiateCatchUpFailed	Failed to initiate catch-up	Failed to initiate catch-up
16020	AfwInvalidStateForRecoveryNegotiation	Cannot perform recovery negotiation when in current state	Cannot perform recovery negotiation when in current state
16021	AfwInitiateRecoveryNegotiationFailed	Failed to initiate recovery negotiation	Failed to initiate recovery negotiation
16022	AfwDbClassNoMsgIf	The requested object class is not a MessageIf	The requested object class is not a MessageIf
16023	AfwDbClassNoDbTable	The requested object class is not a database table	The requested object class is not a database table
16024	AfwDbUnrecognizedChildColumn	The requested child attribute is not a database column	The requested child attribute is not a database column
16025	AfwDbChainError	There was an error in the in-chain database service	There was an error in the in-chain database service
16026	AfwCvSegmentTooOld	The requested snapshot segment is too old and has been dropped by the server	The requested snapshot segment is too old and has been dropped by the server
16027	AfwCvSegmentTooMany	The server cannot allocate more snapshot segments at this time. Try again later.	The server cannot allocate more snapshot segments at this time. Try again later.
16028	AfwFailedToUnpackRawRequest	Failed to unpack raw request	Failed to unpack raw request
16029	AfwUnknowRawRequestUnpacker	Failed to find unpacker for a raw request	Failed to find unpacker for a raw request
16030	AfwUnknowRawRequestDestination	Failed to find destination for a raw request	Failed to find destination for an unpacked raw request
16031	AfwXioConnectRefused	Connection to the xio messaging server was refused	Connection to the xio messaging server was refused
16032	AfwXioConnectFailed	Failed to connect to the xio messaging server	Failed to connect to the xio messaging server
16033	AfwInitiateCatchUpNeedTruncate	Standby object store might need to be truncated	Standby object store might need to be truncated
17001	TaxSessionMissing	There is no valid session available for the user.	There is no valid session available for the user.
17002	TaxGateletFailure	The gatelet failed to forward the request.	The gatelet failed to forward the request.
17003	TaxServiceFailure	The service returned a null response.	The service returned a null response.
17004	TaxMissingMessage	Cannot service request: Unknown message	The incoming message is not included in the classpath for TAX.
17005	TaxMissingGatelet	Cannot service request: No gatelet reqistered for the message.	The incoming message does not have an associated gatelet.
17006	TaxComponentActionFailed	Cannot service request: Failed to start/stop component.	Illegal state transition
17007	TaxComponentNotFound	Cannot service request: Component not found.	No such component
17008	TaxMissingTepsSubscription	No TEPS subscription connection	No TEPS subscription connection
17009	TaxInvalidTepsSubscription	Failed to activate TEPS subscription	Failed to activate TEPS subscription
17010	TaxUnknownClientSubscription	Failed to find client subscription	Failed to find client subscription
17011	TaxUserDisabled	Session no longer valid - user disabled	Session no longer valid - user disabled
17012	TaxUserDeleted	Session no longer valid - user deleted	Session no longer valid - user deleted
17013	TaxSessionThrottled	Session over-utilized - throttled	Session throttled, request delayed
17014	TaxRejectedThrottled	Request rejected - rate too high	Request rejected - rate too high
17015	TaxSessionThrottledResetOnly	Session over-utilized: throttled, delayed - timestamp reset	Session throttled, return code not returned, but timestamp was reset.
17016	TaxTargetPartitionDown	Cannot service request. There are no servers available for the target partition.	Cannot service request. There are no servers available for the target partition.
17017	TaxFailoverInProgress	Cannot service request: A failover is currently in progress.	Cannot service request: A failover is currently in progress.
17018	TaxServiceException	The request resulted in an exception in the target service.	The request resulted in an exception in the target service.
17019	TaxTransportInterrupted	Cannot service request: Internal communication was interrupted.	Cannot service request: Internal communication was interrupted.
18001	AlertUnknownId	Unknown alert id	The id of the alert is not known.
52001	CdInternalJavaError	CD internal java error, unexpected exception occurred.	CD internal java error, unexpected exception occurred.
52002	CdInvalidFirmId	The provided member ID does not exist.	The provided member ID does not exist.
52003	CdIllegalFirmId	The provided member ID is illegal.	The provided member ID is illegal.
52004	CdInvalidUserId	The provided user ID does not exist.	The provided user ID does not exist.
52005	CdIllegalUserId	The provided user ID is illegal.	The provided user ID is illegal.
52006	CdInvalidPwd	Invalid user ID or password.	For some reason the user action failed.
52007	CdInvalidPwdSameAsBefore	Invalid password, new password cannot be same as old.	Invalid password, new password cannot be same as old.
52008	CdInvalidLoginTicket	Login ticket from pre-login is not valid	Invalid login ticket
52009	CdInvalidPwdFormat	Invalid password format	Invalid password format
52010	CdUserDisabled	User account is disabled	User account is disabled
52011	CdUserPasswordNotInitialized	User password not initialized must be changed before login	User password not initialized must be changed before login
52012	CdUserPasswordHasExpired	User password has expired	User password has expired
52013	CdNoSuchUser	User does not exists.	For some reason the user action failed.
52014	CdUnknownError	An unexpected error occurred.	Use this error code with care. It is better to construct a specific message.
52015	CdUserActionFailed	The user action failed.	For some reason the user action failed.
52016	CdPreLoginNotUsed	Pre-Login service is not configured and used	Pre-Login service is not configured and used
52017	CdPwdLocked	Account locked.	For some reason the user action failed.
52018	CdPwdExpired	Password expired.	For some reason the user action failed.
52019	CdAccProfileUnavailable	Unable to fetch the acc profile.	For some reason the user action failed.
52020	CdAlreadyLoggedOn	The user is already logged on.	User attempted to logon but is already logged on.
52021	CdInvalidRoleChangeFIX	It's not allowed to change rules of a FIX_Trader.	.
52022	CdInvalidRoleChangeNonFIX	It's not allowed to change rules for a non-FIX_Trader to a FIX_Trader.	.
52023	CdInvalidFIXLogin	User is FIX user. Not allowed to login via GUI.	.
52024	CdInvalidPwdProperties	Invalid value: Minimum value is 1.	.
52025	CdInvalidOrderBookRuleGroup	The supplied OrderBookRuleGroup does not exist	The supplied OrderBookRuleGroup does not exist
52026	CdInvalidOrderBook	The supplied OrderBook does not exist	The supplied OrderBook does not exist
52027	CdInvalidCombinationOrderBookLeg	The supplied Combination OrderBook Leg does not exist	The supplied OrderBook does not exist
52028	CdInvalidSubscriptionGroup	The supplied SubscriptionGroup does not exist	The supplied SubscriptionGroup does not exist
52029	CdInvalidCurrency	The supplied CurrencyId does not exist	The supplied CurrencyId does not exist
52030	CdInvalidTickSizeTableId	The supplied TickSizeTableId does not exist	The supplied TickSizeTableId does not exist
52031	CdInvalidTradingScheduleTableId	The supplied TradingScheduleTableId does not exist	The supplied TradingScheduleTableId does not exist
52032	CdInvalidAllowedRequestGroupId	The supplied AllowedRequestGroupId is invalid	The supplied AllowedRequestGroupId does not exist
52033	CdInvalidProcessingSequenceId	The supplied processingSequenceId is invalid	The supplied processingSequenceId is invalid
52034	CdInvalidUserPropertiesCategory	The supplied UserPropertiesCategory is invalid	The supplied UserPropertiesCategory is invalid
52035	CdInvalidServiceProfileId	The supplied ServiceProfileId is invalid	The supplied ServiceProfileId is invalid
52036	CdInvalidServiceProfileGroupId	The supplied ServiceProfileGroupId is invalid	The supplied ServiceProfileGroupId is invalid
52037	CdInvalidServiceProfileRefId	The supplied ServiceProfileRefId is invalid	The supplied ServiceProfileRefId is invalid
52038	CdIllegalServiceProfileId	The supplied ServiceProfileId contains illegal characters	The supplied ServiceProfileId contains illegal characters
52039	CdIllegalServiceProfileGroupId	The supplied ServiceProfileGroupId contains illegal characters	The supplied ServiceProfileGroupId contains illegal characters
52040	CdIllegalServiceProfileRefId	The supplied ServiceProfileRefId contains illegal characters	The supplied ServiceProfileRefId contains illegal characters
52041	CdIllegalServiceProfileEntryDelayClassId	The supplied ServiceProfileEntryDelayClassId contains illegal characters	The supplied ServiceProfileEntryDelayClassId contains illegal characters
52042	CdInvalidServiceProfileEntryDelayClassId	The supplied ServiceProfileEntryDelayClassId is invalid	The supplied InvalidServiceProfileRefId contains illegal characters
52043	CdIllegalServiceProfileEntryInfoLevelClassId	The supplied ServiceProfileEntryInfoLevelClassId contains illegal characters	The supplied ServiceProfileEntryInfoLevelClassId contains illegal characters
52044	CdInvalidServiceProfileEntryInfoLevelClassId	The supplied ServiceProfileEntryInfoLevelClassId is invalid	The supplied ServiceProfileEntryInfoLevelClassId is invalid
52045	CdCombinationOrdersLegsMustBelongToTheSameSubscriptionGroup	All legs in a combination order must belong to the same subscription group
52046	CdCombinationOrdersLegsMustUseSameSorting	All legs in a combination order must belong to order books using the same type of sorting
52047	CdCombinationOrderLegsMustNotShareTheSameOrderBook	Combination order legs may not share the same order book
52048	CdTooManyCombinationOrderLegs	There were too many legs in the combination order
52049	CdCombinationOrderLegsMustNotBeCombinationOrder	Combination order legs may not be a combination order
52050	CdInvalidServerGroupId	The supplied ServerGroupId is invalid	The supplied ServerGroupId is invalid
52051	CdIllegalServerGroupId	The supplied ServerGroupId contains illegal characters	he supplied ServerGroupId contains illegal characters
52052	CdInvalidServerProcessId	The supplied ServerProcessId is invalid	The supplied ServerProcessId is invalid
52053	CdIllegalServerProcessId	The supplied ServerProcessId contains illegal characters	The supplied ServerProcessId contains illegal characters
52054	CdInvalidCalendarDate	The supplied CalendarDate is invalid	The supplied CalendarDate is invalid
52055	CdIllegalRemoveOperationType	The supplied cache remove type is invalid	The supplied cache remove type is invalid
52056	CdPartitionMismatch	Invalid Partition/Subscription group/Orderbook rule group/Orderbook combination	Thre is a missmatch between the defaultPartition in the OrderbookRulegroup and the partition for the supplied subscription group
52057	CdInvalidPwdUserOrFirm	Invalid userid, password or member firm	The login parameters are invalid
52058	CdInvalidPartitionTableId	Invalid partition table ID	The supplied partition table is invalid
52059	CdInvalidPartitionId	Invalid partition ID	The supplied partition ID does not exist
52060	CdInvalidTickSizeTable	The supplied ticksize table has no rows	The supplied ticksize table has no rows.
52061	CdInvalidLowerLimit	The supplied lower limit is invalid	The supplied lower limit is invalid.
52062	CdInvalidFractionalTick	The supplied fractional tick is invalid	The supplied fractional tick is invalid.
52063	CdInvalidTradeTick	The supplied trade tick is invalid	The supplied trade tick is invalid.
52064	CdTransactionValidationError	Transaction failed validation	Transaction failed validation. One or more mandatory fields are missing or have illegal values.
52065	CdInvalidInstrumentId	The supplied instrumentId is invalid	The supplied InstrumentId is invalid
52066	CdInvalidDisplayName	The supplied displayName is invalid	The supplied DisplayName is invalid
52067	CdInvalidOrderBookParameterId	The supplied OrderBookParameter ID is invalid	The supplied OrderBookParameter ID is invalid
52068	CdInvalidOrderBookRuleGroupParameterId	The supplied OrderBookRuleGroupParameter is invalid	The supplied OrderBookRuleGroupParameter is invalid
52069	CdInvalidModificationSchedule	The supplied serviceId is invalid	The supplied serviceId is invalid
52070	CdInvalidModificationScheduleDates	The supplied startTime and endTime are invalid	The supplied startTime and/or endTime is invalid
52071	CdUserNotAuthorizedForAnySessionType	The user is not authorized to use any session type	The user is not authorized to use any TAX-type
52072	CdNoConnectorForSessionTypeAvailable	No connectors for the user's session types are available	The user is not authorized to use any TAX-type
52073	CdInvalidUserPropertiesCategoryId	The supplied UserPropertiesCategory ID is invalid	The supplied UserPropertiesCategory ID is invalid
52074	CdInvalidExternalMarketId	The supplied ExternalMarketId is invalid	The supplied ExternalMarketId is invalid
52075	CdInvalidServerPartitionTable	The supplied ServerPartitionTable is invalid	The supplied ServerPartitionTable is invalid
52076	CdInvalidServerPartitionTableId	The supplied ServerPartitionTableId is invalid	The supplied ServerPartitionTableId is invalid
52077	CdInvalidServerPartition	The supplied ServerPartition is invalid	The supplied ServerPartition is invalid
52078	CdInvalidServerPartitionId	The supplied ServerPartition ID is invalid	The supplied ServerPartitionId ID is invalid
52079	CdInvalidGlobalPasswordProperties	The supplied GlobalPasswordProperties is invalid	The supplied GlobalPasswordProperties is invalid
52080	CdInvalidDefaultSvcProfHandling	Invalid default ServiceProfile handling	Invalid default ServiceProfile handling
52081	CdXmlParsingFailure	The supplied document could not be parsed	There where fatal syntax errors in the provided XML document.
52082	CdXmlLoadPartialFailure	Some entities were not loaded into CD	The loading of CD data was not a complete success.
52083	CdInvalidPostBootAction	The specified post boot action is unknown.	The specified post boot action is unknown and could not be executed.
52084	CdInvalidDateOrTime	The specified date or time has incorrect format or is inappropriate	The specified post boot action is unknown and could not be executed.
52085	CdScheduledUpdateError	Scheduled reference data update transaction failed.	Scheduled reference data update transaction failed.
52086	CdScheduledUpdatePreValidationError	Scheduled reference data update pre-validation failed.	Scheduled reference data update pre-validation failed.
52087	CdScheduledUpdatePreValidationWarning	Scheduled reference data update pre-validaion resulted in warnings.	Scheduled reference data update pre-validaion resulted in warnings.
52088	CdPendingScheduledUpdateWarning	A scheduled update has been issued for this object. The scheduled update may be lost.	A scheduled update has been issued for this object. The scheduled update may be lost.
52089	CdInvalidCombinationOrderLegDisplayOrder	Duplicate display order numbers on combination legs are not allowed. All numbers null is allowed.
52090	CdUpdateWarning	The validation of the request resulted in warning.	The validation of the request resulted in warning(s). This code is returned when a reference data operation may conflict with other operations or is potentially dangerous. The actual transction is not performed. To override the warning (and execute the transaction anyway), use the set the overrideWarning attribute to true in the request.
53001	CdMimInvalidMarketId	The marketId field is invalid	The marketId field is invalid
53002	CdMimInvalidName	The name field is invalid	The name field is invalid
53003	CdMimInvalidCountryCode	The countryCode field is invalid	The name countryCode is invalid
53004	CdMimInvalidMarketListId	The marketListId field is invalid	The marketListId field is invalid
53005	CdMimInvalidSegmentId	The supplied segmentId is invalid	The supplied SegmentId is invalid
53006	CdMimInvalidInstrumentId	The supplied instrumentId is invalid	The supplied InstrumentId is invalid
53007	CdMimInvalidTradableInstrumentId	The supplied tradableInstrumentId is invalid	The supplied TradableInstrumentId is invalid
53008	CdMimInvalidViewId	The supplied viewId is invalid	The supplied ViewId is invalid
53009	CdMimInvalidViewElementId	The supplied viewElementId is invalid	The supplied ViewElementId is invalid
53010	CdMimInvalidInstrumentType	The supplied instrumentType is invalid	The supplied InstrumentType is invalid
53011	CdMimInvalidSegmentType	The supplied segmentType is invalid	The supplied SegmentType is invalid
53012	CdMimInvalidValidFromDate	The supplied validFromDate field is invalid	The supplied validFromDate is unacceptable
53013	CdMimInvalidValidToDate	The supplied validToDate field is invalid	The supplied validToDate is a mess
53014	CdMimInvalidNavigationLevel	The supplied mimLevel field is invalid	The supplied mimLevel is not a valid MarketInstrumentModelLevel literal.
53015	CdMimInvalidAction	The supplied action field is invalid	The supplied action is not a valid MarketInstrumentModelAction literal.
53016	CdMimXmlParsingFailure	The supplied document could not be parsed	There were fatal syntax errors in the provided XML document.
53017	CdMimXmlLoadPartialFailure	Some entities were not loaded into CD	The loading of CD data was not a complete success.
53018	CdMimInvalidRoleList	Invalid comma-separated role list	The format of the supplied role list is invalid.
53019	CdMimInvalidMemberType	Invalid member type	The supplied member types does not match any of the values in MemberType.
53020	CdMimInvalidListOfAliases	The supplied listOfAliases is invalid	The supplied listOfAliases is invalid
53021	CdMimRecursiveEnableFailed	Failed to enable some of the requested Elements	Failed to enable some of the requested Elements, sorry
53022	CdMimRecursiveDisableFailed	Failed to disable some of the requested Elements	Failed to disable some of the requested Elements, sorry
53023	CdMimInvalidHolidayScheduleId	Invalid holidayScheduleId field	Invalid holidayScheduleId field supplied
53024	CdMimInvalidHolidayId	Invalid holidayId field	Invalid holidayId field supplied
53025	CdMimInvalidTime	Invalid time format or value	A specified time either hade an invalid format or value
53026	CdMimInvalidConvertibleData	Invalid ConvertibleData	The supplied ConvertibleData is invalid
53027	CdMimInvalidRightData	Invalid RightData	The supplied RightData is invalid
53028	CdMimInvalidSubscriptionOptionData	Invalid SubscriptionOptionData	The supplied SubscriptionOptionData is invalid
53029	CdMimInvalidInterimShareData	Invalid InterimShareData	The supplied InterimShareData is invalid
53030	CdMimInvalidWarrantData	Invalid WarrantData	The supplied WarrantData is invalid
53031	CdMimInvalidCertificateData	Invalid CertificateData	The supplied CertificateData is invalid
53032	CdMimInvalidIndustrySector	Invalid IndustrySector	The supplied IndustrySector is invalid
53033	CdMimInvalidTradableInstrumentData	Invalid TradableInstrumentData	The supplied TradableInstrumentData is invalid
53034	CdMimInvalidGenericInstrumentData	Invalid GenericInstrumentData	The supplied GenericInstrumentData is invalid
53035	CdMimInvalidInstrumentTypeData	Invalid InstrumentTypeData	The supplied InstrumentTypeData is invalid
53036	CdMimInvalidTradableInstrumentTypeData	Invalid TradableInstrumentTypeData	The supplied TradableInstrumentTypeData is invalid
53037	CdMimInvalidScheduledCorporateActionId	Invalid ScheduledCorporateActionId	The supplied TradableInstrumentTypeData is invalid
53038	CdMimInvalidCorporateActionEffectId	Invalid CorporateActionEffectId	The supplied TradableInstrumentTypeData is invalid
53039	CdMimNoGlobalTradingProtectionLimitDefined	No global Trading Protection Limit defined	There is no Global Trading Protection Limit Defined in the system.
53040	CdMimRatioCombLegError	A ratio combination has to have exactly two legs.	A ratio combination has to have exactly two legs.
69001	CacheConcurrentModification	Error updating cache, recursive call to updateCache
69002	CacheError	Error updating the Cache. Possible causes: \n 1) A cache Add on something that already exists in the cache. \n 2) A cache update on something that does not exist in the cache.
69003	CacheInvalidKey	Key node not found	Supplied key does not match a cache node
69004	CacheDbError	Exception from db	Cache has encountered a db exception while updating
69005	CacheEmptyUpdateReq	Update Req did not supply any update messages	Update Req did not supply any update messages
69006	CacheNoSuchNode	Update req, node not found	No node found matching update req
69007	CacheNodeAlreadyExists	Add req, cache does already contain node	Cache already contains node
69008	CacheValidationFailed	Cache failed validation	Cache failed validation
69009	CacheValidationIsReferenced	Node is referenced and can not be removed	Node is referenced and can not be removed
69010	CacheInvalidId	Id can not be null	MessageDataIf Id can not be null
69011	CacheBlobError	Error encoding or decoding a blob	A BlobMangler implementation has thrown an exception
72001	TaxUnknownFlow	unknown broadcast flow	Client has specified and unknown broadcast flow when setting up a subscription
72002	TaxSubscriptionHandleNotFound	no active subscription found matching provided subscription handle	Client has provided an subscription handle that can not be found
72003	TaxUnknownInvalidRqst	unknown or invalid EMAPI request	EMAPI message is not known or is invalid
72004	TaxUnknownInvalidRsp	was not able to translate TAP response to EMAPI response	EMAPI message is not known or is invalid
72005	TaxUncompleteSnapshot	not all information could be collected successfully in the snapshot	Snapshot did not complete successfully
72006	TaxUncompleteRecovery	not all information could be collected successfully in the recovery	Recovery did not complete successfully
72007	TaxLoginFailed	user login request failed	TAX server was not able to logon the user
72008	TaxUserSessionAlreadyLoggedIn	user session already logged in	User has already logged in the session
72009	TaxPreLoginServiceNotUsed	PreLogin service is not used	PreLogin service is not used
72010	TaxUserHeartbeatInactivity	Have not received heartbeats for user, session will be disconnected	Have not received heartbeats for user, session will be disconnected
72011	TaxServiceNotAvailable	The TAX server has yet not reached routing state Active, the client should retry later	The TAX server has not reached routing state Active. Thus it can not service the request yet. The client should retry later.
72012	TaxSubscriptionNotAllowed	Subscription not allow, it may still be possible to retrieve the current values	Client has to poll for data instead of setting up a subscription
72013	TaxClientVersionMismatch	The client version is not compatible with the server, logon was rejected.
72014	TaxInvalidOrderBookFilter	Invalid or zero length order book filter.	Invalid or zero length order book filter.
72015	TaxUserSessionLoginInternalError	login service failed internally	Login service failed internally
72016	TaxUnknownPartition	Can't map request to any partition	Partition mapping failed
72017	TaxUnknownRequestType	Unknown subscription request type	Client has specified an unknown request type when setting up a subscription
72018	TaxOwnerMappingNoUser	Can't determine user	User can't be determined from the request
72019	TaxOwnerMappingNoTradingMember	Can't determine member	Member can't be determined from the request
72020	TaxSystemReverse	The system has reverted to a prior state. Some prevoiusly sent updates may be obsolete. Reverse your data structures accordingly and re-synchronize	The system has reverted to a prior state. This typically happens when an emergency server is activated, which means that some prevoiusly sent updates may be obsolete and must be reverted.
72021	TaxTradeReportCounterpartyMemberUnknown	Can't determine the counter party member of the trade report	TradeReportReqProcessor, which fills in trading member information in trade reports, can not find the specified counter party member in the reference data.
85001	AhsInternalError	Internal error
85002	AhsInvalidSql	The SQL query does not make sense
1503001	CdRtcMessageValidationFailed		Generic no-text error message, text will be set by reporting code.
1503002	CdRtcCacheModificationError		Generic no-text error message, text will be set by reporting code.
1503003	CdRtcTransactionNotAllowedInCurrentSystemState	The transaction is not allowed in the current system state	Some transactions, particularly reference data update transactions, are only allowed in the system maintenance state.
1503004	CdRtcMulipleErrors		Multiple errors occured. More information is provided in the text message.
1503005	CdRtcSwitchScheduleError	Error when trying to switch the current rtc schedule to another schedule. More information is provided in the text message.	Error when trying to switch the current rtc schedule to another schedule. More information is provided in the text message.
1504001	RtcClearingInvalidTradableInstrumentOnTrade	Tradable instrument on trade is missing	Tradable instrument on trade is invalid.
1504002	RtcClearingInvalidBuyerTradingMember	Buyer trading member on trade is invalid	Buyer trading member on trade is invalid.
1504003	RtcClearingInvalidSellingTradingMember	Selling trading member on trade is invalid	Selling trading member on trade is invalid.
1504004	RtcClearingDealManagementNotAllowedForAccount	The service is not allowed for this combination of from and/or to accounts	The service is not allowed for this combination of from and/or to accounts.
1504005	RtcClearingInvalidMember	Member Specified in the request is not valid.	Member Specified in the request is not valid.
1504006	RtcClearingNoValidCmLinkForBuyerTm	Buyer Trading Member Specified in the request has no valid Clearing Member Link.	Buyer Trading Member Specified in the request is not valid.
1504007	RtcClearingNoValidCmLinkForSellerTm	Seller Trading Member Specified in the request has no valid Clearing Member Link.	Seller Trading Member Specified in the request is not valid.
1504008	RtcClearingInvalidAccount	Account Specified in the request is not valid.	Account Specified in the request is not valid.
1504009	RtcClearingNotHouseAccount	Account Specified is not a house account.	Account Specified is not a house account.
1504010	RtcClearingMessageValidationFailed		Generic no-text error message, text will be set by reporting code.
1504011	RtcClearingCashSettlementVMFailed	An error occured during the execution of cash settlement variation margin	An error occured during the execution of cash settlement variation margin.
1504012	RtcClearingInvalidCollateralAccount	Collateral Account Specified in the request is not valid.	Collateral Account Specified in the request is not valid.
1504013	RtcClearing_UNKNOWN_INSTRUMENT		Generic no-text error message, text will be set by reporting code.
1504014	RtcClearing_UNKNOWN_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1504015	RtcClearing_INVALID_QUANTITY		Generic no-text error message, text will be set by reporting code.
1504016	RtcClearing_INVALID_PRICE		Generic no-text error message, text will be set by reporting code.
1504017	RtcClearing_MISSING_ALLOCATIONS		Generic no-text error message, text will be set by reporting code.
1504018	RtcClearing_MESSAGE_VALIDATION_FAILED		Generic no-text error message, text will be set by reporting code.
1504019	RtcClearing_INVALID_ALLOCATION		Generic no-text error message, text will be set by reporting code.
1504020	RtcClearing_NOT_VALID_FOR_CASH_SETTLEMENT		Generic no-text error message, text will be set by reporting code.
1504021	RtcClearing_NO_MARKET_PRICE		Generic no-text error message, text will be set by reporting code.
1504022	RtcClearing_CASH_SETTLEMENT_FAILED		Generic no-text error message, text will be set by reporting code.
1504023	RtcClearing_EXPIRATION_FAILED		Generic no-text error message, text will be set by reporting code.
1504024	RtcClearing_EXPIRATION_NOT_SUPPORTED_IN_CURRENT_STATE		Generic no-text error message, text will be set by reporting code.
1504025	RtcClearing_EXPIRATION_NOT_SUPPORTED		Generic no-text error message, text will be set by reporting code.
1504026	RtcClearing_INVALID_INSTRUMENT_STATE		Generic no-text error message, text will be set by reporting code.
1504027	RtcClearing_INVALID_INSTRUMENT_PLUGIN		Generic no-text error message, text will be set by reporting code.
1504028	RtcClearing_INVALID_BASIC_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1504029	RtcClearing_INVALID_ADDITIONAL_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1504030	RtcClearing_INVALID_PRODUCT_REFERENCE		Generic no-text error message, text will be set by reporting code.
1504031	RtcClearing_INVALID_CURRENCY_REFERENCE		Generic no-text error message, text will be set by reporting code.
1504032	RtcClearing_NO_BUSINESS_DATE		Generic no-text error message, text will be set by reporting code.
1504033	RtcClearing_UNBALANCED_TRANSACTION		Generic no-text error message, text will be set by reporting code.
1504034	RtcClearing_REVERSE_OPERATION_FAILED		Generic no-text error message, text will be set by reporting code.
1504035	RtcClearing_INVALID_PM_PARTITION		Generic no-text error message, text will be set by reporting code.
1504036	RtcClearing_INVALID_PRODUCT_NAME		Generic no-text error message, text will be set by reporting code.
1504037	RtcClearing_INVALID_SYMBOL		Generic no-text error message, text will be set by reporting code.
1504038	RtcClearing_INVALID_NAME_FOR_ID		Generic no-text error message, text will be set by reporting code.
1504039	RtcClearing_OPERATION_PENDING		Generic no-text error message, text will be set by reporting code.
1504040	RtcClearing_INVALID_TRADABLE_INSTRUMENT_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1504041	RtcClearing_ID_NOT_UNIQUE		Generic no-text error message, text will be set by reporting code.
1504042	RtcClearing_INVALID_ID_FOR_NAME		Generic no-text error message, text will be set by reporting code.
1504043	RtcClearing_INVALID_PRODUCT_ID		Generic no-text error message, text will be set by reporting code.
1504044	RtcClearing_INVALID_TRADABLE_INSTRUMENT_ID		Generic no-text error message, text will be set by reporting code.
1504045	RtcClearing_INVALID_ACCOUNT_ID		Generic no-text error message, text will be set by reporting code.
1504046	RtcClearing_INVALID_ACCOUNT_NAME		Generic no-text error message, text will be set by reporting code.
1504047	RtcClearing_TRADE_NOT_FOUND		Generic no-text error message, text will be set by reporting code.
1504048	RtcClearing_INVALID_TRADE_DESTINATION		Generic no-text error message, text will be set by reporting code.
1504049	RtcClearing_INVALID_TRADE_DESTINATION_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1504050	RtcClearing_INVALID_AUTOMATIC_MOVE_ACCOUNT_ID		Generic no-text error message, text will be set by reporting code.
1504051	RtcClearing_POSITION_NOT_FOUND		Generic no-text error message, text will be set by reporting code.
1504052	RtcClearing_EXERCISE_FAILED		Generic no-text error message, text will be set by reporting code.
1504053	RtcClearing_TIMESTAMP_IN_THE_PAST		Generic no-text error message, text will be set by reporting code.
1504054	RtcClearing_FOUR_EYES_NOT_FOUND		Generic no-text error message, text will be set by reporting code.
1504055	RtcClearing_OPTION_IS_NOT_AMERICAN		Generic no-text error message, text will be set by reporting code.
1504056	RtcClearing_INSTRUMENT_IS_NOT_AN_OPTION		Generic no-text error message, text will be set by reporting code.
1504057	RtcClearing_INVALID_POSITION		Generic no-text error message, text will be set by reporting code.
1504058	RtcClearing_FOUR_EYES_EXPIRED		Generic no-text error message, text will be set by reporting code.
1504059	RtcClearing_INVALID_FOUR_EYES_STATE		Generic no-text error message, text will be set by reporting code.
1504060	RtcClearing_INVALID_FOUR_EYES_FILTER		Generic no-text error message, text will be set by reporting code.
1504061	RtcClearing_DUPLICATE_MOVE_TRADE		Generic no-text error message, text will be set by reporting code.
1504062	RtcClearing_SAVE_OBJECT_FAILED		Generic no-text error message, text will be set by reporting code.
1504063	RtcClearing_CALENDAR_UNDEFINED		Generic no-text error message, text will be set by reporting code.
1504064	RtcClearing_TRANSACTION_NOT_FOUND		Generic no-text error message, text will be set by reporting code.
1504065	RtcClearing_INVALID_SEQ_NO		Generic no-text error message, text will be set by reporting code.
1504066	RtcClearing_INVALID_SOURCE_ID		Generic no-text error message, text will be set by reporting code.
1504067	RtcClearing_INVALID_SUBSCRIPTION_ID		Generic no-text error message, text will be set by reporting code.
1504068	RtcClearing_NOT_SAME_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1504069	RtcClearing_NOT_SAME_INSTRUMENT		Generic no-text error message, text will be set by reporting code.
1504070	RtcClearing_NOT_SAME_SIDE		Generic no-text error message, text will be set by reporting code.
1504071	RtcClearing_NO_REMAINING_QTY		Generic no-text error message, text will be set by reporting code.
1504072	RtcClearing_CASH_SETTL_OF_VM_INVALID		Generic no-text error message, text will be set by reporting code.
1504073	RtcClearing_INVALID_CLIENT_DEAL_ID		Generic no-text error message, text will be set by reporting code.
1504074	RtcClearing_CONCURRENT_POSITION_MODIFICATION		Generic no-text error message, text will be set by reporting code.
1504075	RtcClearing_SESSION_TOKEN_REQUIRED		Generic no-text error message, text will be set by reporting code.
1504076	RtcClearing_GATHER_CASH_NOT_ALLOWED		Generic no-text error message, text will be set by reporting code.
1504077	RtcClearing_GATHER_CASH_FAILURE		Generic no-text error message, text will be set by reporting code.
1504078	RtcClearing_AMBIGUOUS_INSTRUMENT_ROUTING		Generic no-text error message, text will be set by reporting code.
1504079	RtcClearing_INVALID_INSTRUMENT		Generic no-text error message, text will be set by reporting code.
1504080	RtcClearing_INVALID_BOOKMARK		Generic no-text error message, text will be set by reporting code.
1504081	RtcClearing_DUPLICATE_TRADE_ID		Generic no-text error message, text will be set by reporting code.
1504082	RtcClearing_INVALID_INSTRUMENT_LIST		Generic no-text error message, text will be set by reporting code.
1504083	RtcClearing_INVALID_DEAL_BUNDLE_LIST		Generic no-text error message, text will be set by reporting code.
1504084	RtcClearing_INVALID_HISTORY_FILTER		Generic no-text error message, text will be set by reporting code.
1504085	RtcClearing_INVALID_UNDERLYING_REFERENCE		Generic no-text error message, text will be set by reporting code.
1504086	RtcClearing_NOT_VALID_FOR_GENERIC_EVENT		Generic no-text error message, text will be set by reporting code.
1504087	RtcClearing_GENERIC_EVENT_FAILED		Generic no-text error message, text will be set by reporting code.
1504088	RtcClearing_INVALID_INSTRUMENT_SPECIFIC_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1504089	RtcClearing_SERVICE_UNAVAILABLE		Generic no-text error message, text will be set by reporting code.
1504090	RtcClearing_UNKNOWN_REQUEST_TYPE		Generic no-text error message, text will be set by reporting code.
1504091	RtcClearing_INTERNAL_DATABASE_ERROR		Generic no-text error message, text will be set by reporting code.
1504092	RtcClearing_INTERNAL_TIMEOUT_ERROR		Generic no-text error message, text will be set by reporting code.
1504093	RtcClearing_INTERNAL_ERROR		Generic no-text error message, text will be set by reporting code.
1504094	RtcClearing_NOT_INITIALIZED		Generic no-text error message, text will be set by reporting code.
1504095	RtcClearing_TIMED_OUT_OPERATION		Generic no-text error message, text will be set by reporting code.
1504096	RtcClearing_CONCURRENT_OPERATION		Generic no-text error message, text will be set by reporting code.
1504097	RtcClearing_INVALID_FROM_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1504098	RtcClearing_TRADE_IN_THE_PAST		Generic no-text error message, text will be set by reporting code.
1504099	RtcClearing_DEAL_MANAGEMENT_NOT_ALLOWED		Generic no-text error message, text will be set by reporting code.
1504100	RtcClearing_FOUR_EYES_ALREADY_EXISTS		Generic no-text error message, text will be set by reporting code.
1504101	RtcClearing_INVALID_INITIATOR		Generic no-text error message, text will be set by reporting code.
1504102	RtcClearing_INVALID_CLIENT		Generic no-text error message, text will be set by reporting code.
1504103	RtcClearing_MTM_PRICE_MISSING_FOR_INSTRUMENT		Generic no-text error message, text will be set by reporting code.
1504104	RtcClearing_INVALID_DELIVERY_INSTRUCTION_ID		Generic no-text error message, text will be set by reporting code.
1504105	RtcClearing_ONGOING_FUTURES_EXPIRY		Generic no-text error message, text will be set by reporting code.
1504106	RtcClearing_ONGOING_CASH_SETTLEMENT		Generic no-text error message, text will be set by reporting code.
1504107	RtcClearing_CALC_DIVIDEND_FAILED		Generic no-text error message, text will be set by reporting code.
1504108	RtcClearing_TRADE_MANAGEMENT_NOT_OPEN		Generic no-text error message, text will be set by reporting code.
1504109	RtcClearing_INVALID_ORIGINAL_TRADING_SYSTEM_TRADE_MATCH_ID		Generic no-text error message, text will be set by reporting code.
1504110	RtcClearing_SUB_ACCOUNT_MODIFICATION_NOT_ALLOWED		Generic no-text error message, text will be set by reporting code.
1504111	RtcClearing_INSTRUMENT_NOT_EXPIRED		Generic no-text error message, text will be set by reporting code.
1504112	RtcClearing_AUTHORIZATION_FAILED		Generic no-text error message, text will be set by reporting code.
1504113	RtcClearing_UNKNOW_COMMISSION		Generic no-text error message, text will be set by reporting code.
1504114	RtcClearing_EXISTING_COMMISSION		Generic no-text error message, text will be set by reporting code.
1504115	RtcClearing_INVALID_STATUS		Generic no-text error message, text will be set by reporting code.
1504116	RtcClearing_INVALID_MEMBER		Generic no-text error message, text will be set by reporting code.
1504117	RtcClearing_OPEN_INTEREST_NETTING_GROUP_ALREADY_EXISTS		Generic no-text error message, text will be set by reporting code.
1505001	RtcMessageAlreadyProcessed	This message has already been processed	This message has already been processed. No action taken.
1506001	RtcRisk_INVALID_QUANTITY		Generic no-text error message, text will be set by reporting code.
1506002	RtcRisk_INVALID_VALUE		Generic no-text error message, text will be set by reporting code.
1506003	RtcRisk_INVALID_SETTLEMENT_DATE		Generic no-text error message, text will be set by reporting code.
1506004	RtcRisk_NO_BUSINESS_DATE		Generic no-text error message, text will be set by reporting code.
1506005	RtcRisk_INVALID_INSTRUMENT_PLUGIN		Generic no-text error message, text will be set by reporting code.
1506006	RtcRisk_INVALID_BASIC_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1506007	RtcRisk_INVALID_ADDITIONAL_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1506008	RtcRisk_INVALID_PRODUCT_REFERENCE		Generic no-text error message, text will be set by reporting code.
1506009	RtcRisk_INVALID_CURRENCY_REFERENCE		Generic no-text error message, text will be set by reporting code.
1506010	RtcRisk_INVALID_TRADABLE_INSTRUMENT_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1506011	RtcRisk_DUPLICATE_ID		Generic no-text error message, text will be set by reporting code.
1506012	RtcRisk_INVALID_NAME_FOR_ID		Generic no-text error message, text will be set by reporting code.
1506013	RtcRisk_IDENTICAL_OPERATION_PENDING		Generic no-text error message, text will be set by reporting code.
1506014	RtcRisk_UNKNOWN_RISK_NODE		Generic no-text error message, text will be set by reporting code.
1506015	RtcRisk_UNKNOWN_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1506016	RtcRisk_UNKNOWN_INSTRUMENT		Generic no-text error message, text will be set by reporting code.
1506017	RtcRisk_INVALID_PARTITION		Generic no-text error message, text will be set by reporting code.
1506018	RtcRisk_INVALID_PRODUCT_NAME		Generic no-text error message, text will be set by reporting code.
1506019	RtcRisk_INVALID_SYMBOL		Generic no-text error message, text will be set by reporting code.
1506020	RtcRisk_ID_NOT_UNIQUE		Generic no-text error message, text will be set by reporting code.
1506021	RtcRisk_INVALID_ID_FOR_NAME		Generic no-text error message, text will be set by reporting code.
1506022	RtcRisk_INVALID_PRODUCT_ID		Generic no-text error message, text will be set by reporting code.
1506023	RtcRisk_INVALID_TRADABLE_INSTRUMENT_ID		Generic no-text error message, text will be set by reporting code.
1506024	RtcRisk_INVALID_ACCOUNT_ID		Generic no-text error message, text will be set by reporting code.
1506025	RtcRisk_INVALID_ACCOUNT_NAME		Generic no-text error message, text will be set by reporting code.
1506026	RtcRisk_INVALID_CALCULATOR_PROVIDER_ID		Generic no-text error message, text will be set by reporting code.
1506027	RtcRisk_INVALID_CALCULATOR_CONFIG_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1506028	RtcRisk_UNKNOWN_CALCULATOR_ID		Generic no-text error message, text will be set by reporting code.
1506029	RtcRisk_INVALID_FOREX_ID		Generic no-text error message, text will be set by reporting code.
1506030	RtcRisk_INVALID_FOREX_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1506031	RtcRisk_UNKNOWN_FILTER_ID		Generic no-text error message, text will be set by reporting code.
1506032	RtcRisk_UNKNOWN_EVALUATOR_ID		Generic no-text error message, text will be set by reporting code.
1506033	RtcRisk_DUPLICATE_CHANNEL_NAME		Generic no-text error message, text will be set by reporting code.
1506034	RtcRisk_INVALID_RISK_LIMIT		Generic no-text error message, text will be set by reporting code.
1506035	RtcRisk_RISK_NODE_NOT_READY_FOR_UPDATE		Generic no-text error message, text will be set by reporting code.
1506036	RtcRisk_UNKNOWN_CHANNEL		Generic no-text error message, text will be set by reporting code.
1506037	RtcRisk_DEFAULT_CHANNEL_MUST_EXIST		Generic no-text error message, text will be set by reporting code.
1506038	RtcRisk_UNKNOWN_OBJECT		Generic no-text error message, text will be set by reporting code.
1506039	RtcRisk_INVALID_FILTER_CONFIGURATION		Generic no-text error message, text will be set by reporting code.
1506040	RtcRisk_INVALID_EVALUATOR_CONFIGURATION		Generic no-text error message, text will be set by reporting code.
1506041	RtcRisk_EVALUATOR_IS_IN_USE		Generic no-text error message, text will be set by reporting code.
1506042	RtcRisk_FILTER_IS_IN_USE		Generic no-text error message, text will be set by reporting code.
1506043	RtcRisk_CALCULATOR_IS_IN_USE		Generic no-text error message, text will be set by reporting code.
1506044	RtcRisk_INVALID_BOOKMARK		Generic no-text error message, text will be set by reporting code.
1506045	RtcRisk_MARKETDATA_MISSING		Generic no-text error message, text will be set by reporting code.
1506046	RtcRisk_POSITION_MISSING		Generic no-text error message, text will be set by reporting code.
1506047	RtcRisk_DUPLICATE_FOREX		Generic no-text error message, text will be set by reporting code.
1506048	RtcRisk_INVALID_BUSINESS_DATE		Generic no-text error message, text will be set by reporting code.
1506049	RtcRisk_INVALID_TRACEABLE_CALC_ID		Generic no-text error message, text will be set by reporting code.
1506050	RtcRisk_INVALID_BACKTESTING_ID		Generic no-text error message, text will be set by reporting code.
1506051	RtcRisk_SUBSCRIPTION_ERROR		Generic no-text error message, text will be set by reporting code.
1506052	RtcRisk_INVALID_UNDERLYING_REFERENCE		Generic no-text error message, text will be set by reporting code.
1506053	RtcRisk_SERVICE_UNAVAILABLE		Generic no-text error message, text will be set by reporting code.
1506054	RtcRisk_FAILED_RISK_CALCULATION		Generic no-text error message, text will be set by reporting code.
1506055	RtcRisk_CALCULATOR_ERROR		Generic no-text error message, text will be set by reporting code.
1506056	RtcRisk_CANNOT_HANDLE_RISKNODE		Generic no-text error message, text will be set by reporting code.
1506057	RtcRisk_TIMED_OUT_OPERATION		Generic no-text error message, text will be set by reporting code.
1506058	RtcRisk_CONCURRENT_OPERATION		Generic no-text error message, text will be set by reporting code.
1506059	RtcRisk_CALCULATION_RESULT_EVALUATOR_ERROR		Generic no-text error message, text will be set by reporting code.
1506060	RtcRisk_INTERNAL_ERROR		Generic no-text error message, text will be set by reporting code.
1506061	RtcRisk_CURRENCY_CONVERSION_ERROR		Generic no-text error message, text will be set by reporting code.
1506062	RtcRisk_MULTIPLE_CALCULATOR_ERROR		Generic no-text error message, text will be set by reporting code.
1506063	RtcRisk_MISSING_HISTORICAL_PRICES		Generic no-text error message, text will be set by reporting code.
1506064	RtcRisk_MISSING_CLOSING_PRICES		Generic no-text error message, text will be set by reporting code.
1506065	RtcRisk_MISSING_JSPAN_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1506066	RtcRisk_DB_OPERATION_FAILED		Generic no-text error message, text will be set by reporting code.
1506067	RtcRisk_IMR_CALCULATION_FAILED		Generic no-text error message, text will be set by reporting code.
1506068	RtcRisk_INVALID_MARKET		Generic no-text error message, text will be set by reporting code.
1506069	RtcRisk_FAILED_RISK_ARRAY_CALCULATION		Generic no-text error message, text will be set by reporting code.
1506070	RtcRisk_INVALID_MARKETDATAPRICEKEYS		Generic no-text error message, text will be set by reporting code.
1506071	RtcRisk_INVALID_DELETE		Generic no-text error message, text will be set by reporting code.
1506072	RtcRisk_NO_MARKET_PRICE		Generic no-text error message, text will be set by reporting code.
1506073	RtcRisk_NO_INSTRUMENTS_FOR_BACKTESTING		Generic no-text error message, text will be set by reporting code.
1506074	RtcRisk_HISTORICAL_DATA_NOT_FOUND		Generic no-text error message, text will be set by reporting code.
1506075	RtcRisk_UNKNOWN_STRESS_SCENARIO_FACTOR		Generic no-text error message, text will be set by reporting code.
1506076	RtcRisk_HISTORICAL_STRESSTEST_NOT_PERMITTED		Generic no-text error message, text will be set by reporting code.
1506077	RtcRisk_INVALID_CALCULATOR_CONFIG		Generic no-text error message, text will be set by reporting code.
1506078	RtcRisk_AUTHORIZATION_FAILED		Generic no-text error message, text will be set by reporting code.
1506079	RtcRisk_SERVICE_NOT_SUPPORTED		Generic no-text error message, text will be set by reporting code.
1506080	RtcRisk_MULTIPLE_PARTITIONS_REQUESTED		Generic no-text error message, text will be set by reporting code.
1506081	RtcRisk_INVALID_LAMBDA_NAME		Generic no-text error message, text will be set by reporting code.
1506082	RtcRisk_INVALID_WHAT_IF_CALC_ID		Generic no-text error message, text will be set by reporting code.
1506083	RtcRisk_INVALID_WHAT_IF_REQUEST		Generic no-text error message, text will be set by reporting code.
1507001	RtcMarketData_PARTIAL_SUCCESS		Generic no-text error message, text will be set by reporting code.
1507002	RtcMarketData_INTERNAL_SERVER_ERROR		Generic no-text error message, text will be set by reporting code.
1507003	RtcMarketData_NO_RECORD_FOUND		Generic no-text error message, text will be set by reporting code.
1507004	RtcMarketData_TARGET_SERVER_NOT_AVAILABLE		Generic no-text error message, text will be set by reporting code.
1507005	RtcMarketData_REQUEST_INTERNAL_TIMEOUT		Generic no-text error message, text will be set by reporting code.
1507006	RtcMarketData_REFERENCE_DATA_MISSING		Generic no-text error message, text will be set by reporting code.
1507007	RtcMarketData_MARKET_DATA_MISSING		Generic no-text error message, text will be set by reporting code.
1507008	RtcMarketData_VALUATION_FAILED		Generic no-text error message, text will be set by reporting code.
1507009	RtcMarketData_DISPATCH_ERROR		Generic no-text error message, text will be set by reporting code.
1507010	RtcMarketData_MISSING_HISTORICAL_PRICES		Generic no-text error message, text will be set by reporting code.
1507011	RtcMarketData_MISSING_CLOSING_PRICES		Generic no-text error message, text will be set by reporting code.
1507012	RtcMarketData_MISSING_JSPAN_ATTRIBUTES		Generic no-text error message, text will be set by reporting code.
1507013	RtcMarketData_DB_OPERATION_FAILED		Generic no-text error message, text will be set by reporting code.
1507014	RtcMarketData_IMR_CALCULATION_FAILED		Generic no-text error message, text will be set by reporting code.
1507015	RtcMarketData_INVALID_MARKET		Generic no-text error message, text will be set by reporting code.
1507016	RtcMarketData_EXTERNAL_USER_ERROR		Generic no-text error message, text will be set by reporting code.
1507017	RtcMarketData_ILLEGAL_ARGUMENT_VALUE		Generic no-text error message, text will be set by reporting code.
1507018	RtcMarketData_ERRONEOUS_SUBSCRIPTION_ID		Generic no-text error message, text will be set by reporting code.
1507019	RtcMarketData_SERVICE_UNAVAILABLE		Generic no-text error message, text will be set by reporting code.
1507020	RtcMarketData_INVALID_BOOKMARK		Generic no-text error message, text will be set by reporting code.
1507021	RtcMarketData_INSTRUMENT_DOES_NOT_EXIST		Generic no-text error message, text will be set by reporting code.
1507022	RtcMarketData_INCORRECT_INSTRUMENT_TYPE		Generic no-text error message, text will be set by reporting code.
1507023	RtcMarketData_MISSING_REQUIRED_FIELD		Generic no-text error message, text will be set by reporting code.
1507024	RtcMarketData_REFERENCE_DATA_UPDATING		Generic no-text error message, text will be set by reporting code.
1507025	RtcMarketData_UNHANDLED_INSTRUMENT_CLASS		Generic no-text error message, text will be set by reporting code.
1507026	RtcMarketData_PARTIALSUCCESS		Generic no-text error message, text will be set by reporting code.
1507027	RtcMarketData_AUTHORIZATION_FAILED		Generic no-text error message, text will be set by reporting code.
1508001	RtcSettlement_INVALID_NETTING_RULE_ID		Generic no-text error message, text will be set by reporting code.
1508002	RtcSettlement_INVALID_NETTING_RULE_NAME		Generic no-text error message, text will be set by reporting code.
1508003	RtcSettlement_INVALID_NETTING_RULE_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1508004	RtcSettlement_INVALID_EXTERNAL_ACCOUNT_REF		Generic no-text error message, text will be set by reporting code.
1508005	RtcSettlement_CONCURRENT_POSITION_MODIFICATION		Generic no-text error message, text will be set by reporting code.
1508006	RtcSettlement_INVALID_ACCOUNT_ID		Generic no-text error message, text will be set by reporting code.
1508007	RtcSettlement_EXTERNAL_REF_NOT_DEFINED		Generic no-text error message, text will be set by reporting code.
1508008	RtcSettlement_NO_CLEARING_HOUSE_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1508009	RtcSettlement_INVALID_INSTRUCTION_ID		Generic no-text error message, text will be set by reporting code.
1508010	RtcSettlement_INVALID_NETTING_RULE_TYPE		Generic no-text error message, text will be set by reporting code.
1508011	RtcSettlement_INVALID_NETTING_RULE_FILTER		Generic no-text error message, text will be set by reporting code.
1508012	RtcSettlement_INVALID_AMOUNT		Generic no-text error message, text will be set by reporting code.
1508013	RtcSettlement_INVALID_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1508014	RtcSettlement_DUPLICATE_CLIENT_DEPOSIT_ID		Generic no-text error message, text will be set by reporting code.
1508015	RtcSettlement_TOO_LARGE_WITHDRAWAL		Generic no-text error message, text will be set by reporting code.
1508016	RtcSettlement_NO_USER_SPECIFIED		Generic no-text error message, text will be set by reporting code.
1508017	RtcSettlement_INVALID_BOOKMARK		Generic no-text error message, text will be set by reporting code.
1508018	RtcSettlement_INVALID_SETTLEMENT_RUN_ID		Generic no-text error message, text will be set by reporting code.
1508019	RtcSettlement_INVALID_INSTRUCTION		Generic no-text error message, text will be set by reporting code.
1508020	RtcSettlement_UNKNOWN_ACCOUNT		Generic no-text error message, text will be set by reporting code.
1508021	RtcSettlement_UNKNOWN_SSI		Generic no-text error message, text will be set by reporting code.
1508022	RtcSettlement_UNKNOWN_INSTRUCTION		Generic no-text error message, text will be set by reporting code.
1508023	RtcSettlement_UNKNOWN_SETTLEMENT_RUN		Generic no-text error message, text will be set by reporting code.
1508024	RtcSettlement_INVALID_SSI_ID		Generic no-text error message, text will be set by reporting code.
1508025	RtcSettlement_MESSAGE_ALREADY_PROCESSED		Generic no-text error message, text will be set by reporting code.
1508026	RtcSettlement_INVALID_INSTRUCTION_STATE		Generic no-text error message, text will be set by reporting code.
1508027	RtcSettlement_EXTERNAL_ACCOUNT_NOT_FOUND		Generic no-text error message, text will be set by reporting code.
1508028	RtcSettlement_SETTLEMENT_RUN_IN_STARTED_STATE		Generic no-text error message, text will be set by reporting code.
1508029	RtcSettlement_ADD_SETTLED_AMOUNT_FAILED		Generic no-text error message, text will be set by reporting code.
1508030	RtcSettlement_INVALID_INSTRUCTION_AMOUNT		Generic no-text error message, text will be set by reporting code.
1508031	RtcSettlement_INVALID_SETTLEMENT_RUN_STATE		Generic no-text error message, text will be set by reporting code.
1508032	RtcSettlement_SETTLEMENT_RUN_NOT_IN_CREATED_STATE		Generic no-text error message, text will be set by reporting code.
1508033	RtcSettlement_SETTLEMENT_RUN_IS_CANCELED		Generic no-text error message, text will be set by reporting code.
1508034	RtcSettlement_INVALID_SETTLEMENT_RUN_FILTER		Generic no-text error message, text will be set by reporting code.
1508035	RtcSettlement_INVALID_INSTRUCTION_FILTER		Generic no-text error message, text will be set by reporting code.
1508036	RtcSettlement_INVALID_TRADABLE_INSTRUMENT_ID		Generic no-text error message, text will be set by reporting code.
1508037	RtcSettlement_SERVICE_UNAVAILABLE		Generic no-text error message, text will be set by reporting code.
1508038	RtcSettlement_INTERNAL_ERROR		Generic no-text error message, text will be set by reporting code.
1508039	RtcSettlement_REQUEST_TIMED_OUT		Generic no-text error message, text will be set by reporting code.
1508040	RtcSettlement_REQUEST_TIMED_OUT_STATE_MAY_HAVE_CHANGED		Generic no-text error message, text will be set by reporting code.
1508041	RtcSettlement_VALIDATION_ERROR		Generic no-text error message, text will be set by reporting code.
1508042	RtcSettlement_NO_INSTRUMENTS		Generic no-text error message, text will be set by reporting code.
1508043	RtcSettlement_AUTHORIZATION_FAILED		Generic no-text error message, text will be set by reporting code.
1508044	RtcSettlement_DAS_OBJECT_NOT_CREATED		Generic no-text error message, text will be set by reporting code.
1510001	BdxRtcMessageValidationFailed		Generic no-text error message, text will be set by reporting code.
1512001	RtcDatawarehouse_VALIDATION_ERROR		Generic no-text error message, text will be set by reporting code.
1512002	RtcDatawarehouse_SERVICE_UNAVAILABLE		Generic no-text error message, text will be set by reporting code.
1512003	RtcDatawarehouse_INTERNAL_ERROR		Generic no-text error message, text will be set by reporting code.
1512004	RtcDatawarehouse_SUCCESS		Generic no-text error message, text will be set by reporting code.
1513001	TaxEndOfDayServiceNotAvailable	The end of day service is not available in this TAX server	End of day service not available.
1513002	Tax_MORE_THAN_EXPECTED_POSITIONS		Generic no-text error message, text will be set by reporting code.
1513003	TaxMessageValidationFailed		Generic no-text error message, text will be set by reporting code.